Daniele Casagrande, Daniele Del Santo, Martino Prizzi
We prove continuous dependence on initial data for a backward parabolic operator whose leading coefficients are Osgodd continuous in time. This result fills the gap between uniqueness and continuity results obtained so far.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
继续探索
We prove uniqueness for backward parabolic equations whose coefficients are Osgood continuous in time for $t>0$ but not at $t=0$.
Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.
The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an inequality guaranteeing stability is shown to hold provided that the coefficients of the principal part of the differential operator are Log-Lipschitz continuous. Herein this result is improved along two directions. First, we describe how to construct an operator, whose coefficients in the principal part are not Log-Lipschitz continuous, for which the above mentione…
We prove continuous dependence on Cauchy data for a backward parabolic operator whose coefficients are Log-Lipschitz continuous in time.
In this paper, we establish strong backward uniqueness for solutions to sublinear parabolic equations of the type (1.1). The proof of our main result Theorem 1.1 is achieved by means of a new Carleman estimate and a Weiss type monotonicity that are tailored for such parabolic sublinear operators.
We give sharp regularity conditions, ensuring the backward uniquess property to a class of parabolic operators.
As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.
We prove the backward uniqueness for general parabolic operators of second order in the whole space under assumptions that the leading coefficients of the operator are Lipschitz and their gradients satisfy certain decay conditions. This result extends in some ways a classical result of Lions and Malgrange [12] and a recent result of the authors [10].
The goal of the present paper is to present a new approach to the construction of asymptotic (approximating) solutions to parabolic PDE by using the characteristics.
Stability of backward-in-time semilinear coupled parabolic systems
本文研究有界区域中半线性耦合抛物型系统的反向问题，利用带权函数$e^{λt}$的修正Carleman估计方法，证明了线性与半线性强耦合系统的条件稳定性估计。
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton-Jacobi-Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the Value Function of the controlled equation and that the feedback law is verified.
In this paper we study the backward uniqueness for parabolic equations with non-Lipschitz coefficients in time and space. The result presented here improves an old uniqueness theorem due to Lions and Malgrange [Math. Scand. ${\bf 8}$ (1960), 277--286] and some more recent results of Del Santo and Prizzi [J. Math. Pures Appl. ${\bf 84}$ (2005), 471--491; Ann. Mat. Pura Appl., to appear].
This paper study the two--phase problem for the forward-backward parabolic equation with diffusion function of cubic type. Existence and uniqueness for these kind of problems were obtained in literature in the case in which the phases are both stable. Here we consider the situation in which the unstable phase is taken in account, obtaining not trivial solution of the problem. It is interesting to note that such solutions are given by solving generalized Abel's equations.
We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.
Using Bony's paramultiplication we improve a result obtained in in a previous paper for operators having coefficients non-Lipschitz-continuous with respect to $t$ but ${\mathcal C}^2$ with respect to $x$, showing that the same result is valid when ${\mathcal C}^2$ regularity is replaced by Lipschitz regularity in $x$.
We prove logarithmic conditional stability up to the final time for backward-parabolic operators whose coefficients are Log-Lipschitz continuous in $t$ and Lipschitz continuous in $x$. The result complements previous achievements of Del Santo and Prizzi (2009) and Del Santo, Jaeh and Prizzi (2015), concerning conditional stability (of a type intermediate between Hoelder and logarithmic), arbitrarily closed, but not up to the final time.
This paper study the well--posedness of the entropy formulation given by Plotnikov in [{Differential Equations}, 30 (1994), pp. 614--622] for forward-backward parabolic problem obtained as singular limit of a proper pseudoparabolic approximation. It was proved in [C. Mascia, A. Terracina, and A. Tesei, {Arch.\ Ration.\ Mech.\ Anal.}, 194 (2009), pp. 887--925] that such formulation gives uniqueness when the solution takes values in the stable phases. Here we consider the situation in which unstable phase is taken in account, proving that, in general, uniqueness does not hold.
