相关论文: Bessel SPDEs with general Dirichlet boundary condi…
In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…
We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…
In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very general test functionals on $L^{2}(0,1)$. A key step consists…
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…
The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…
In this paper we apply various first and second derivative estimates and barrier constructions from our treatment of oblique boundary value problems for augmented Hessian equations, to the case of Dirichlet boundary conditions. As a result…
We prove existence and uniqueness of global-in-time solutions in the $W^{-1,p}_D$-$W^{1,p}_D$-setting for abstract quasilinear parabolic PDEs with nonsmooth data and mixed boundary conditions, including a nonlinear source term with at most…
This paper addresses the well posedness of a dynamical model of perfect plasticity with mixed boundary conditions for general closed and convex elasticity sets. The proof relies on an asymptotic analysis of the solution of a perfect…
We compute explicitly traces of the Dirichlet form related to the Bessel process with respect to discrete measures as well as measures of mixed type. Then some global properties of the obtained Dirichlet forms, such as conservativeness,…
Two boundary value problems for an elliptic equation in divergence form with bounded discontinuous coefficient are studied in a bidomain. On the interface, generalized dynamic boundary conditions such as of the Wentzell-type and…
In this article, we derive precise estimates for the probability that a Bessel bridge of dimension $d \ge 0$ and end points $x$ and $a+bT-j$ stays below the linear barrier $a + bt$ for all $t \in [0,T]$. We identify the leading order term…
This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable…
In this work we treat the space-time discretization of the generalized Stokes equations in the case of Dirichlet boundary conditions. We prove error estimates in the case $p\in[\frac{2d}{d+2},\infty)$ that are independent of the degeneracy…
We consider Stokes systems with measurable coefficients and Lions-type boundary conditions. We show that, in contrast to the Dirichlet boundary conditions, local boundary mixed-norm $L_{s,q}$-estimates hold for the spatial second-order…
We review the first and second boundary value problems for the Stokes system posed in a bounded Lipschitz domain in $\mathbb{R}^n.$ Particular attention is given to the mixed boundary condition: a Dirichlet condition is imposed for the…
Although boundary conditions are mandatory to solve partial differential equations, they also represent a transfer of information between the domain being modelled and its surroundings. In the case of isolated or closed systems, these can…
We consider the continuum parabolic Anderson model (PAM) and the dynamical $\Phi^4$ equation on the $3$-dimensional cube with boundary conditions. While the Dirichlet solution theories are relatively standard, the case of Neumann/Robin…
In this paper, we propose to use the eikonal equation as a boundary condition when advective or normal flow equations in the level set formulation are solved numerically on polyhedral meshes in the three-dimensional domain. Since the level…
This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$…
On a bounded three-dimensional smooth domain, we consider the generalized oscillon equation with Dirichlet boundary conditions, with time-dependent damping and time-dependent squared speed of propagation. Under structural assumptions on the…