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In this paper, we study a two-point boundary value problem consisting of the heat equation on the open interval $(0,1)$ with boundary conditions which relate first and second spatial derivatives at the boundary points. Moreover, the unique…
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…
The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…
We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…
We study the nonhomogeneous boundary value problem for the steady-state Navier-Stokes equations under the slip boundary conditions in two-dimensional multiply-connected bounded domains. Employing the approach of Korobkov-Pileckas-Russo…
We are concerned with positive solutions of equation (E) $(-\Delta)^s u=f(u)$ in a domain $\Omega \subset \mathbb{R}^N$ ($N>2s$), where $s \in (\frac{1}{2},1)$ and $f\in C^{\alpha}_{loc}(\mathbb{R})$ for some $\alpha \in(0,1)$. We establish…
We study the following ultraparabolic equation \[ \frac{\partial}{\partial t}u\left(t,s\right)+\frac{\partial}{\partial…
We introduce the notion of Caputo-Fabrizio left and right derivatives. We present sufficient conditions for the existence of symmetric positive solutions for the following Caputo-Fabrizio fractional singular integro-differential boundary…
We consider an initial boundary value problem in a bounded domain $\Omega$ over a time interval $(0, T)$ for a time-fractional wave equation where the order of the fractional time derivative is between $1$ and $2$ and the spatial elliptic…
We investigate the existence of positive solutions to the nonlinear second-order three-point integral boundary value problem \begin{equation*} \label{eq-1} \begin{gathered} {u^{\prime \prime}}(t)+f(t, u(t))=0,\ 0<t<T, \\…
In this paper, we study a class of fractional Schr\"{o}dinger equation \begin{equation} \label{eq0} \left\{ \begin{aligned} &(-\Delta)^{s}u=\lambda u+a(x)|u|^{p-2}u,\\ &\int_{\mathbb{R}^{N}}|u|^{2}dx=c^{2},\ u\in H^{s}(\mathbb{R}^{N}),…
We consider the nonlinear equation $$-u'' = f(u) + h , \quad \text{on} \quad (-1,1),$$ where $f : {\mathbb R} \to {\mathbb R}$ and $h : [-1,1] \to {\mathbb R}$ are continuous, together with general Sturm-Liouville type, multi-point boundary…
In this paper, we discuss differentiation of solutions to the boundary value problem $y^{(n)} = f(x, y, y^{'}, y^{''}, \ldots, y^{(n-1)}), \; a<x<b,\; y^{(i)}(x_j) = y_{ij},\; 0\leq i \leq m_j, \; 1 \leq j \leq k-1$, and $y^{(i)}(x_k) +…
We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…
In this paper, with a fixed $p\in (1,+\infty)$ and a bounded domain $\Omega \subset \mathbb{R}^N$ whose boundary $\partial\Omega$ fulfills the $C^1$ regularity, we study a boundary value problem involving a nonlocal operator assigning to…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
We construct nonnegative weak solutions to the singular parabolic free boundary problem \[ \partial_t u - \Delta u = - \frac{\mathrm{d}}{\mathrm{d} u} u_+^\gamma , \] where $\gamma \in (0,1]$, $u_+ := \max\{u,0\}$, and the term in the…
In this paper, we study the existence of positive solutions of a three-point integral boundary value problem (BVP) for the following second-order differential equation \begin{equation*} \begin{gathered} {u^{\prime \prime }}(t)+\lambda…
We consider in this paper the nonlinear elliptic equation with Neumann boundary condition \begin{align*} \begin{cases} \Delta u=a|u|^{m-1}u\,\,\mbox{ in }\,\,\rnp\\ \dfrac{\partial u}{\partial t}=b|u|^{\eta-1}u+f\,\,\mbox{ on…