Related papers: Cauchy Problem and Green's Functions for First Ord…
We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We…
We investigate a first boundary value problem for a second-order partial differential equation involving the Prabhakar fractional derivative in time. Using structural properties of the Prabhakar kernel and generalized Mittag-Leffler…
We consider a family of linear singularly perturbed Cauchy problems which combines partial differential operators and linear fractional transforms. We construct a collection of holomorphic solutions on a full covering by sectors of a…
In this paper, the method of constructing the asymptotics of the fundamental solution of the Cauchy problem for a degenerate linear parabolic equation with small diffusion is considered. Based on the results obtained in \cite{dn}, the study…
This report provides Green's functions (classical propagators) of gravitational fields appearing in general relativity. The existence of Green's function of the wave equation in curved space with an indefinite metric is ensured owing to the…
Shortcomings of Dirac's constrained analysis in the context of fourth order Pais-Uhlenbeck oscillator action and the appearance of badly affected phase-space Hamiltonian for a generalized fourth order oscillator action, following…
We derive equations of motion for higher order density response functions using the theory of thermodynamic Green's functions. We also derive expressions for the higher order generalized dielectric functions and polarization functions.…
We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of…
We consider the Cauchy problem for homogeneous linear $q$-difference-differential equations with constant coefficients. We characterise convergent, $k$-summable and multisummable formal power series solutions in terms of analytic…
We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic H\"{o}lder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator…
A new method is presented for Fourier decomposition of the Helmholtz Green Function in cylindrical coordinates, which is equivalent to obtaining the solution of the Helmholtz equation for a general ring source. The Fourier coefficients of…
An example of a solution branch of the three dimensional Euler equation Cauchy problem is constructed which develops a singular velocity component and a singular vorticity component after finite time for some data which have Hoelder…
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…
The purpose of this paper is to obtain an upper bound for the fundamental solution for parabolic Cauchy problem u'=Au, where A is a second order elliptic partial differential operator with unbounded coefficients such that its potential and…
A fully non-linear kinetic Boltzmann equation for anyons and large initial data is studied in a periodic 1d setting. Strong L1 solutions are obtained for the Cauchy problem. The main results concern global existence, uniqueness, and…
The causality structure of two-dimensional manifolds with degenerate metrics is analysed in terms of global solutions of the massless wave equation. Certain novel features emerge. Despite the absence of a traditional Lorentzian Cauchy…
Green-hyperbolic operators - partial differential operators on globally hyperbolic spacetimes that (together with their formal duals) possess advanced and retarded Green operators - play an important role in many areas of mathematical…
This thesis is devoted to the study of hyperbolic differential operators on globally hyperbolic manifolds, linear gauge theories and their quantisation. In the first part, we treat the Cauchy problem for symmetric hyperbolic systems and…
We study the Cauchy problem for a system of cubic nonlinear Klein-Gordon equations in one space dimension. Under a suitable structural condition on the nonlinearity, we will show that the solution exists globally and decays of the order…