Related papers: Estimate of the Fundamental Solution for Parabolic…
We establish the existence of weak solutions of a nonlinear radiation-type boundary value problem for elliptic equation on divergence form with discontinuous leading coefficient. Quantitative estimates play a crucial role on the real…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
We provide global gradient estimates for solutions to a general type of nonlinear parabolic equations, possibly in a Riemannian geometry setting. Our result is new in comparison with the existing ones in the literature, in light of the…
We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…
We show that weak solutions to parabolic equations in divergence form with zero Dirichlet boundary conditions are continuously differentiable up to the boundary when the leading coefficients have Dini mean oscillation and the lower order…
We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
The paper is a comprehensive study of the $L_p$ and the Schauder estimates for higher-order divergence type parabolic systems with discontinuous coefficients in the half space and cylindrical domains with conormal derivative boundary…
In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can…
We aim to study nonnegative, global solutions to a general class of nonlocal parabolic equations with bounded measurable coefficients. First, we prove a Widder-type theorem. Such a result has previously been studied only for certain…
We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation…
We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…
Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…
Our goal is to establish existence with suitable initial data of solutions to general parabolic equation in one dimension, $u_t = L(u_x)_x$, where $L$ is merely a monotone function. We also expose the basic properties of solutions,…
Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…
This paper is concerned with supersolutions to parabolic equations of the form \begin{equation} \partial_t U (x,t)-D(x)\Delta U(x,t)=0, \quad (x,t)\in \mathbb{R}^N \times (0,\infty), \end{equation} where $D\in C(\mathbb{R}^N)$ is positive.…
This work is devoted to the strong unique continuation problem for second order parabolic equations with nonsmooth coefficients. Introduction and bibliography have been revised.
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…