Barbara Kaltenbacher, Tram Thi Ngoc Nguyen, Otmar Scherzer
The tangential condition was introduced in [Hanke et al., 95] as a sufficient condition for convergence of the Landweber iteration for solving ill-posed problems. In this paper we present a series of time dependent benchmark inverse problems for which we can verify this condition.
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 provide a broad overview on qualitative versus quantitative regularity estimates in the theory of degenerate parabolic pdes. The former relates to DiBenedetto's revolutionary method of intrinsic scaling, while the latter is achieved by means of what has been termed geometric tangential analysis. We discuss, in particular, sharp estimates for the parabolic p-Poisson equation, for the porous medium equation and for the doubly nonlinear equation.
This paper considers optimal control of fractional parabolic PDEs with both state and control constraints. The key challenge is how to handle the state constraints. Similarly, to the elliptic case, in this paper, we establish several new mathematical tools in the parabolic setting that are of wider interest. For example, existence of solution to the fractional parabolic equation with measure data on the right-hand-side. We employ the Moreau-Yosida regularization to handle the state constraints. We establish convergence, with rate, of the regularized optimal control problem to the original one.…
Schauder estimates for a class of fully nonlinear elliptic PDEs: a geometric tangential approach
本文通过爆破论证、几何切向分析与紧致性技术，为非凸非凹完全非线性椭圆PDE的经典解建立了局部与全局Schauder估计。
An integral formula is given representing the generalized principal Lyapunov estimate for random linear parabolic PDEs. As an application, an upper estimate of the exponent is obtained.
This paper is concerned with the regularity of solutions to parabolic evolution equations. Special attention is paid to the smoothness in the specific anisotropic scale $\ B^{r\mathbf{a}}_{τ,τ}, \ \frac{1}τ=\frac{r}{d}+\frac{1}{p}\ $ of Besov spaces where $\mathbf{a}$ measures the anisotropy. The regularity in these spaces determines the approximation order that can be achieved by fully space-time adaptive approximation schemes. In particular, we show that for the heat equation our results significantly improve previous results by Aimar and Gomez [3].
Numerical null controllability of parabolic PDEs using Lagrangian methods
本文提出基于拉格朗日与增广拉格朗日方法并结合无界时间权重的数值框架，求解多维抛物型方程在小子集分布控制下的零能控性问题，并通过2D和3D数值实验验证其有效性。
External optimal control of fractional parabolic PDEs
本文提出了一种新的最优控制概念，用于解决分数抛物型PDEs作为约束的反问题，允许在PDE所满足的领域外放置源或控制。本文讨论了Dirichlet、Neumann和Robin情况。对于分数椭圆型PDEs，这一概念最近由作者在文献中进行了研究。这些新最优控制概念的必要性源于经典PDE模型只能在边界或PDE所满足的内部放置源或控制，而分数算子的非局部行为现在允许在外部放置控制。本文引入了抛物型Dirichlet问题的弱解和非常弱解的概念，并提出了一种通过抛物型Robin解近似抛物型Dirichlet解的方法（并讨论了收敛速率）。对Dirichlet和Robin最优控制问题进行了完整分析。数值实验验证了我们的理论发现，并进一步展示了非局部模型相对于局部模型的潜在优势。
This paper presents a maximum principle-based approach in the establishment of input-to-state stability (ISS) for a class of nonlinear parabolic partial differential equations (PDEs) over higher dimensional domains with variable coefficients and different types of nonlinear boundary conditions. Technical development on ISS analysis of the considered systems is detailed, and an example of establishing ISS estimates for a nonlinear parabolic equation with, respectively, a nonlinear Robin boundary condition and a nonlinear Dirichlet boundary condition is provided to illustrate the application of …
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.
Some extensions of the KPP idelogy of 1937 and more recent results to higher-order semilinear parabolic equations are discussed
Hermite spectral method with hyperbolic cross approximations to high-dimensional parabolic PDEs
本文研究了利用双曲交叉逼近的勒维方法在高维抛物型PDEs中的应用，通过误差估计和数值实验验证了该方法的指数收敛性。
We introduce a monotonicity-based method for studying input-to-state stability (ISS) of nonlinear parabolic equations with boundary inputs. We first show that a monotone control system is ISS if and only if it is ISS w.r.t. constant inputs. Then we show by means of classical maximum principles that nonlinear parabolic equations with boundary disturbances are monotone control systems. With these two facts, we establish that ISS of the original nonlinear parabolic PDE with constant \textit{boundary disturbances} is equivalent to ISS of a closely related nonlinear parabolic PDE with constant \tex…
A simple rigorous integrator for semilinear parabolic PDEs
本文提出了一种简单且高效的严格积分方法，用于半线性抛物型PDEs的误差界推导，通过自适应时间步长策略和稳定性证明，适用于长时积分和非平凡动态捕捉。
In this paper, we consider a parabolic PDE on a torus of arbitrary dimension. The nonlinear term is a smooth function of polynomial growth of any degree. In this general setting, the corresponding Cauchy problem is not necessarily well posed. We show that the equation in question is approximately controllable by only a finite number of Fourier modes. This result is proved by using some ideas from the geometric control theory introduced by Agrachev and Sarychev.
