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We reduce the problem of proving decay estimates for viscosity solutions of fully nonlinear PDEs to proving analogous estimates for solutions of one-dimensional ordinary differential inequalities. Our machinery allow the ellipticity to…

Analysis of PDEs · Mathematics 2025-06-17 Niklas L. P. Lundström , Marcus Olofsson , Jesper Singh

A new method for the solution of initial-boundary value problems for evolution PDEs recently introduced by Fokas is generalised to multidimensions. Also the relation of this method with the method of images and with the classical integral…

Condensed Matter · Physics 2007-05-23 Athanassios S. Fokas , Daniel ben-Avraham

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

Established in the 30's, Schauder {\it a priori} estimates are among the most classical and powerful tools in the analysis of problems ruled by 2nd order elliptic PDEs. Since then, a central problem in regularity theory has been to…

Analysis of PDEs · Mathematics 2013-08-15 Eduardo V. Teixeira

We establish conditions for nonexistence of global solutions for a class of quasilinear parabolic problems with a potential on complete, non-compact Riemannian manifolds, including the Porous Medium Equation and the p-Laplacian with a…

Analysis of PDEs · Mathematics 2025-11-21 Dorothea-Enrica von Criegern , Gabriele Grillo , Dario Monticelli

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

Probability · Mathematics 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker

In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…

Optimization and Control · Mathematics 2016-03-28 Evgeny Meyer , Matthew M. Peet

We prove an existence result for a large class of PDEs with a nonlinear Wasserstein gradient flow structure. We use the classical theory of Wasserstein gradient flow to derive an EDI formulation of our PDE and prove that under some…

Analysis of PDEs · Mathematics 2024-07-31 Thibault Caillet , Filippo Santambrogio

Commutation of multidimensional vector fields leads to integrable nonlinear dispersionless PDEs arising in various problems of mathematical physics and intensively studied in the recent literature. This report is aiming to solve the…

Exactly Solvable and Integrable Systems · Physics 2014-07-17 P. G. Grinevich , P. M. Santini , D. Wu

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Numerical Analysis · Mathematics 2022-02-09 Akihiko Takahashi , Yoshifumi Tsuchida , Toshihiro Yamada

We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutions to (non-linear) PDEs. We also apply the method to the…

Mathematical Finance · Quantitative Finance 2015-11-18 Moawia Alghalith

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a…

Analysis of PDEs · Mathematics 2021-08-24 Andris Gerasimovics , Antoine Hocquet , Torstein Nilssen

The exhaustive group classification of a class of variable coefficient generalized KdV equations is presented, which completes and enhances results existing in the literature. Lie symmetries are used for solving an initial and boundary…

Mathematical Physics · Physics 2014-04-01 O. O. Vaneeva , N. C. Papanicolaou , M. A. Christou , C. Sophocleous

A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be…

Classical Analysis and ODEs · Mathematics 2009-03-05 N. S. Hoang , A. G. Ramm

We discuss practical methods for computing the space of solutions to an arbitrary homogeneous linear system of partial differential equations with constant coefficients. These rest on the Fundamental Principle of Ehrenpreis-Palamodov from…

Commutative Algebra · Mathematics 2021-10-14 Rida Ait El Manssour , Marc Härkönen , Bernd Sturmfels

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…

Probability · Mathematics 2018-02-15 Ankush Agarwal , Julien Claisse

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

Probability · Mathematics 2020-03-17 Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

This paper applies He's new amplitude-frequency relationship recently established by Ji-Huan He (Int J Appl Comput Math 3 1557-1560, 2017) to study periodic solutions of strongly nonlinear systems with odd nonlinearities. Some examples are…

Pattern Formation and Solitons · Physics 2017-09-06 O. González-Gaxiola
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