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In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…

We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Differential constraints compatible with the linearized equations of partial differential equations are examined. Recursion operators are obtained by integrating the differential constraints.

This article is concerned with the existence and uniqueness of solutions to some fractional order boundary value problems. Our results are based on some fixed point theorems. For the applicability of our results, we provide an example.

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

In this paper we provide conditions to ensure the existence, for $e>0$ sufficiently small, of periodic solutions of given period $T>0$ in a prescribed domain $U$ for a class of singularly perturbed first order differential systems. Here…

Olver and Rosenau studied group-invariant solutions of (generally nonlinear) partial differential equations through the imposition of a side condition. We apply a similar idea to the special case of finite-dimensional Hamiltonian systems,…

Continuing earlier investigations, we analyze the convergence of operator splitting procedures combined with spatial discretization and rational approximations.

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…

The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…

The paper deals with singular Sturm-Liouville expressions with matrix-valued distributional coefficients. Due to a suitable regularization, the corresponding operators are correctly defined as quasi-differentials. Their resolvent…

We propose a theorem that extends the classical Lie approach to the case of fractional partial differential equations (fPDEs) of the Riemann--Liouville type in (1+1) dimensions.

We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with L\'{e}vy type operators, by assuming that the martingale problem of L\'{e}vy type operators is well posed. In particular, we can…

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

In this paper, we consider a rather general linear evolution equation of fractional type, namely a diffusion type problem in which the diffusion operator is the $s$th power of a positive definite operator having a discrete spectrum in…

For v\in R^n let K be a compact set in R^n containing a suitable smooth surface and such that the intersection {tv+x:t\in R}\cap K is a closed interval or a single point for all x\in K. We prove that every linear first order differential…

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…