Related papers: The Higher-Order Heat-Type Equations via signed L\…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…
We investigate the moment asymptotics of the solution to the stochastic heat equation driven by a $(d+1)$-dimensional L\'evy space--time white noise. Unlike the case of Gaussian noise, the solution typically has no finite moments of order…
This paper is concerned with a Cauchy problem for the three-dimensional (3D) nonhomogeneous incompressible heat conducting magnetohydrodynamic (MHD) equations in the whole space. First of all, we establish a weak Serrin-type blowup…
In this paper we introduce new distributions which are solutions of higher-order Laplace equations. It is proved that their densities can be obtained by folding and symmetrizing Cauchy distributions. Another class of probability laws…
We investigate the large time behavior of the hot spots of the solution to the Cauchy problem for the heat equation with a potential $\partial_t u-\Delta u+V(|x|)u=0$, where $V=V(r)$ decays quadratically as $r\to\infty$. In this paper,…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
We construct a periodic solution to the semilinear heat equation with power nonlinearity, in one space dimension, which blows up in finite time $T$ only at one blow-up point. We also give a sharp description of its blow-up profile. The…
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…
In a very general quasilinear setting, we show that the regularizing effect of a first order term causes the existence of energy solutions for problems involving the Hardy potential and $L^1$ data. In the same setting we study sharp (local…
In this paper we will discuss the Dirichlet problem of nonlinear second order partial differential equations resolved with any derivatives. First, we transform it into generalized integral equations. Next, we discuss the existence of the…
Treating a boundary value problem in analytical fluid dynamics, translation of 2D steady Navier-Stokes equations to ordinary differential form leads to a second order equation of Riccati type. In the case of a compressible fluid with…
We provide analytical tools for pricing power options with exotic features (capped or log payoffs, gap options ...) in the framework of exponential L\'evy models driven by one-sided stable or tempered stable processes. Pricing formulas take…
We present the hyperasymptotic expansions for a certain group of solutions of the heat equation. We extend this result to a more general case of linear PDEs with constant coefficients. The generalisation is based on the method of Borel…
The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem $$ u_t-\Delta u=au\log u, \ \ u>0 $$ on the compact Riemannian…
Let $L$ be a nonnegative, self-adjoint operator satisfying Gaussian estimates on $L^2(\RR^n)$. In this article we give an atomic decomposition for the Hardy spaces $ H^p_{L,max}(\R)$ in terms of the nontangential maximal functions…
In this paper, we consider a semi-classical version of the nonhomogeneous heat equation with singular time-dependent coefficients on the lattice $\hbar \mathbb{Z}^n$. We establish the well-posedeness of such Cauchy equations in the…
In an earlier paper [6] the author wrote the homothetic equations for vacuum solutions in a first order formalism allowing for arbitrary alignment of the dyad. This paper generalises that method to homothetic equations in non-vacuum spaces…