In this paper we present an improvement of [Math. Ann. 345 (2009), 213--243], where the authors proved a result concerning continuous dependence for backward parabolic operators whose coefficients are Log-Lipschitz in $t$ and $C^2$ in $x$. The $C^2$ regularity with respect to $x$ had to be assumed for technical reasons. Here we remove this assumption, replacing it with Lipschitz-continuity. The main tools in the proof are Littlewood-Paley theory and Bony's paraproduct as well as a result of Coifman and Meyer [Astérisque 57, 1978, Th. 35].
We investigate the existence and properties of Lipschitz solutions for some forward-backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential inclusions and relies on a Baire's category method. In this way, the existence of infinitely many Lipschitz solutions to certain initial-boundary value problem of those equations is guaranteed under a pivotal density condition. Finally, we study two important cases of forward-backward anisotropic diffusion in which the density condition can be realized and therefo…
Self-Similar Solutions to a Nonlinear Forward-Backward Parabolic Equation
本文研究源于边界层分离的混合型方程 u u_x = u_{yy}，通过相似变量将其化为常微分方程组并证明存在性，从而构造出带符号变化的自相似解。
A rigorous proof is given for the convergence of the solutions of a viscous Cahn-Hilliard system to the solution of the regularized version of the forward-backward parabolic equation, as the coefficient of the diffusive term goes to 0. Non-homogenous Neumann boundary condition are handled for the chemical potential and the subdifferential of a possible non-smooth double-well functional is considered in the equation. An error estimate for the difference of solutions is also proved in a suitable norm and with a specified rate of convergence.
Stability for backward problems in time for degenerate parabolic equations
本文研究退化抛物方程的时间反向问题，在初值有界假设下建立条件稳定性，基于仅含时间权重的Carleman型加权$L^2$估计证明，并将方法推广至半线性情形。
In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on data, for a system of partial differential equations and inclusion, which may be interpreted, e.g., as evolving equation for physical quantities such as concentration and chemical potential. The model deals with a constant mobility and it is recovered from a possibly non-convex free-energy density. In particular, we render a general viscous regularization via…
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The diffusion flux function is assumed to be of a forward-backward type that contains two forward-diffusion phases. We prove that, for all smooth initial data, there exists at least one weak solution whose spatial derivative stays in the two forward phases. Also, for all smooth initial data that have a derivative value lying in a certain phase transition range, we s…
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.
It is shown that a function $u$ satisfying $|\partial_tu+\sum_{i,j}\partial_i(a^{ij}\partial_ju)|\leq N(|u|+|\nabla u|)$, $|u(x,t)|\leq Ne^{N|x|^2}$ in $\mathbb{R}^n_+\times[0,T]$ and $u(x,0)=0$ in $\mathbb{R}^n_+$ under certain conditions on $\{a^{ij}\}$ must vanish identically in $\mathbb{R}^n_+\times[0,T]$. The main point of the result is that the conditions imposed on $\{a^{ij}\}$ are of the type: $\{a^{ij}\}$ are Lipschitz and $|\nabla_xa^{ij}(x,t)|\leq \frac{E}{|x|}$, where $E$ is less than a given number, and the conditions are in some sense optimal.
We investigate the relation between the backward uniqueness and the regularity of the coefficients for a parabolic operator. A necessary and sufficient condition for uniqueness is given in terms of the modulus of continuity of the coefficients.
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 solutions to blow up near the boundary.
We prove the doubling property of L-caloric measure corresponding to the second order parabolic equation in the whole space and in Lipschitz domains. For parabolic equations in the divergence form, a weaker form of the doubling property follows easily from a recent result, the backward Harnack inequality, and known estimates of Green's function. Our method works for both the divergence and nondivergence cases. Moreover, the backward Harnack inequality and estimates of Green's function are not needed in the course of proof.
We study existence, uniqueness, semi-group property, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. We study also duality between forward and backward equations. The semi-group for backward equations is established in the form of some anti-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution.
