相关论文: The Lp Cauchy sequence for one-dimensional BSDEs w…

This paper is devoted to solving a multidimensional backward stochastic differential equation (BSDE for short) with a general random terminal time $\tau$ taking values in $[0,+\infty]$. The generator $g$ of such BSDE satisfies a stochastic…

We study the Cauchy problem for a class of linear evolution equations of arbitrary order with coefficients depending both on time and space variables. Under suitable decay assumptions on the coefficients of the lower order terms for $|x|$…

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique…

In this paper, we discuss the solvability of backward stochastic differential equations (BSDEs) with superquadratic generators. We first prove that given a superquadratic generator, there exists a bounded terminal value, such that the…

We study the time-splitting scheme for approximating solutions to the Cauchy problem of the nonlinear Dirac equation in 1+1 dimensions. Under the assumption that the initial data for the scheme are convergent in…

One of the most challenging problems in applied mathematics is the approximate solution of nonlinear partial differential equations (PDEs) in high dimensions. Standard deterministic approximation methods like finite differences or finite…

In this paper we study numerical approximations of the evolution problem for the nonlocal $p$-Laplacian with homogeneous Neumann boundary conditions. First, we derive a bound on the distance between two continuous-in-time trajectories…

We consider the Cauchy problem for the nonlinear Schr\"odinger equation on $\mathbb{R}^d$, where the initial data is in $\dot{H}^1(\mathbb{R}^d)\cap L^p(\mathbb{R}^d)$. We prove local well-posedness for large ranges of $p$ and discuss some…

In this paper, we derive the continuity of solutions to the $L_{p}$ torsional Minkowski problem for $p>1$. It is shown that the weak convergence of the $L_{p}$ torsional measure implies the convergence of the sequence of the corresponding…

In this paper we consider the Cauchy problem for linear dissipative generalized Klein-Gordon equations with nonlinear memory in the right hand side. Our goal is to study the effect of this nonlinearity on both the decay estimates of global…

We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a…

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

We introduce multilevel Picard (MLP) approximations for McKean--Vlasov stochastic differential equations (SDEs) with nonconstant diffusion coefficient. Under standard Lipschitz assumptions on the coefficients, we show that the MLP algorithm…

We consider the nonlinear Cauchy problem for $ \Psi $- Hilfer fractional differential equations and investigate the existence, interval of existence and uniqueness of solution in the weighted space of functions. The continuous dependence of…

This paper mainly investigates the analytic solutions for the approximation of $p$-Laplacian problem. Through an approximation mechanism, we convert the nonlinear partial differential equation with Dirichlet boundary into a sequence of…

We consider homogenization problems for linear elliptic equations in divergence form. The coecients are assumed to be a local perturbation of some periodic background. We prove $W^{1,p}$ and Lipschitz convergence of the two-scale expansion,…

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal…

The recent significant enrichment of the Order Completion Method for nonlinear Systems of PDEs resulted in the global existence of generalized solutions to a large class of such equations. In this paper we investigate the existence and…

The Cauchy problem for a scalar conservation laws admits a unique entropy solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the…

We extend the branching process based numerical algorithm of Bouchard et al. [3], that is dedicated to semilinear PDEs (or BSDEs) with Lipschitz nonlinearity, to the case where the nonlinearity involves the gradient of the solution. As in…