Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi:
Stochastic obstacle problems: variational & non variational settings
by Yassine Tahraoui (Scuola Normale Superiore)
The
seminar will take place tomorrow TUE, 14.05.2024 at 14:00 CET in Aula
Seminari, Dipartimento di Matematica, UNIPI and streamed online at the
link below.
The organizers,
---------------------------------------------------------
Abstract: Obstacle problems are free boundary type
problems, well known in the literature of applied mathematics and lead
to numerous applications. My aim is to present some results about the
well-posedness and the regularity of the solution
to a "parabolic or hyperbolic" obstacle problem in the presence of
multiplicative noise, studied in [1, 2].
After showing the well-posedness of such problems, we prove
Lewy-Stampacchia's
inequalities, which gives an estimate of the reflected measure generated
by the singularities caused by the obstacle near the free boundary.
[1]I.
H. Biswas, Y. Tahraoui and G. Vallet: Obstacle problem for a stochastic
conservation law and Lewy-Stampacchia inequality. Journal
of Mathematical Analysis and Applications, 527 (1) 127356 (2023)