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte Carlo methods for their numerical treatment.
We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various stochastic models, such as fluid models for data-handling systems and Markov-modulated queues. We employ singular perturbation methods to study the problem for small values of the parameter.
In this article we study the positive solutions of the parabolic semilinear system of competitive type \[ \left\{\begin{array} [c]{c}% u_{t}-Δu+v^{p}=0, v_{t}-Δv+u^{q}=0, \end{array} \right. \] in $Ω\times\left(0,T\right) $, where $Ω$ is a domain of $\mathbb{R}^{N},$ and $p,q>0,$ $pq\neq1.$ Despite of the lack of comparison principles, we prove local upper estimates in the superlinear case $pq>1$ of the form \[ u(x,t)\leqq Ct^{-(p+1)/(pq-1)},\qquad v(x,t)\leqq Ct^{-(q+1)/(pq-1)}% \] in $ω\times\left(0,T_{1}\right) ,$ for any domain $ω\subset\subsetΩ$ and $T_{1}\in\left(0,T\right) ,$ and $C=C(N…
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial-boundary…
We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized backward stochastic differential equations. As an application we provide stochastic representation of strong solutions of the obstacle problem be means of solutions of some reflected backward stochastic differential equations. To prove the latter result we use a stochastic homographic approximation for solutions of the reflected backward equation. The approximation…
We explain why the theory of Escauriaza, Seregin, and Sverak (Russian Math. Surveys, 2003) on potential finite time singularity in Navier-Stokes solutions must be largely misapprehended. It is found that the proofs of the backward uniqueness theorem for parabolic equations contain technical errors. The stated validity of a theorem for vorticity is established on ill-informed analyses as the solenoidal constraint is not taken into account. There are many cases where parabolic scalings are erroneously applied. We briefly discuss a number of related issues.
We study the uniqueness of singular radial (forward and backward) self-similar positive solutions of the equation $u_t-Δu = u^p, \quad x\in{\mathbb R}^n,\ t>0,$ where $p\geq(n+2)/(n-2)_+$.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution. We prove an upper bound on the rate of convergence of the mean integrated squared error.
We prove forward and backward parabolic boundary Harnack principles for nonnegative solutions of the heat equation in the complements of thin parabolic Lipschitz sets given as subgraphs $E=\{(x,t): x_{n-1}\leq f(x'',t),x_n=0\}\subset \mathbb{R}^{n-1}\times\mathbb{R} $ for parabolically Lipschitz functions $f$ on $\mathbb{R}^{n-2}\times\mathbb{R}$. We are motivated by applications to parabolic free boundary problems with thin (i.e co-dimension two) free boundaries. In particular, at the end of the paper we show how to prove the spatial $C^{1,α}$ regularity of the free boundary in the parabolic …
This paper defines a parabolic frequency for solutions of the heat equation on a Ricci flow and proves it's monotonicity along the flow. Frequency monotonicity is known to have many useful consequences; here it is shown to provide a simple proof of backwards uniqueness. For solutions of more general parabolic equations on a Ricci flow, this paper provides bounds on the derivative of the frequency, which similarly imply backwards uniqueness.
Linear and nonlinear parabolic forward-backward problems
该研究分析了线性及非线性抛物型正反向方程的适定性，先证明定常Kolmogorov方程正则解存在的正交性条件，再通过几何变量替换将理论推广到Vlasov–Poisson–Fokker–Planck系统与两类拟线性方程，得到有限余维流形内正则解的存在唯一性。
Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with locally Lipschitz source: $\partial_{t}u+μ\left(t\right)\mathcal{A}u\left(t\right)=f\left(t,u\right)$ where $\mathcal{A}:\mathcal{D}\left(\mathcal{A}\right)\subset\mathcal{H}\to\mathcal{H}$ is a positive, self-adjoint and unbounded linear operator on the Hilbert space $\mathcal{H}$. The problem arises in many applications, but it is in general ill-posed. The…
The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to some concrete linear and nonlinear SPDEs. For example, we will consider linear parabolic SPDEs with gradient noise and stochastic NSEs with multiplicative noise. Our results generalize the results proved in \cite{[Ghidaglia-1986]} for deterministic PDEs.
