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We establish the existence and uniqueness of the solution to the Dirichlet problem for the variable exponent $p$-Laplacian on a bounded, smooth domain $\Omega \subset {\mathbb R}^n$, where the boundary datum belongs to $W^{1,p}(\Omega)$.…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
We characterize the image of the Poisson transform on any distinguished boundary of a Riemannian symmetric space of the noncompact type by a system of differential equations. The system corresponds to a generator system of a two sided…
We study elliptic and parabolic boundary value problems in spaces of mixed scales with mixed smoothness on the half space. The aim is to solve boundary value problems with boundary data of negative regularity and to describe the…
We compute the sum and number of eigenvalues for a certain class of magnetic Schrodinger operators in a domain with boundary. Functions in the domain of the operator satisfy a (magnetic) Robin condition. The calculations are valid in the…
We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…
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 investigate the realization of a myriad of general local and nonlocal inhomogeneous elliptic and parabolic boundary value problems over classes of irregular regions. We present a unified approach in which either local or nonlocal…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
In Boundary Element Method, Green's function with no boundary conditions is used for solving Laplace's equation with Dirichlet boundary condition. To determine the gradient of solution on the boundary, we need to solve the boundary integral…
We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…
We employ a variational approach to study the Neumann boundary value problem for the $p$-Laplacian on bounded smooth-enough domains in the metric setting, and show that solutions exist and are bounded. The boundary data considered are Borel…
We investigate existence and nonexistence of stationary stable nonconstant solutions, i.e. patterns, of semilinear parabolic problems in bounded domains of Riemannian manifolds satisfying Robin boundary conditions. These problems arise in…
This paper is concerned with approximations and related discretization error estimates for the normal derivatives of solutions of linear elliptic partial differential equations. In order to illustrate the ideas, we consider the Poisson…
In this note we discuss an abstract framework for standard boundary value problems in divergence form with maximal monotone relations as "coefficients". A reformulation of the respective problems is constructed such that they turn out to be…
We present an announcement of some recent results concerning well-posedness of the Poisson-Dirichlet problem with boundary data in Besov spaces with fractional smoothness. This is a far-reaching generalization as previously known theorems…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…