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We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…

Probability · Mathematics 2015-09-02 Ennio Fedrizzi , Wladimir Neves , Christian Olivera

In this work, we shall study the nonlinear inverse problems of recovering the Robin coefficients in elliptic and parabolic systems of second order, and establish their local Lipschitz stabilities. Some local Lipschitz stability was derived…

Analysis of PDEs · Mathematics 2017-10-16 Jiang Daijun , Zou Jun

We consider a second-order hyperbolic equation on an open bounded domain $\Omega$ in $\mathbb{R}^n$ for $n\geq2$, with $C^2$-boundary $\Gamma=\pa\Omega=\bar{\Gamma_0\cup\Gamma_1}$, $\Gamma_0\cap\Gamma_1=\emptyset$, subject to…

Analysis of PDEs · Mathematics 2010-10-26 Shitao Liu , Roberto Triggiani

We establish monotonicity formulas for a parabolic frequency function associated with sign-changing solutions to a class of doubly nonlinear parabolic equations of the form $\partial_t u = \mathcal{L}_{p,\varphi} u^q$ on weighted complete…

Analysis of PDEs · Mathematics 2026-04-09 Jin Sun , Philipp Sürig

In the present work, we investigate a uniqueness of solution of the inverse source problem with non-local conditions for mixed parabolic-hyperbolic type equation with Caputo fractional derivative. Solution of the problem we represent as…

Analysis of PDEs · Mathematics 2016-01-22 M. S. Salakhitdinov , E. T. Karimov

This paper study the well--posedness of the entropy formulation given by Plotnikov in [{Differential Equations}, 30 (1994), pp. 614--622] for forward-backward parabolic problem obtained as singular limit of a proper pseudoparabolic…

Analysis of PDEs · Mathematics 2013-10-30 Andrea Terracina

We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator $g$ may be non-Lipschitz continuous in the state variable $y$,…

Probability · Mathematics 2019-05-31 Shengjun Fan , Ying Hu , Shanjian Tang

We consider elliptic operators with operator-valued coefficients and discuss the associated parabolic problems. The unknowns are functions with values in a Hilbert space $W$. The system is equipped with a general class of coupled boundary…

Analysis of PDEs · Mathematics 2018-12-21 Stefano Cardanobile , Delio Mugnolo

We discuss solution concepts for linear hyperbolic equations with coefficients of regularity below Lipschitz continuity. Thereby our focus is on theories which are based either on a generalization of the method of characteristics or on…

Analysis of PDEs · Mathematics 2008-03-03 Simon Haller , Guenther Hoermann

We consider an elliptic equation in a cone, endowed with (possibly inhomogeneous) Neumann conditions. The operator and the forcing terms can also allow non-Lipschitz singularities at the vertex of the cone. In this setting, we provide…

Analysis of PDEs · Mathematics 2019-03-28 Serena Dipierro , Veronica Felli , Enrico Valdinoci

The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

Probability · Mathematics 2022-02-14 Zhenjie Ren , Nizar Touzi , Junjian Yang

This paper is devoted to the study of the second-order variational analysis of spectral functions. It is well-known that spectral functions can be expressed as a composite function of symmetric functions and eigenvalue functions. We…

Optimization and Control · Mathematics 2024-05-06 Ashkan Mohammadi , Ebrahim Sarabi

The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies…

Analysis of PDEs · Mathematics 2015-12-04 Thomas Backing

We obtain the $C^{\a}$ regularity for weak solutions of a class of non-homogeneous ultraparabolic equation, with measurable coefficients. The result generalizes our recent $C^{\a}$ regularity results of homogeneous ultraparabolic equation.

Analysis of PDEs · Mathematics 2008-03-31 Wendong Wang , Liqun Zhang

We prove that a condition of boundedness of the maximal function of a singular integral operator, that is known to be sufficient for the continuity of the corresponding integral operator in H\"{o}lder spaces, is actually also necessary in…

Functional Analysis · Mathematics 2023-05-08 Massimo Lanza de Cristoforis

A nonlinear parabolic equation of the fourth order is analyzed. The equation is characterized by a mobility coefficient that degenerates at 0. Existence of at least one weak solution is proved by using a regularization procedure and…

Analysis of PDEs · Mathematics 2010-09-17 Giulio Schimperna , Sergey Zelik

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

We establish two-sided Gaussian bounds for fundamental solutions of general non-divergence form parabolic operators with H\"older continuous coefficients. The result we obtain is essentially based on parametrix method.

Analysis of PDEs · Mathematics 2019-08-30 Mourad Choulli , Giorgio Metafune

This work is composed of two parts. We prove in the first part the uniqueness of the determination of the unbounded zero-order coefficient in a parabolic equation from boundary measurements. The novelty of our result is that it covers the…

Analysis of PDEs · Mathematics 2024-12-16 Mourad Choulli

We study the regularity of solutions of parabolic fully nonlinear nonlocal equations. We proof Holder regularity in space and time and for translation invariant equations and under different assumptions on the kernels Holder regularity for…

Analysis of PDEs · Mathematics 2012-05-17 Héctor A. Chang Lara , Gonzalo Dávila
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