Related papers: On Monge-Kantorovich Problem in the Plane
We give a probabilistic representation of the solution to a semilinear elliptic Dirichlet problem with general (discontinuous) boundary data. The boundary behaviour of the solution is in the sense of the controlled convergence initiated by…
In this paper, we solve the $p$-Dirichlet problem for Besov boundary data on unbounded uniform domains with bounded boundaries when the domain is equipped with a doubling measure satisfying a Poincar\'{e} inequality. This is accomplished by…
The manuscript is devoted to the boundary behavior of mappings with bounded and finite distortion. We consider mappings of domains of the Euclidean space that satisfy weighted Poletsky inequality. Assume that, the definition domain is…
We investigate nonregular elliptic problems with boundary conditions of higher orders. We prove that these problems are Fredholm on appropriate pairs of inner product H\"ormander spaces that form a two-sided refined Sobolev scale. We also…
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…
We investigate existence and uniqueness of maximal plurisubharmonic functions on bounded domains with boundary data that are not assumed to be continuous or bounded. The result is applied to approximate (possibly unbounded from above)…
In this work we study the variational problem associated to dimer models, a class of models from integrable probability and statistical mechanics in dimension two which have been the focus of intense research efforts over the last decades.…
In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…
We derive a fundamental solution $\mathscr{E}$ to a space-fractional diffusion problem on the half-line. The equation involves the Caputo derivative. We establish properties of $\mathscr{E}$ as well as formulas for solutions to the…
We are motivated by studying a boundary-value problem for a class of semilinear degenerate elliptic equations \begin{align}\tag{P}\label{P} \begin{cases} - \Delta_x u - |x|^{2\alpha} \dfrac{\partial^2 u}{\partial y^2} = f(x,y,u) &…
By exploiting a suitable Trudinger-Moser inequality for fractional Sobolev spaces, we obtain existence and multiplicity of solutions for a class of one-dimensional nonlocal equations with fractional diffusion and nonlinearity at exponential…
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…
We consider the planar unit disk $\mathbb D$ as the reference configuration and a Jordan domain $\mathbb Y$ as the deformed configuration, and study the problem of extending a given boundary homeomorphism $\varphi \colon \partial \mathbb D…