Monotone Schemes for Fully Nonlinear Parabolic Path Dependent PDEs
本文扩展了Barles和Souganidis的开创性工作到路径依赖情况，基于路径依赖PDE的粘性理论，证明了单调方案收敛于唯一粘性解，并提出一个例子，且在解足够光滑时获得收敛速率。
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…
A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and distributed) to be presented simultaneously. The main difficulties arise due to the presence of discrete state-dependent delays since the nonlinear delay term is not Lipschitz on the space of continuous functions. We find conditions for the local existence, uniqueness and study the invariance principle.
Validated integration of semilinear parabolic PDEs
本文提出一种计算机辅助证明方法，通过傅里叶空间常数变易公式和牛顿-康托罗维奇论证，对半线性抛物型PDE进行严格时间积分，给出轨道存在性证明及误差界，并适用于多个经典方程。
We present an abstract framework for treating the theory of well-posedness of solutions to abstract parabolic partial differential equations on evolving Hilbert spaces. This theory is applicable to variational formulations of PDEs on evolving spatial domains including moving hypersurfaces. We formulate an appropriate time derivative on evolving spaces called the material derivative and define a weak material derivative in analogy with the usual time derivative in fixed domain problems; our setting is abstract and not restricted to evolving domains or surfaces. Then we show well-posedness to a …
This paper provides novel Input-to-State Stability (ISS)-style maximum principle estimates for classical solutions of highly nonlinear 1-D parabolic Partial Differential Equations (PDEs). The derivation of the ISS-style maximum principle estimates is performed by using an ISS Lyapunov Functional for the sup norm. The estimates provide fading memory ISS estimates in the sup norm of the state with respect to distributed and boundary inputs. The obtained results can handle parabolic PDEs with nonlinear and non-local in-domain terms/boundary conditions. Three illustrative examples show the efficie…
We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term. The convergence is locally uniform and optimal error estimates are obtained.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a classical result on the maximum estimate of solutions to linear parabolic PDEs has been extended, which enables the ISS analysis for certain {}{nonlinear} parabolic PDEs with boundary disturbances. To illustrate the application of this method, we establish ISS estimates for a linear reaction-diffusion PDE and a generalized Ginzburg-Landau equation with {}{mixe…
We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the secon…
In this paper a family of non-autonomous scalar parabolic PDEs over a general compact and connected flow is considered. The existence or not of a neighbourhood of zero where the problems are linear has an influence on the methods used and on the dynamics of the induced skew-product semiflow. That is why two cases are distinguished: linear-dissipative and purely dissipative problems. In both cases, the structure of the global and pullback attractors is studied using principal spectral theory. Besides, in the purely dissipative setting, a simple condition is given, involving both the underlying …
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control problems is introduced via finite differences. Existence of the optimal control and the convergence of the sequence of discrete optimal control problems both with respect to functional and control is proved. In particular, convergence of the method of finite differences, and existence, uniqueness and stability estimations are established for the singular PDE pr…
Decay Estimates for 1-D Parabolic PDEs with Boundary Disturbances
本文研究了一维线性抛物型PDEs在边界和分布扰动下的解的衰减估计，采用特征函数展开法推导了L2和H1范数下的衰减估计，无需了解对应的Sturm-Liouville算子的特征值和特征函数，通过实例展示了其在非局部项抛物型PDEs稳定性分析中的应用。
In this work we consider viscosity solutions to second order parabolic PDEs $u_{t}+F(t,x,u,du,d^{2}u)=0$ defined on compact Riemannian manifolds with boundary conditions. We prove comparison, uniqueness and existence results for the solutions. Under the assumption that the manifold $M$ has nonnegative sectional curvature, we get the finest results. If one additionally requires $F$ to depend on $d^{2}u$ in a uniformly continuous manner, the assumptions on curvature can be thrown away.
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of dominant principal components. The focus of the present article is the derivation of sharp error bounds for the constant coefficient case and a first and second order approximation. We give a precise characterisation when these bounds hold for (non-smooth) option pricing applications and provide numerical results demonstrating that the practically observed conv…
In this paper, we present output feedback boundary stabilization for a class of semilinear parabolic PDEs with a boundary measurement and an actuation located at the same place. The method uses backstepping transformations, where the state and error systems are proved to be locally exponentially stable in the $\mathbb{H}^4$ norm. The stability of the transformed systems are obtained by constructing a strict Lyapunov function. A numerical example using the FitzHugh-Nagumo equation shows the proposed control law stabilizes the system into its equilibrium solution.
