Results 21 to 30 of about 2,496,982 (281)
Weak solutions with unbounded variation [PDF]
To solve a quasilinear system of hyperbolic partial differential equations with given initial data, the usual procedure is to approximate the initial data, solve the resulting problems, and show that the variation of the approximating solutions is uniformly bounded. A limiting process then can be used.
openaire +1 more source
Two-dimensional incompressible ideal flows in a noncylindrical material domain [PDF]
The purpose of this work is to prove existence of a weak solution of the two dimensional incompressible Euler equations on a noncylindrical domain consisting of a smooth, bounded, connected and simply connected domain undergoing a prescribed motion.
Fernandes, Flavia Z. +1 more
core +2 more sources
A Weak Solution of a Stochastic Nonlinear Problem
We consider a problem modeling a porous medium with a random perturbation. This model occurs in many applications such as biology, medical sciences, oil exploitation, and chemical engineering.
M. L. Hadji
doaj +1 more source
A semigroups theory approach to a model of suspension bridges
In this paper we study the existence and uniqueness of the weak solution of a mathematical model that describes the nonlinear oscillations of a suspension bridge. This model is given by a system of partial differential equations with damping terms.
Rodiak Figueroa-López +1 more
doaj +1 more source
Regularity of H\"older continuous solutions of the supercritical quasi-geostrophic equation
We present a regularity result for weak solutions of the 2D quasi-geostrophic equation with supercritical ($\alpha< 1/2$) dissipation $(-\Delta)^\alpha$ : If a Leray-Hopf weak solution is H\"{o}lder continuous $\theta\in C^\delta({\mathbb R}^2)$ with ...
Caffarelli +23 more
core +1 more source
In this paper we establish uniqueness of the weak solutions of nonlinear stochastic functional differential equations of neutral type in Hilbert spaces.
Z. P. Khaletska +3 more
doaj +1 more source
Weak solutions for forward--backward SDEs--a martingale problem approach
In this paper, we propose a new notion of Forward--Backward Martingale Problem (FBMP), and study its relationship with the weak solution to the forward--backward stochastic differential equations (FBSDEs).
Ma, Jin, Zhang, Jianfeng, Zheng, Ziyu
core +1 more source
Weak-strong uniqueness of solutions to entropy-dissipating reaction-diffusion equations
We establish a weak-strong uniqueness principle for solutions to entropy-dissipating reaction-diffusion equations: As long as a strong solution to the reaction-diffusion equation exists, any weak solution and even any renormalized solution must coincide ...
Alexandre +37 more
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We study the behaviour of solutions to a class of nonlinear degenerate parabolic problems when the data are perturbed. The class includes the Richards equation, Stefan problem and the parabolic $p$-Laplace equation.
Droniou, Jérôme +2 more
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ABSTRACT Neuroblastoma is the most common extracranial solid tumor in early childhood. Its clinical behavior is highly variable, ranging from spontaneous regression to fatal outcome despite intensive treatment. The International Society of Pediatric Oncology Europe Neuroblastoma Group (SIOPEN) Radiology and Nuclear Medicine Specialty Committees ...
Annemieke Littooij +11 more
wiley +1 more source

