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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,…
In these lectures we present some useful techniques to study quantitative properties of solutions of elliptic PDEs. Our aim is to outline a proof of a recent result on propagation of smallness. The ideas are also useful in the study of the…
The aim of the paper is to find representation for solutions of $2\times 2$ system of ordinary differential equations $$ \mathbf{y^\prime} - B(x)\mathbf{y} = \lambda A(x)\mathbf{y}, \quad \ x \in [0, 1], $$ where $A(x) = diag\{a_1(x),…
Given a linear ordinary differential equation (ODE) on $\RE$ and a set of interface conditions at a finite set of points $I \subset \RE$, we consider the problem of determining another differential equation whose {\it global} solutions…
By using the Skorohod equation we derive an iteration procedure which allows us to solve a class of reflected backward stochastic differential equations with non-linear resistance induced by the reflected local time. In particular, we…
We study the inverse problem for the fractional Laplace equation with multiple nonlinear lower order terms. We show that the direct problem is well-posed and the inverse problem is uniquely solvable. More specifically, the unknown…
Solutions in self-similar form presenting finite time extinction to the singular diffusion equation with gradient absorption $$\partial_t u - \mathrm{div}(|\nabla u|^{p-2}\nabla u) +|\nabla u|^{q}=0 \qquad {\rm in} \…
We study the WKB periods for the $(r+1)$-th order ordinary differential equation (ODE) which is obtained by the conformal limit of the linear problem associated with the $A_r^{(1)}$ affine Toda field equation. We compute the quantum…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
We prove that the topological recursion formalism can be used to compute the WKB expansion of solutions of second order differential operators obtained by quantization of any hyper-elliptic curve. We express this quantum curve in terms of…
The question of spontaneous apparition of singularity in the 3D incompressible Euler equations is one of the most important and challenging open problems in mathematical fluid mechanics. In this survey article we review some of recent…
The Berry phase is a geometric phase that is important in explaining topological quantum phenomena. The Berry phase is also important in non-perturbative phenomena, as the imaginary part of the phase explains the non-perturbative…
We study the problem of resolving singularities via the blow-up of the module of derivations. Our main results are a positive answer for the case of curves and log-canonical surface singularities, i.e., a finite sequence of blow-ups along…
A detailed description of the asymptotic behaviour in the Belinski-Khalatnikov-Lifshitz (BKL) scenario is presented through a simple geometric picture illustrating the geometry of their ordinary differential equations (ODE), which describe…
We study the asymptotic behavior of the solutions related to a family of singularly perturbed linear partial differential equations in the complex domain. The analytic solutions obtained by means of a Borel-Laplace summation procedure are…
In this paper, we revisit the classical linear turning point problem for the second order differential equation $\epsilon^2 x'' +\mu(t)x=0$ with $\mu(0)=0,\,\mu'(0)\ne 0$ for $0<\epsilon\ll 1$. Written as a first order system, $t=0$…
For singular mean field equations defined on a compact Riemann surface, we prove the uniqueness of bubbling solutions as far as blowup points are either regular points or non-quantized singular sources. In particular the uniqueness result…
We are concerned with the qualitative analysis of positive singular solutions with blow-up boundary for a class of logistic-type equations with slow diffusion and variable potential. We establish the exact blow-up rate of solutions near the…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…