Besov regularity of non-linear parabolic PDEs on non-convex polyhedral domains
该文研究非凸域上半线性抛物方程的Besov空间正则性，证明其正则性足够支撑自适应算法应用，证明基于Schauder不动点定理。
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical superprocesses. The aim of this paper is to show that mild solutions are also solutions in a viscosity sense. This result is motivated by the fact that mild solutions can provide value functions and optimal strategies for problems of stochastic optimal control. Since unique mild solutions exist under weak conditions, we obtain as a corollary a general existence re…
Random domain decomposition for parabolic PDEs on graphs
本文针对图上抛物型PDE计算成本高的问题，提出PDE层面的RBM非重叠随机区域分解格式，证明其一阶均方一致收敛性，并通过实验验证显著节省内存与计算时间。
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.
We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable blow-up criterion. The key idea is the use of the paradifferential operator calculus in order to reduce the fully nonlinear problem into an abstract quasilinear (stochastic) parabolic equation. This allows us to use some recent results on abstract quasilinear (stochastic) evolution equations in Banach spaces. To do so, we analyse the properties of the paradi…
We prove a comparison result for viscosity solutions of (possibly degenerate) parabolic fully nonlinear path-dependent PDEs. In contrast with the previous result in Ekren, Touzi & Zhang, our conditions are easier to check and allow for the degenerate case, thus including first order path-dependent PDEs. Our argument follows the regularization method as introduced by Jensen, Lions & Souganidis in the corresponding finite-dimensional PDE setting. The present argument significantly simplifies the comparison proof in Ekren, Touzi & Zhang, but requires an $L^p-$type of continuity (with respect to t…
This paper deals with the analysis of the internal control with constraint of positive kind of a parabolic PDE with nonlinear diffusion when the time horizon is large enough. The minimal controllability time will be strictly positive. We prove a global steady state constrained controllability result for a quasilinear parabolic with nonlinearity in the diffusion term. Then, under suitable dissipative assumption in the system and local controllability results, we conclude the result to any initial datum and any target trajectory.
We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method provided by E.E. Levi.
Moving-Horizon Estimators for Hyperbolic and Parabolic PDEs in 1-D
针对PDE观测器计算繁重的问题，提出基于反步法的PDE滚动时域估计器，将难求解观测器PDE转换为可显式求解形式，提供双曲与抛物型PDE的显式公式并验证其收敛性。
In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean oscillation) or small BMO (bounded mean oscillation) with respect to space variables, and lower order coefficients are allowed to be unbounded and to blow up near the boundary. Our BMO condition is slightly relaxed than the others in the literature.
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation applies to the solution of the equation itself, as well as to its partial derivatives by associating one of d marks to the initial tree branch. Partial derivatives are dealt with by integration by parts and subordination of Brownian motion. Numerical illustrations are provided in examples for the fractional Laplacian in dimension up to 10, and for the fractiona…
Boundary bilinear control of semilinear parabolic PDEs: quadratic convergence of the SQP method
本文研究了由半线性抛物型方程支配的双线性控制问题，通过SQP算法实现局部解的计算，并证明了在L^p和L^∞空间中的稳定性与二次收敛性。
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.
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-* topology of delay coefficients is required. The results are important in the applications of the theory of Lyapunov exponents to the investigation of PDEs with delay.
