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We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a…

Differential Geometry · Mathematics 2012-03-06 Boris Kruglikov

We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…

Probability · Mathematics 2016-03-08 Pierre Henry-Labordere , Nadia Oudjane , Xiaolu Tan , Nizar Touzi , Xavier Warin

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…

Analysis of PDEs · Mathematics 2015-12-01 Pierluigi Colli , Takeshi Fukao

In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…

Analysis of PDEs · Mathematics 2014-02-14 De-Xing Kong , Cheng Zhang

In some cases, solutions to nonlinear PDEs happen to be asymptotically (for large $x$ and/or $t$) invariant under a group $G$ which is not a symmetry of the equation. After recalling the geometrical meaning of symmetries of differential…

Mathematical Physics · Physics 2007-05-23 G. Gaeta , R. Mancinelli

This paper concerns autonomous boundary value problems for 1D semilinear hyperbolic PDEs. For time-periodic classical solutions, which satisfy a certain non-resonance condition, we show the following: If the PDEs are continuous with respect…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit , Lutz Recke

We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H\"ormander's bracket condition holds, the Malliavin…

Probability · Mathematics 2019-11-11 Andris Gerasimovics , Martin Hairer

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

Dynamical Systems · Mathematics 2023-08-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

Three classes of higher-order nonlinear parabolic hyperbolic, and nonlinear dispersion equations are shown to admit exact blow-up or compacton solutions, which are induced by elliptic equations with non-Lipschitz nonlinearities. Variational…

Analysis of PDEs · Mathematics 2009-02-10 V. A. Galaktionov , E. Mitidieri , S. I. Pohozaev

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

The space of parametric b-measures endowed with appropriate topologies is introduced to define a new class of generalized ODEs given by parametric b-measures. This framework offers a new approach for dealing with precompact families of…

Dynamical Systems · Mathematics 2026-02-19 Sylvia Novo , Rafael Obaya , Ana M. Sanz

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

Analysis of PDEs · Mathematics 2018-04-12 Antonio Agresti

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computational domains, etc.…

Numerical Analysis · Mathematics 2024-02-06 Zhanhong Ye , Xiang Huang , Hongsheng Liu , Bin Dong

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

In this paper, we propose a procedure for constructing an infinite number of families of solutions of given linear differential equations with partial derivatives with constant coefficients. We use monogenic functions that are defined on…

Complex Variables · Mathematics 2018-11-28 Vitalii Shpakivskyi

A new method for solving stiff boundary value problems is described and compared to other known approaches using the Troesch's problem as a test example. The method is based on the general idea of alternate approximation of either the…

Numerical Analysis · Mathematics 2018-04-20 V. L. Makarov , D. V. Dragunov

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis