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We consider the Cauchy problem for second order differential operators with two independent variables $P=D_t^2-D_x(b(t)a(x))D_x$. Assume that $b(t)$ is a nonnegative $C^{n,alpha}$ function and $a(x)$ is a nonnegative Gevrey function of…
In this paper we explore the theory of fractional powers of non-negative (and not necessarily self-adjoint) operators and its amazing relationship with the Chebyshev polynomials of the second kind to obtain results of existence, regularity…
We study a kind of better recurrence than Kolmogorov's one: periodicity recurrence,which corresponds periodic solutions in distribution for stochastic differential equations. On the basis of technique of upper and lower solutions and…
We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…
The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for…
We demonstrate the existence of a large number of exact solutions of plane Couette flow, which share the topology of known periodic solutions but are localized in space. Solutions of different size are organized in a snakes-and-ladders…
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We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…
A family of dispersive equations is considered which links a higher dimensional Benjamin-Ono equation and the Zakharov-Kuznetsov equation. For these fractional Zakharov-Kuznetsov equations new well-posedness results are proved using…
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Let $X$ be a given Banach space and let $M$, $N$ be two orthogonal $X$-valued local martingales such that $N$ is weakly differentially subordinate to $M$. The paper contains the proof of the estimate $$ \mathbb E \Psi(N_t) \leq…
In this article, we are interested in solving numerically backward doubly stochastic differential equations (BDSDEs) with random terminal time tau. The main motivations are giving a probabilistic representation of the Sobolev's solution of…
The use of second order information on the forward operator often comes at a very moderate additional computational price in the context of parameter identification probems for differential equation models. On the other hand the use of…
We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…
These notes are devoted to the notion of well-posedness of the Cauchy problem for nonlinear dispersive equations. We present recent methods for proving ill-posedness type results for dispersive PDE's. The common feature in the analysis is…
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In this paper, we discuss the well-posedness of the Cauchy problem associated with the third-order evolution equation in time $$ u_{ttt} +A u + \eta A^{\frac13} u_{tt} +\eta A^{\frac23} u_t=f(u) $$ where $\eta>0$, $X$ is a separable Hilbert…