For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying coefficients in the absence of a Gevrey-like condition, which is often imposed on time-varying coefficients of PDEs and used to guarantee the existence of smooth (w.r.t. the time variable) kernel functions in the literature. Then, based on the obtained exponential stabilities, we show that the solution of the considered system depends continuously on the $L^{p}$…
Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities
针对系数非常数且非线性依赖梯度的一般半线性抛物型 PDE，提出多层 Picard 逼近算法，并借助 SFPE 证明解与梯度的表示、收敛性及复杂度，辅以 300 维数值验证。
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end, we present an abstract implicit function approach with scaled spaces. We will apply this abstract approach to problems governed by semilinear PDEs. In that context, we prove an exponential turnpike result and show that perturbations of the extremal equation's dynamics, e.g., discretization errors decay exponentially in time. The latter can be used for very ef…
We provide a detailed proof of Proposition 3.1 in the paper titled ``Backstepping control of a class of space-time-varying linear parabolic PDEs via time invariant kernel functions''. In the paper titled ``Backstepping control of a class of space-time-varying linear parabolic PDEs via time invariant kernel functions'', we addressed the problem of exponential stabilization and continuous dependence of solutions on initial data in different norms for a class of $1$-D linear parabolic PDEs with space-time-varying coefficients under backstepping boundary control. In order to stabilize the system w…
We consider a second-order parabolic equation in $\bR^{d+1}$ with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally Hölder continuous in the space variables. We show that global Schauder estimates hold even in this case. The proof introduces a new localization procedure. Our results show that the constant appearing in the classical Schauder estimates is in fact independent of the $L_{\infty}$-norms of the lower order coefficients. We also give a proof of uniqueness which is of independent interest even in the case o…
In this manuscript we establish local Hölder regularity estimates for bounded solutions of a certain class of doubly degenerate evolution PDEs. By making use of intrinsic scaling techniques and geometric tangential methods, we derive sharp regularity estimates for such models, which depend only on universal and compatibility parameters of the problem. In such a scenario, our results are natural improvements for former ones in the context of nonlinear evolution PDEs with degenerate structure via a unified approach. As a consequence for our findings and approach, we address a Liouville type resu…
Parabolic PDEs on low-dimensional structures
该研究针对具有切结构的欧氏空间闭子集，结合线性算子半群理论与特殊几何构造建立抛物方程解的存在唯一性框架，与已有椭圆方程理论及二阶变分法相容。
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations on nonsmooth domains. In particular, we study the smoothness in the specific scale $\ B^r_{τ,τ}, \ \frac{1}τ=\frac{r}{d}+\frac{1}{p}\ $ of Besov spaces. The regularity in these spaces determines the approximation order that can be achieved by adaptive and other nonlinear approximation schemes. We show that for all cases under consideration the Besov regularity is high enough to justify the use of adaptive algorithms.
ISS in Different Norms for 1-D Parabolic PDES With Boundary Disturbances
本文研究了带有边界和分布扰动的1维抛物型PDEs在不同范数下的ISS估计，采用特征函数展开和有限差分方法，并应用于非局部边界条件的准静态热弹性模型，推导出保证零解全局指数稳定的Small-gain条件。
A nonlinear time compactness result and applications to discretization of degenerate parabolic-elliptic PDEs
本文提出一个适用于证明强退化抛物问题全离散近似紧致性的离散泛函分析结果，通过补偿紧致性相关结果而非经典空间时间平移估计，处理空间和时间变量的多种数值离散化，尤其适用于变时间步长和多步时间差分方法，如BDF2方案。
We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal objects are described by singular stochastic PDEs. We then give a survey of the recently developed theory of regularity structures which allows to build these objects and to describe some of their properties. We place particular emphasis on the renormalisation procedure required to give meaning to these equations. These are expanded notes of the 20th Takagi lectu…
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing
本文提出二阶IMEX-RK有限体积格式求解期权定价中的一维非线性抛物型偏微分方程，对流项显式、扩散项隐式处理，兼具计算高效、二阶精度及可扩展至高阶的优势。
Schauder estimates for flat solutions to a class of fully nonlinear elliptic PDEs with Dini continuous data: a geometric tangential approach
本文通过几何切线方法，建立了具有Dini连续数据的全非线性椭圆PDE的局部Schauder估计，并扩展了相关理论。
This paper addresses the input-to-state stability (ISS) and integral input-to-state stability (iISS) for a class of nonlinear higher dimensional parabolic partial differential equations (PDEs) with different types of boundary disturbances (Robin or Neumann or Dirichlet) from different spaces by means of approximations of Lyapunov functions. Specifically, by constructing approximations of (coercive and non-coercive) ISS Lyapunov functions we establish: (i) the ISS and iISS in $L^1$-norm (and weighted $L^1$-norm) for PDEs with boundary disturbances from $L^q_{loc}(\mathbb{R}_+;L^1(\partialΩ))$-s…
We prove existence and uniqueness of global-in-time solutions in the $W^{-1,p}_D$-$W^{1,p}_D$-setting for abstract quasilinear parabolic PDEs with nonsmooth data and mixed boundary conditions, including a nonlinear source term with at most linear growth. Subsequently, we use a bootstrapping argument to achieve improved regularity of these global-in-time solutions within the functional-analytic setting of the interpolation scale of Bessel-potential dual spaces $H^{θ-1,p}_D = [W^{-1,p}_D,L^p]_θ$ with $θ\in [0,1]$ for the abstract equation under suitable additional assumptions. This is done by me…
Input-to-State Stabilization of 1-D Parabolic PDEs under Output Feedback Control
针对含时变系数与边界扰动的一维抛物型 PDE，本文用时不变核和 backstepping 设计基于观测器的输出反馈控制器，并以广义 Lyapunov 方法证明闭环及误差系统在空间 $L^\infty$ 范数下的 ISS。
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。