Results 21 to 30 of about 102,040 (246)

On some parabolic problems with measure sources

Moroccan Journal of Pure and Applied Analysis, 2019
One of the recent advances in the investigation of nonlinear parabolic equations with a measure as forcing term is a paper by F. Petitta in which it has been introduced the notion of renormalized solutions to the initial parabolic problem in divergence ...
Abdellaoui Mohammed
doaj   +1 more source

On a comparison theorem for parabolic equations with nonlinear boundary conditions

Advances in Nonlinear Analysis, 2022
In this article, a new type of comparison theorem for some second-order nonlinear parabolic systems with nonlinear boundary conditions is given, which can cover classical linear boundary conditions, such as the homogeneous Dirichlet or Neumann boundary ...
Kita Kosuke, Ôtani Mitsuharu
doaj   +1 more source

The Classical Continuous Optimal Control for Quaternary Nonlinear Parabolic Boundary Value Problems with State Vector Constraints

Ibn Al-Haitham Journal for Pure and Applied Sciences, 2022
This paper aims to study the quaternary classical continuous optimal control problem consisting of the quaternary nonlinear parabolic boundary value problem, the cost function, and the equality and inequality constraints on the state and the control ...
jamil Amir Al-Hawasy, Wissam A. Abdul-Hussien Al-Anbaki   +1 more
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Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations [PDF]

, 2014
Based on a recent result on linking stochastic differential equations on ℝ d to (finite-dimensional) Burger-KPZ type nonlinear parabolic partial differential equations, we utilize Galerkin type finite-dimensional approximations to characterize the path ...
A Majda, A Majda, A Truman, A Truman, A Truman, A Truman, A Truman, B Øksendal, C M Dafermos, C Prévôt, D K Elworthy, D W Stroock, E M Stein, F -Y Wang, F Black, F Z Gong, G Prato Da, G Prato Da, H Spohn, J -L Wu, J B Walsh, J C Cox, J Krug, J M Burgers, J Smoller, J Yong, Jiang-Lun Wu, K Handa, M G Crandall, M I Freidlin, M P Kardar, Miao Wang, N Ikeda, P L Chow, P Malliavin, S Albeverio, S Hodges, S Hodges, W A Woyczynski, W H Fleming   +39 more
core   +1 more source

A new method for large time behavior of degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians [PDF]

, 2015
We investigate large-time asymptotics for viscous Hamilton--Jacobi equations with possibly degenerate diffusion terms. We establish new results on the convergence, which are the first general ones concerning equations which are neither uniformly ...
Barles, Barles, Barles, Cagnetti, Cagnetti, Camilli, Davini, Diogo Gomes, Evans, Evans, Fathi, Fathi, Filippo Cagnetti, Hiroyoshi Mitake, Hung V. Tran, Ishii, Ley, Mitake, Mitake, Mitake, Mitake, Namah, Nguyen, Stroock, Tran   +24 more
core   +1 more source

Differential difference inequalities related to parabolic functional differential equations [PDF]

Opuscula Mathematica, 2010
Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations.
Milena Netka
doaj   +1 more source

Nonlinear Parabolic Equations arising in Mathematical Finance

, 2017
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics.
A. Tourin, B. Bank, B. Düring, C.G. Averbuj, D. Ševčovič, D. Ševčovič, D.P. Bertsekas, G. Barles, J. Ankudinova, J.H. Witte, K. Muthuraman, L.A. Bordag, M. Avellaneda, M. Hamala, M. Jandačka, M. Koleva, M. Kratka, M. Musiela, M.C. Crandall, M.C. Mariani, M.N. Koleva, N. Ishimura, N. Ishimura, P. Amster, P. Schönbucher, Q.S. Song, R. Abe, R. Company, R. Frey, S. Kilianová, S. Kilianová, S. Nayak, S. Zhou, T. Hoggard, T. Zariphopoulou, W. Liao, W.H. Fleming, Y. Huang, Y.K. Kwok, Z. Macová   +39 more
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Large time behavior for some nonlinear degenerate parabolic equations [PDF]

, 2013
We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations.
Ley, Olivier, Nguyen, Vinh Duc
core   +2 more sources

Nonlinear Parabolic Equations with Regularized Derivatives

Journal of Mathematical Analysis and Applications, 1999
Nonlinear systems of differential equations \[ \partial_tu+\partial_xf(u)+g(u)=\Delta u\tag{1} \] are considered on \(\mathbb R_+^{n+1}\) \((t>0)\), where \(u=(u_1,\dots,u_m)^T\), \(f(u)=(f_1(u),\dots,f_n(u))^T\), \(\partial_xf(u)=\sum_{i=1}^n\partial_{x_i}f_i(u)\).
Wang, Y.G., Oberguggenberger, M.
openaire   +1 more source

Degenerate parabolic equations appearing in atmospheric dispersion of pollutants

Electronic Journal of Qualitative Theory of Differential Equations, 2016
Linear and nonlinear degenerate abstract parabolic equations with variable coefficients are studied. Here the equation and boundary conditions are degenerated on all boundary and contain some parameters.
Veli Shakhmurov, Aida Sahmurova
doaj   +1 more source