589 research outputs found
Attractors for damped quintic wave equations in bounded domains
The dissipative wave equation with a critical quintic nonlinearity in smooth
bounded three dimensional domain is considered. Based on the recent extension
of the Strichartz estimates to the case of bounded domains, the existence of a
compact global attractor for the solution semigroup of this equation is
established. Moreover, the smoothness of the obtained attractor is also shown
Existence and asymptotic behavior of solution to a singular elliptic problem
In this paper we obtain existence results for the positive solution of a
singular elliptic boundary value problem. To prove the main results we use
comparison arguments and the method of sub-super solutions combined with a
procedure which truncates the singularity.Comment: to appear in Surveys in Mathematics and its Application
An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians
We propose an approximation scheme for a class of semilinear parabolic
equations that are convex and coercive in their gradients. Such equations arise
often in pricing and portfolio management in incomplete markets and, more
broadly, are directly connected to the representation of solutions to backward
stochastic differential equations. The proposed scheme is based on splitting
the equation in two parts, the first corresponding to a linear parabolic
equation and the second to a Hamilton-Jacobi equation. The solutions of these
two equations are approximated using, respectively, the Feynman-Kac and the
Hopf-Lax formulae. We establish the convergence of the scheme and determine the
convergence rate, combining Krylov's shaking coefficients technique and
Barles-Jakobsen's optimal switching approximation.Comment: 24 page
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