589 research outputs found

    Attractors for damped quintic wave equations in bounded domains

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    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

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    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

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    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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