相关论文: Feynman-Kac formula under a finite entropy conditi…

We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…

A principle of maximum entropy is proposed in the context of viscous incompressible flow in Eulerian coordinates. The relative entropy functional, defined over the space of $L^2$ divergence-free velocity fields, is maximized relative to…

We consider Navier-Stokes equations for compressible viscous fluids in one dimension. We prove the existence of global strong solution with large initial data for the shallow water system. The key ingredient of the proof relies to a new…

For periodic initial data with the density allowing vacuum, we establish the global existence and exponential decay of weak, strong and classical solutions to the two-dimensional(2D) compressible Navier-Stokes equations when the bulk…

The convective Brinkman--Forchheimer equations or the Navier--Stokes equations with damping in bounded or periodic domains $\subset\mathbb{R}^d$, $2\leq d\leq 4$ are considered in this work. The existence and uniqueness of a global weak…

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 +…

We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+\alpha}$ for an $\alpha\in(0,1)$. The equations have a special structure that the "main" part…

We study a random process on R n moving in straight lines and changing randomly its velocity at random exponential times. We focus more precisely on the Kolmogorov equation in the hyperbolic scale (t, x, v) $\to$ t $\epsilon$, x $\epsilon$,…

We study a doubly nonlinear parabolic problem arising in the modeling of gas transport in pipelines. Using convexity arguments and relative entropy estimates we show uniform bounds and exponential stability of discrete approximations…

We study asymptotic decay rates of viscosity solutions to some doubly nonlinear parabolic equations, including Trudinger's equation. We also prove a Phragm\'en-Lindel\"of type result and show its optimality.

We obtain sufficient conditions for the existence and uniqueness of solutions with non-negative components to general quasilinear parabolic problems \begin{equation*} \partial_t u^k = \sum_{i,j=1}^n a_{ij} (t,x,u)\partial^2_{x_i x_j}\!u^k +…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

In this manuscript, we establish global weighted Orlicz-Sobolev and variable exponent Morrey-Sobolev estimates for viscosity solutions to fully nonlinear parabolic equations subject to oblique boundary conditions on a portion of the…

We find a global a priori estimate for solutions to the Navier-Stokes equations with periodic boundary conditions guaranteeing in view of the Serrin type condition the existence of global regular solutions. We derive the following estimate…

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…

In this paper, the Cauchy problem for the three-dimensional (3-D) isentropic compressible Navier-Stokes equations is considered. When viscosity coefficients are given as a constant multiple of the density's power ($\rho^\delta$ with…

We propose a thermodynamically consistent phase-field model for the flow of a mixture of two different viscous incompressible fluids of equal density in a bounded domain. We prove the well-posedness of local-in-time strong solutions by…

The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…

We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,\phi)+\mathcal{L}u(t,\phi)+f(t,\phi,u(t,\phi),\partial_{x}u(t,\phi)…

The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…