Using a forward– backward stochastic differential equations (FBSDE) associated to a transmutation process driven by a finite sequence of Poisson processes, we obtain a probabilistic interpretation for a non-degenerate system of quasilinear parabolic partial differential equations (PDEs). The novetly is that the linear second order differential operator is different on each line of the system.

We study boundary value problems for quasilinear parabolic equations when the initial condition is replaced by periodicity in the time variable. Our approach is to relate the theory of such problems to the classical theory for initial-boundary value problems. In the process, we generalize many previously known results.

A classical model for three-phase capillary immiscible flows in a porous medium is considered. Capillarity pressure functions are found, with a corresponding diffusioncapillarity tensor being triangular. The model is reduced to a degenerate quasilinear parabolic system. A global existence theorem is proved under some hypotheses on the model data.

We consider a quasilinear dynamic equation reducing to a half-linear equation, an Emden–Fowler equation or a Sturm–Liouville equation under some conditions. Any nontrivial solution of the quasilinear dynamic equation is eventually monotone. In other words, it can be either positive decreasing (negative increasing) or positive increasing (negative decreasing). In particular, we investigate the a...

it is well known that the parabolic partial differential equationsin two or more space dimensions with overspecified boundary data,feature in the mathematical modeling of many phenomena. in thisarticle, an inverse problem of determining an unknowntime-dependent source term of a parabolic equation in generaldimensions is considered. employing some transformations, wechange the inverse problem to...