Related papers: Reflected stochastic partial differential equation…
Point-to-point reflection holding for harmonic functions subject to the Dirichlet or Neumann conditions on an analytic curve in the plane almost always fails for solutions to more general elliptic equations. We develop a non-local,…
In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbounded convex domain along an oblique direction, and which…
In this paper we deal with the problem of the existence and the uniqueness of a solution for one dimensional reflected backward stochastic differential equations with two strictly separated barriers when the generator is allowing a…
In this work we present a novel framework for the computation of finite dimensional invariant sets of infinite dimensional dynamical systems. It extends a classical subdivision technique [Dellnitz/Hohmann 1997] for the computation of such…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…
In this paper we perform a numerical study on the interesting phenomenon of soliton reflection of solid walls. We consider the 2D nonlinear Schrodinger equation as the underlying mathematical model and we use an implicit-explicit type…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
First-order convergence in time and space is proved for a fully discrete semi-implicit finite element method for the two-dimensional Navier--Stokes equations with $L^2$ initial data in convex polygonal domains, without extra regularity…
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large deviation principle, a large deviation for short…
This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized…
Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius $R$. This localization reduces various kinds of spatial approximation schemes to finite dimensional problems. The error is shown to be…
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…
This paper is concerned with pullback dynamics of 3D Navier-Stokes equations with variable viscosity and subject to time-dependent external forces. Our main result establishes the existence of finite-dimensional pullback attractors in a…
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…
We prove local (in time) existence and uniqueness for a class of infinite-dimensional Nash systems, namely systems of infinitely many Hamilton-Jacobi-Bellman equations set in an infinite-dimensional Euclidean space. Such systems have been…
We prove the existence of local constancy phenomena for reductions in a general prime power setting of two-dimensional irreducible crystalline representations. Up to twist, these representations depend on two parameters: a trace $a_p$ and a…
A class of quasi-variational-hemivariational inequalities in reflexive Banach spaces is studied. The inequalities contain a convex potential, a locally Lipschitz superpotential, and an implicit obstacle set of constraints. Results on the…
This work deals with the Landau equation in a bounded domain with the Maxwell reflection condition on the boundary for any (possibly smoothly position dependent) accommodation coefficient and for the full range of interaction potentials,…
In this paper, we introduce a specific kind of doubly reflected Backward Stochastic Differential Equations (in short DRBSDEs), defined on probability spaces equipped with general filtration that is essentially non quasi-left continuous,…
This paper is devoted to constructing and studying exactly solvable dynamical systems in discrete time obtained from some algebraic operations on matrices, to reductions of such systems leading to classical field theory models in…