相关论文: Unique Continuation for Stochastic Parabolic Equat…
We prove a new quantitative unique continuation result for elliptic equations from Cauchy data. We provide a simple and direct proof based only on a Carleman inequality. Similar result for the Stokes equation is also shown.
We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
We obtain unique continuation results for Schrodinger equations with time dependent gradient vector potentials. This result with an appropriate modification also yields unique continuation properties for solutions of certain nonlinear…
We obtain a global unique continuation result for the differential inequality $|(i\partial_t+\Delta)u|\leq|V(x)u|$ in $\mathbb{R}^{n+1}$. This is the first result on global unique continuation for the Schr\"odinger equation with…
Asymptotics of solutions to fractional elliptic equations with Hardy type potentials is studied in this paper. By using an Almgren type monotonicity formula, separation of variables, and blow-up arguments, we describe the exact behavior…
Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…
There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single…
A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…
Quantitative unique continuation principles for multiscale structures are an important ingredient in a number applications, e.g. random Schr\"odinger operators and control theory. We review recent results and announce new ones regarding…
In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…
This paper establishes the Unique Continuation Property (UCP) for a suitably overdetermined Magnetohydrodynamics (MHD) eigenvalue problem, which is equivalent to the Kalman, finite rank, controllability condition for the finite dimensional…
In this paper we study unique continuation theorems for magnetic Schr\"odinger equation via Carleman estimates. We use integration by parts techniques in order to show these estimates. We consider electric and magnetic potentials with…
We prove local quantitative estimates of unique continuation for solutions to parabolic equations: doubling properties and two-sphere one-cylinder inequalities.
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…
In this paper we describe some recent works on quantitative unique continuation for elliptic, parabolic and dispersive equations. The elliptic results are joint work with J.Bourgain, while the remainder of the works discussed are joint…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…