[PDF] Top 20 Similarity solutions of partial differential equations in probability
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Similarity solutions of partial differential equations in probability
... 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 stopping region ...appropriate partial ... Voir le document complet
15
Strong and weak error estimates for the solutions of elliptic partial differential equations with random coefficients
... root of the remainder of the series of the ...law of u is bounded by the remainder of the series of the ...analysis of the collocation method, adapting the results ... Voir le document complet
36
Sharp Derivative Bounds for Solutions of Degenerate Semi-Linear Partial Differential Equations
... Completion of the Proof in the Smooth Setting. For n = 2, the extension of Proposition ...end of the proof of Theorem ...terms in the new versions of Proposition ... Voir le document complet
67
Stochastic partial differential equations with singular terminal condition
... PDE in which randomness is integrated to account for ...These equations appear naturally in various applications as for instance, Zakai equation in filtering ([26, 27]), in pathwise ... Voir le document complet
46
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
... PDEs of the type (1.1) are non-linear generalizations of the Fokker-Planck ...equation. In that case, solutions v of (1.1) are in general conservative in the sense that R ... Voir le document complet
41
Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations
... (analytical) solutions, that we denominate as decoupled mild ...contributions of the paper are essentially the following. In Section 3 we introduce the notion of BSDE with no driving ... Voir le document complet
40
Degenerate Parabolic Stochastic Partial Differential Equations: Quasilinear case
... case of hyperbolic conservation laws [ 7 ], the authors defined a notion of generalized kinetic solution and obtained a comparison result showing that any generalized kinetic solution is actually a kinetic ... Voir le document complet
41
MULTIPOINT PROBLEM WITH EQUIDISTANT NODES FOR PARTIAL DIFFERENTIAL EQUATIONS
... FOR PARTIAL DIFFERENTIAL EQUATIONS IRYNA KLYUS AND INNA KUDZINOVS’KA ...Correctness of the problem with multipoint conditions in time variable and frequency of the spatial ... Voir le document complet
4
Nonhomogeneous linear differential polynomials generated by solutions of complex differential equations in the unit disc
... ρ [p+1,q] (f ) = ρ M,[p+1,q] (f ) = ρ [p,q] (A) if p > q. Remark 3.1. Lemma 3.10 was proved for q = 1 by Cao et al. [9]. Lemma 3.11 (see [19]). Let p ≥ q ≥ 1 be integers, and let f and g be meromorphic functions ... Voir le document complet
22
Residual equilibrium schemes for time dependent partial differential equations
... Fokker-Planck equations, micro-macro decomposition, steady-states preserving, well-balanced schemes, shallow-water ...dependent partial differen- tial equations (PDEs) which admit nontrivial ... Voir le document complet
23
Certified Reduced Basis Methods for Parametrized Partial Differential Equations
... co-author of this handbook, our colleague, Anthony ...advise in writing this ...levels in the preparation of this manuscript and related research. In particular, we would like to thank ... Voir le document complet
121
Complex oscillation of differential polynomials generated by meromorphic solutions of linear differential equations
... one of d 0 (z), d 1 (z) does not vanish identically with max{ρ p (d j ) : j = 0, 1 } < ρ p (A 0 ...solution of (1.1) whose poles are of uniformly bounded multiplicity, then the differential ... Voir le document complet
9
Internal observability for coupled systems of linear partial differential equations
... all of the components of the ...kind of inequality may even be hard to obtain. For example, in [29], systems of heat equations with (time and space-varying) zero-order coupling ... Voir le document complet
21
Growth of solutions of higher order linear differential equations
... In 2002, Z. X. Chen [6] considered the question: What conditions on B(z) when ρ(B) = 1 will guarantee that every nontrivial solution of (1.1) has infinite order? He proved the following results, which ... Voir le document complet
15
Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
... about equations like (0.1) is the well-known fact, even in the deterministic case, that there are no global smooth solutions in ...character of the equations seems to make them ... Voir le document complet
12
Nonlinear damped partial differential equations and their uniform discretizations
... results of the literature. The first examples of nonlinear feedbacks were only concerning feedback functions having a polynomial growth in a neighborhood of 0 (see ...case of arbitrary ... Voir le document complet
42
Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations
... present in Table 8 the online computational times to calculate s N,M (µ) as a function of (N, M ...calculation of the truth approximation output s(µ) = ...larger in the nonlinear case: for an ... Voir le document complet
42
Optimal control of partial differential equations based on the Variational Iteration Method
... problem of systems governed by linear ...solution of the Hamilton–Pontryagin equations, which constitute the necessary optimality conditions derived using the minimum principle of ...choice ... Voir le document complet
10
McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
... equation of (1.2) the linking equation. When Λ = 0, in equation ...density of the marginal distribution L(Y t ). In this specific case, equation ...Stochastic Differential Equation ... Voir le document complet
23
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
... approximating solutions of time evolutionary PDEs is the method of forward-backward ...developed in [24], see also [23] for a survey and [25] for a recent monograph on the ...expectation ... Voir le document complet
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