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In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

概率论 · 数学 2012-11-19 Tusheng Zhang

In this paper, we propose and study several inverse problems of determining unknown parameters in nonlocal nonlinear coupled PDE systems, including the potentials, nonlinear interaction functions and time-fractional orders. In these coupled…

偏微分方程分析 · 数学 2024-07-23 Ming-Hui Ding , Hongyu Liu , Catharine W. K. Lo

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

概率论 · 数学 2013-08-01 Nikolai Dokuchaev

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

系统与控制 · 计算机科学 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

数值分析 · 计算机科学 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…

最优化与控制 · 数学 2021-02-10 Víctor Hernández-Santamaría , Liliana Peralta

We consider the problem of model reduction of parametrized PDEs where the goal is to approximate any function belonging to the set of solutions at a reduced computational cost. For this, the bottom line of most strategies has so far been…

数值分析 · 数学 2020-03-02 V. Ehrlacher , D. Lombardi , O. Mula , F. -X. Vialard

Blow-up in second and fourth order semi-linear parabolic partial differential equations (PDEs) is considered in bounded regions of one, two and three spatial dimensions with uniform initial data. A phenomenon whereby singularities form at…

偏微分方程分析 · 数学 2013-12-04 A. E. Lindsay

We analyze a second order, linear, elliptic PDE with mixed boundary conditions. This problem arose as a limiting case of a Markov-modulated queueing model for data handling switches in communications networks. We use singular perturbation…

偏微分方程分析 · 数学 2007-05-23 Diego Dominici , Charles Knessl

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

统计理论 · 数学 2020-06-02 Carsten Chong

We show that the derivative of the (measure) transfer operator with respect to the parameter of the map is a divergence. Then, for physical measures of discrete-time hyperbolic chaotic systems, we derive an equivariant divergence formula…

数值分析 · 数学 2023-08-09 Angxiu Ni , Yao Tong

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

偏微分方程分析 · 数学 2021-11-16 Christian Kuehn , James MacLaurin , Giulio Zucal

Parametric oscillators are examples of externally driven systems that can exhibit two stable states with opposite phase depending on the initial conditions. In this work, we propose to study what happens when the external forcing is…

斑图形成与孤子 · 物理学 2024-02-13 Benjamin Apffel , Romain Fleury

We study the De Giorgi type conjecture, that is, one dimensional symmetry problem for entire solutions of an two components elliptic system in $\mathbb{R}^n$, for all $n\geq 2$. We prove that, if a solution $(u,v)$ has a linear growth at…

偏微分方程分析 · 数学 2014-01-16 Kelei Wang

In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…

概率论 · 数学 2023-12-07 Nikola Sandrić

In the article we study a hyperbolic-elliptic system of PDE. The system can describe two different physical phenomena: 1st one is the motion of magnetic vortices in the II-type superconductor and 2nd one \ is the collective motion of cells.…

偏微分方程分析 · 数学 2024-09-26 N. V. Chemetov

In this paper, we consider a coupled system of nonlinear elliptic and pseudo-parabolic PDEs arising in anisotropic monochrome image denoising with orientation-adaptation. The system is derived from the minimization process of a nonconvex…

偏微分方程分析 · 数学 2026-05-19 Naotaka Ukai

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Hybrid inverse problems are based on the interplay of two types of waves, in order to allow for imaging with both high resolution and high contrast. The inversion procedure often consists of two steps: first, internal measurements involving…

偏微分方程分析 · 数学 2022-10-14 Giovanni S. Alberti