In this paper we study the boundary behavior of solutions of a divergence-form subelliptic heat equation in a time-varying domain Ωin R^{n+1}, structured on a set of vector fields X = (X_1, ... X_m) with smooth coefficients satisfying Hörmander's finite rank condition. Assuming that Ωis an X-NTA domain, we first prove a Dahlberg type estimate comparing the X-caloric measure of Ωand the Green function of the subelliptic heat operator. We then prove a backward Harnack inequality, the doubling property for the X-caloric measure of Ω, the Hölder continuity at the boundary for quotients of solution…
Nonlinear parabolic thin sets and parabolic Wolff inequalities
本文研究了抛物(α,q)-薄性与不规则边界点集的性质，通过抛物Wolff不等式建立了相关容量的可忽略性。
F. John's stability conditions vs. A. Carasso's SECB constraint for backward parabolic problems
本文证明在向后抛物问题中，F. John 的先验有界条件可被 A. Carasso 的 SECB 约束替代，从而获得改进的稳定性估计，并引入了一类新的最优稳定正则化解。
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability and regularity results for the solutions are obtained.
In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution does not depend continuously on the data. To regularize the instable solution, we develop some new methods to construct some new regularized solution. We also investigate the convergence rate between the regularized solution and the solution of our equations. In particular, we establish results for several equations with constant coefficients and time depend…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under weaker assumptions than those used by X. Zhou [Journal of Functional Analysis 103, 275--293 (1992)]. As an application, a comparison theorem is obtained.
The parabolic Dirichlet problem with continuous and Hölder boundary data, and rough coefficients
该研究为非柱形时空域提供温和充分条件，证明仅具有界系数的散度型抛物算子的连续与Hölder Dirichlet问题适定，解决了无界域抛物测度存在性的公开问题。
We prove monotonicity of a parabolic frequency on manifolds. This is a parabolic analog of Almgren's frequency function. Remarkably we get monotonicity on all manifolds and no curvature assumption is needed. When the manifold is Euclidean space and the drift operator is the Ornstein-Uhlenbeck operator this can been seen to imply Poon's frequency monotonicity for the ordinary heat equation. Monotonicity of frequency is a parabolic analog of the 19th century Hadamard three circles theorem about log convexity of holomorphic functions on $\CC$. From the monotonicity, we get parabolic unique contin…
We consider the obstacle problem with two irregular reflecting barriers for the Cauchy-Dirichlet problem for semilinear parabolic equations with measure data. We prove the existence and uniqueness of renormalized solutions of the problem and well as results on approximation of the solutions by the penaliztion method. In the proofs we use probabilistic methods of the theory of Markov processes and the theory of backward stochastic differential equations.
On backward problem for a time-fractional fourth order parabolic equation
本文研究了通过源和终时间观测恢复时间分数阶四阶抛物方程初始值的逆问题，采用正则化近似方法，包括拟边界值法、其改进版本和傅里叶截断法，推导了误差估计并讨论了不同方法的收敛率及饱和效应。
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution of the problem admits a stochastic representation in terms of reflected backward stochastic differential equations. We derive also some regularity properties of so- lutions and prove useful approximation results.
Matrix Li-Yau-Hamilton estimates under Ricci Flow and parabolic frequency
该研究证明了与Ricci流耦合的热方程及反向共轭热方程正解的矩阵Li-Yau-Hamilton估计，借此确立带修正因子的抛物频率单调性，并得到曲率非负条件下的唯一延拓结果。
扫码添加微信好友，提出您的宝贵建议 👇
💡 备注请填写：网站反馈
发表机构由 AI 从论文文本抽取，如发现错误，欢迎反馈修正建议。