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The problem of evaluation of higher derivatives of Airy functions in a closed form is investigated. General expressions for the polynomials which have arisen in explicit formulae for these derivatives are given in terms of particular values…

Classical Analysis and ODEs · Mathematics 2018-05-08 Eugeny G. Abramochkin , Evgeniya V. Razueva

We investigate and solve a special class of integrals involving associated Legendre functions, which can be regarded as generalized Mehler-Fock transformations. Some of the integrals appear naturally when dealing with the heat or resolvent…

Analysis of PDEs · Mathematics 2018-09-11 Eren Ucar

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

The Cauchy problem for the higher order equations in the mKdV hierarchy is investigated with data in the spaces $\hat{H}^r_s(\R)$ defined by the norm $$\n{v_0}{\hat{H}^r_s(\R)} := \n{< \xi > ^s\hat{v_0}}{L^{r'}_{\xi}},\quad < \xi…

Analysis of PDEs · Mathematics 2009-10-28 Axel Gruenrock

We prove the analyticity in time for solutions of two parabolic equations in the whole space, without any decaying or vanishing conditions. One of them involves solutions to the heat equation of exponential growth of order $2$ on $\M$. Here…

Analysis of PDEs · Mathematics 2020-03-10 Hongjie Dong , Qi S Zhang

In this paper we analyze the heat kernel of the equation $\partial_tv =\pm\mathcal{L} v$, where $\mathcal{L}=\partial_x^N+u_{N-2}(x)\partial_x^{N-2}+\cdots+u_0(x)$ is an $N$-th order differential operator and the $\pm$ sign on the…

Analysis of PDEs · Mathematics 2024-02-20 Plamen Iliev

In this paper we first obtain local contraction results in a Hm-norm with respect to time and space for a local scheme. We show that a global controlled scheme preserves higher order regularity with respect to the spatial variables together…

Analysis of PDEs · Mathematics 2013-11-21 Joerg Kampen

We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…

Analysis of PDEs · Mathematics 2026-02-05 Andrzej Rozkosz , Leszek Słomiński

The Lie symmetry method is applied to derive the point symmetries for the N-dimensional fractional heat equation. We find that that the numbers of symmetries and Lie brackets are reduced significantly as compared to the nonfractional order…

Analysis of PDEs · Mathematics 2020-01-22 Amlan K Halder , CT Duba , PGL Leach

We present a general $L_p$-solvability framework for both the classical and time-fractional heat equations in non-smooth domains under the zero Dirichlet boundary condition. We consider domains $\Omega$ admitting the Hardy inequality: There…

Analysis of PDEs · Mathematics 2025-12-17 Jinsol Seo

We provide series expansions for the tempered stable densities and for the price of European-style contracts in the exponential L\'evy model driven by the tempered stable process. These formulas recover several popular option pricing…

Computational Finance · Quantitative Finance 2025-10-03 Gaetano Agazzotti , Jean-Philippe Aguilar

In this paper, we establish a link between Leray mollified solutions of the three-dimensional generalized Naiver-Stokes equations and mild solutions for initial data in the adherence of the test functions for the norm of…

Analysis of PDEs · Mathematics 2009-04-22 Pengtao Li , Zhichun Zhai

In this article, we study the well-posedness theory for solutions of the stochastic heat equations with logarithmic nonlinearity perturbed by multiplicative Levy noise. By using Aldous tightness criteria and Jakubowski version of the…

Analysis of PDEs · Mathematics 2024-09-09 Kavin R , Ananta K Majee

We consider the $L^2$ well-posedness of third order Benjamin-Ono equation. We show that by means of a normal form and a gauge transformation, the equation can be changed into an Airy-type equation. A second goal of this work is to establish…

Analysis of PDEs · Mathematics 2023-03-06 Lizhe Wan

In the present work, we consider multi-scale computation and convergence for nonlinear time-dependent thermo-mechanical equations of inhomogeneous shells possessing temperature-dependent material properties and orthogonal periodic…

Numerical Analysis · Mathematics 2023-08-23 Hao Dong , Xiaofei Guan , Yufeng Nie

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

Probability · Mathematics 2018-09-25 Giovanni Conforti , Tetiana Kosenkova , Sylvie Roelly

We derive a sharp, localized version of elliptic type gradient estimates for positive solutions (bounded or not) to the heat equation. These estimates are akin to the Cheng-Yau estimate for the Laplace equation and Hamilton's estimate for…

Differential Geometry · Mathematics 2007-05-23 Philippe Souplet , Qi S. Zhang

For a heat equation with memory driven by a L\'evy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large deviation principle of the solutions of heat equation with…

Probability · Mathematics 2016-12-01 Markus Riedle , Jianliang Zhai

In this paper, we consider the 3D primitive equations of oceanic and atmospheric dynamics with only horizontal eddy viscosities in the horizontal momentum equations and only vertical diffusivity in the temperature equation. Global…

Analysis of PDEs · Mathematics 2017-03-08 Chongsheng Cao , Jinkai Li , Edriss S. Titi

As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

Analysis of PDEs · Mathematics 2018-12-12 Lucie Baudouin , Alexandre Seuret , Frédéric Gouaisbaut