Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs) under general settings without technical assumptions on the coefficients. For the solution of semi-linear degenerate BSPDE, we first give a proof for its existence and uniqueness, as well as regularity. Then the connection between semi-linear degenerate BSPDEs and forward–backward stochastic differential equations (FBSDEs) is established, which can be regarded as an extension of the Feynman–Kac formula to the non-Markovian framework.     

Strong solution of backward stochastic partial differential equations in C 2 domains

This paper is concerned with the strong solution to the Cauchy–Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the continuation method under fairly weak conditions on variable coefficients and C ² domains. The problem is also considered in weighted Sobolev spaces which allow the derivatives of the solutions to blow up near the boundary. As applications, a comparison theorem is obtained and the semi-linear equation is discussed in the C ² domain.     

Backward problems for stochastic differential equations on the Sierpinski gasket

In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic differential equations driven by Brownian martingale (defined in Section 2) on the Sierpinski gasket constructed by S. Goldstein and S. Kusuoka. The exponential integrability of quadratic processes for martingale additive functionals is obtained, and as an application, a Feynman–Kac representation formula for weak solutions of semi-linear parabolic PDEs on the gasket is also established.     

Backward stochastic differential equations with rank-based data

In this paper, we investigate Markovian backward stochastic differential equations(BSDEs) with the generator and the terminal value that depend on the solutions of stochastic differential equations with rankbased drift coefficients. We study regularity properties of the solutions of this kind of BSDEs and establish their connection with semi-linear backward parabolic partial differential equations in simplex with Neumann boundary condition. As an application, we study the European option pricing problem with capital size based stock prices.     

Global Exact Boundary Controllability for Cubic Semi-linear Wave Equations and Klein-Gordon Equations

The authors prove the global exact boundary controllability for the cubic semi-linear wave equation in three space dimensions, subject to Dirichlet, Neumann, or any other kind of boundary controls which result in the well-posedness of the corresponding initial-boundary value problem. The exponential decay of energy is first established for the cubic semi-linear wave equation with some boundary condition by the multiplier method, which reduces the global exact boundary controllability problem to a local one. The proof is carried out in line with [2, 15]. Then a constructive method that has been developed in [13] is used to study the local problem. Especially when the region is star-complemented, it is obtained that the control function only need to be applied on a relatively open subset of the boundary. For the cubic Klein-Gordon equation, similar results of the global exact boundary controllability are proved by such an idea.     

Interior controllability of semi-linear degenerate wave equations

In this paper, we prove the existence of interior controls for one-dimensional semi-linear degenerate wave equations. By using a duality argument, we reduce the problem to an observability estimate for the linear degenerate wave equation. First, the unique continuation for the degenerate wave equation is established. By means of this, and the multiplier method, we obtain the observability estimate.     

L p Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space

This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L ^p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.     

Gradient estimates for nonlinear diffusion semigroups by coupling methods

In this paper, we obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First, we derive uniform gradient estimates for certain semi-linear PDEs based on the coupling method introduced by Wang in 2011 and the theory of backward SDEs. Then we generalize Wang's coupling to the G-expectation space and obtain gradient estimates for nonlinear diffusion semigroups, which correspond to the solutions of certain fully nonlinear PDEs.     

Regularization of a backward problem for composite fractional relaxation equations

A backward problem for composite fractional relaxation equations is considered with Caputo's fractional derivative, which covers as particular case of Basset problem that concerns the unsteady motion of a particle accelerating in a viscous fluid in fluid dynamics. Based on a spectral problem, the representation of solutions is established. Next, we show the maximal regularity for the corresponding initial value problem. Due to the mildly ill-posedness of current backward problem, the fractional Landweber regularization method will be applied to discuss convergence analysis and error estimates.     

Ergodic BSDEs and related PDEs with Neumann boundary conditions

We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomena. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differential equations. Then we apply these results to optimal ergodic control problems.     

Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: A probabilistic approach

In this paper, we give interior gradient and Hessian estimates for systems of semi-linear degenerate elliptic partial differential equations on bounded domains, using both tools of backward stochastic differential equations and quasi-derivatives.     

一类二阶抛物型方程初边值问题解的存在定理

本文研究了一类二阶非线性抛物型方程解的存在唯一性问题.利用非线性分析中的吸引盆理论和同胚理论,获得了相应的二阶非线性抛物型方程初边值问题解的大范围存在唯一性定理.     

Semi-Linear Difference Schemes

A class of semi-linear numerical differentiation formulas is designed for functions with steep gradients. A semi-linear second-order difference scheme is constructed to solve the two-point singular perturbation problem. It is shown that this semi-linear scheme has one more order of approximation precision than the central difference scheme for small $\epsilon$ and saves computation time for required accuracy. Numerical results agreeing with the above analysis are included.     

Generalized Tikhonov-type regularization method for the Cauchy problem of a semi-linear elliptic equation

Numerical Algorithms - This paper considers the Cauchy problem of a semi-linear elliptic equation and uses a generalized Tikhonov-type regularization method to overcome its ill-posedness. The...     

四元Heisenberg群上的一个半线性问题

本文研究了四元Heisenberg群上的一个半线性方程问题,通过把对应的方程问题化为积分进行估计,证明了其对应的半线性方程的非负双椭圆解只有唯一的零解,推广了相应Heisenberg群上的定理.     

Comparison Results for a Kind of Impulsive Parabolic Equations with Application to Population Dynamics

In this paper,for a semi-linear parabolic partial differential equations with impulsive effects,theexistence-comparison theorem and comparison principles are established using the method of upper and lowersolutions.These results are applied to obtain the stability results of the steady-state solutions in a reaction-diffusion equations modelling two competing species with instantaneous stocking.     

Analysis of a Fully Discrete Finite Element Method for Parabolic Interface Problems with Nonsmooth Initial Data

This article concerns numerical approximation of a parabolic interface problem with general $L^2$ initial value. The problem is discretized by a finite element method with a quasi-uniform triangulation of the domain fitting the interface, with piecewise linear approximation to the interface. The semi-discrete finite element problem is furthermore discretized in time by the $k$-step backward difference formula with $ k=1,\ldots,6 $. To maintain high-order convergence in time for possibly nonsmooth $L^2$ initial value, we modify the standard backward difference formula at the first $k-1$ time levels by using a method recently developed for fractional evolution equations. An error bound of $\mathcal{O}(t_n^{-k}\tau^k+t_n^{-1}h^2|\log h|)$ is established for the fully discrete finite element method for general $L^2$ initial data.     

半线性抛物型方程组解的整体存在性与爆破速率估计

研究了具有非线性热源的半线性抛物型方程组的齐次neumann问题解的爆破性质.利用上下解方法得到了解整体存在的条件与爆破条件,并利用FriedmannMcleod方法建立了爆破速率估计.     

SINGULARLY PERTURBED SEMI-LINEAR BOUNDARY VALUE PROBLEM WITH DISCONTINUOUS FUNCTION

A class of singularly perturbed semi-linear boundary value problems with discontinuous functions is examined in this article.Using the boundary layer function method,the asymptotic solution of such a p...     

二阶半线性常微分方程Robin边值问题的奇摄动

用基本方法讨论了一个半线性奇摄动Robin边值问题.利用微分不等式理论，证明了问题解的存在性，并得到了解的渐近估计.作为应用，给出了两个例子，一个是将结果应用于一个燃烧反应扩散问题的模型，另一个是得到了有关Dirichlet问题的相应结果.