相关论文: The Obstacle Problem for Quasilinear Stochastic PD…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP…

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

We construct the first rigorously justified probabilistic algorithm for recovering the solution operator of a hyperbolic partial differential equation (PDE) in two variables from input-output training pairs. The primary challenge of…

We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…

We develop regularity theory for degenerate elliptic equations with the degeneracy controlled by a weight. More precisely, we show local boundedness and continuity of weak solutions under the assumption of a weighted Orlicz-Sobolev and…

We study existence and multiplicity of nontrivial solutions of the following problem $$ \left\{ \begin{array}{rcll} -\Delta_p u+(-\Delta_p)^{s} u & = & \lambda|u|^{q-2}u+|u|^{p^{\ast}-2}u & \mbox{ in }\Omega,\\ u & = & 0 & \mbox{ on }…

We study a general class of quasilinear elliptic equations with nonstandard growth to prove the existence of a very weak solution to such a problem. A key ingredient in the proof is a priori global weighted gradient estimate of a very weak…

We determine the asymptotic behaviour of (bilateral) obstacle problems for fractional energies in rather general aperiodic settings via Gamma-convergence arguments. As further developments we consider obstacles with random sizes and shapes…

In this work, we present a systematic approach to investigate the existence, multiplicity, and local gradient regularity of solutions for nonlocal quasilinear equations with local gradient degeneracy. Our method involves an interactive…

In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator $f$ has quadratic growth in the $z$-variable. In…

We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…

The main goal of this work is to relate weak and pathwise mild solutions for parabolic quasilinear stochastic partial differential equations (SPDEs). Extending in a suitable way techniques from the theory of nonautonomous semilinear SPDEs…

In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t}) \partial \phi (X_{t}) (dt) \ni f(t,X_{t}) dt+g(t,X_{t})…

This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…

We study vector valued solutions to non-linear elliptic partial differential equations with $p$-growth. Existence of a solution is shown in case the right hand side is the divergence of a function which is only $q$ integrable, where $q$ is…