Non linear parabolic partial differential equations
A Probabilistic Numerical Method for Fully Non-linear Parabolic Partial Differential Equations
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Bounding of linear output functionals of parabolic partial differential equations
... In the figure, as Ate, the size of the coarse mesh time step, decreases, the resolution of the coarse mesh increases, and the errors drop; eUB is the error in the upp[r] ...
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Accelerated finite elements schemes for parabolic stochastic partial differential equations
... stochastic parabolic PDEs of the form of equation ...of equations arise in various fields of sciences and engineering, for example in nonlinear filtering of partially observed diffusion ...these ...
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In-Domain Control of Partial Differential Equations
... nonlinear parabolic equations, which cannot be dealt with using existing tools for obtaining their exact ...to linear and nonlinear PDEs, it is leveraged in the present work for this ...
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An averaging theory for nonlinear partial differential equations
... show that the Gibbs measure is an efficient tool to study nonlinear partial differential equations. There are mainly two kinds of applications : the recurrent properties given by the Poincaré ...
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Quadratic expansions and partial regularity for fully nonlinear uniformly parabolic equations
... UNIFORMLY PARABOLIC EQUATIONS JEAN-PAUL DANIEL Abstract. For a parabolic equation associated to a uniformly elliptic opera- tor, we obtain a W 3,ε estimate, which provides a lower bound on the ...
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A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
... 6 Examples The following three examples illustrate the efficiency of the proposed method on model problems. In example 1, the method is applied to a classical sta- tionary heat diffusion problem with random source terms ...
On the meromorphic solutions of linear differential equations
... A j (z)(6≡ 0) (j = 0, 1, · · · , k − 1) are meromorphic functions with order ρ(A j ) < n (j = 0, 1, · · · , k − 1). Key words Linear differential equations, meromorphic solutions, order of growth. ...
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Differential polynomials generated by second order linear differential equations
... f 00 + A 1 (z) f 0 + A 0 (z) f = 0, where A j (z) (6≡ 0) (j = 0, 1) are transcendental meromorphic functions with finite order. Instead of looking at the zeros of f (z) − z, we proceed to a slight generalization by ...
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Development of geostatistical models using stochastic partial differential equations
... modèles non-séparables ayant des conditions d’asymétrie et de régularités spatiale et tem- porelle séparées ...simulation non-conditionnelle pour des modèles stationnaires dans le cadre de l’approche ...
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Nonlinear regularizing effect for hyperbolic partial differential equations
... FOR HYPERBOLIC PARTIAL DIFFERENTIAL EQUATIONS FRANC ¸ OIS GOLSE Abstract. The Tartar-DiPerna compensated compactness me- thod, used initially to construct global weak solutions of hyperbolic systems ...
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Similarity solutions of partial differential equations in probability
... Two-dimensional diffusion processes are considered between concentric circles and in angular sectors. The aim of the paper is to compute the probability that the process will hit a given part of the boundary of the ...
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Stochastic partial differential equations with singular terminal condition
... These equations appear naturally in various applications as for instance, Zakai equation in filtering ([26, 27]), in pathwise stochastic control theory or stochastic control with partial observations ...
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Development of geostatistical models using Stochastic Partial Differential Equations
... equation, we show that there exists a great variety of stationary models which satisfy spatio-temporally its homogeneous form, and which can be chosen to follow an arbitrary spatial covariance behaviour. We call these ...
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Growth of solutions of certain non-homogeneous linear differential equations with entire coefficients
... complex differential equations, the growth of a solution is a very important ...the non-homogeneous linear differential equation of second ...
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Nonlinear damped partial differential equations and their uniform discretizations
... wave equations in the absence of geometric control condition (see [ 12 ]) but also for indirect stabilization for coupled systems, that is when certain equations are not directly stabilized, even though the ...
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Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations
... some non- local operators are added to the classical partial differential maps, and proved that, under some continuity conditions on the coefficients, the BSDE provides a viscosity solution of the ...of ...
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Non-linear rough heat equations
... evolution equations driven by usual Brownian motion, for which we refer to [9] for the infinite dimensional setting and to [8] for the multiparametric ...to parabolic [35, 24] or wave type [42] ...
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Finding all hypergeometric solutions of linear differential equations
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Infinite order solutions of complex linear differential equations
... Abstract. In this paper we investigate the growth of solutions of the differential equation f .k/ C A k 1 .´/ f .k 1/ C C A 1 .´/ f 0 C A 0 .´/ f D 0; where A 0 .´/ ; : : : ; A k 1 .´/ are entire func- tions ...
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