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We consider stochastic integration with respect to fractional Brownian motion (fBm) with $H < 1/2$. The integral is constructed as the limit, where it exists, of a sequence of Riemann sums. A theorem by Gradinaru, Nourdin, Russo & Vallois…
The existence and stability of the Landau equation (1936) in a general bounded domain with a physical boundary condition is a long-outstanding open problem. This work proves the global stability of the Landau equation with the Coulombic…
In this paper, we discuss an initial boundary value problem for the stochastic wave equation involving the nonlinear damping term $|u_t|^{q-2}u_t$ and a source term of the type $|u|^{p-2}u$. We firstly establish the local existence and…
We obtain necessary and sufficient existence conditions for solutions of the boundary value problem $$ \Delta_p u = f \quad \mbox{on } M, \quad \left. \left| \nabla u \right|^{p - 2} \frac{\partial u}{\partial \nu} \right|_{ \partial M } =…
In this paper, we prove some Liouville theorem for the following elliptic equations involving nonlocal nonlinearity and nonlocal boundary value condition $$ \left\{ \begin{array}{ll} \displaystyle -\Delta u(y)=\intpr \frac{…
We consider initial boundary value problems for time fractional diffusion-wave equations: $$ d_t^{\alpha} u = -Au + \mu(t)f(x) $$ in a bounded domain where $\mu(t)f(x)$ describes a source and $\alpha \in (0,1) \cup (1,2)$, and $-A$ is a…
We study the second-order boundary value problem \begin{equation*} \begin{cases} \, -u''=a_{\lambda,\mu}(t) \, u^{2}(1-u), & t\in(0,1), \\ \, u'(0)=0, \quad u'(1)=0, \end{cases} \end{equation*} where $a_{\lambda,\mu}$ is a step-wise…
In this paper we study the equation $r^2 {d^2 f/dr^2} + f = f^3$ with the boundary conditions $f(1)=0$, $f(\infty)=1$ and $f(r) > 0$ for $1<r<\infty$. The existence of the solution is proved by using topological shooting argument. And the…
We consider front solutions of the Swift-Hohenberg equation $\partial_t u= -(1+\partial_x^2)^2 u +\epsilon ^2 u -u^3$. These are traveling waves which leave in their wake a periodic pattern in the laboratory frame. Using renormalization…
We study existence and non-existence of solutions for singular elliptic boundary value problems as \begin{equation}\label{eintro}\begin{cases}\tag{1} \displaystyle -\Delta_p u+ \frac{a(x)}{u^{\gamma}}=\mu f(x) \ &\text{ in }\Omega, \newline…
Given a standard Brownian motion $B^{\mu}=(B_t^{\mu})_{0\le t\le T}$ with drift $\mu \in IR$ and letting $g$ denote the last zero of $B^{\mu}$ before $T$, we consider the optimal prediction problem V_*=\inf_{0\le \tau \le T}\mathsf…
We consider the $2m$-th order elliptic boundary value problem $Lu=f(x,u)$ on a bounded smooth domain $\Omega$ in $R^N$ with Dirichlet boundary conditions. The operator $L$ is a uniformly elliptic operator of order $2m$. We assume that for…
In this paper, we consider initial-boundary value problem of viscoelastic wave equation with a delay term in the interior feedback. Namely, we study the following equation $$u_{tt}(x,t)-\Delta u(x,t)+\int_0^t g(t-s)\Delta u(x,s)ds +\mu_1…
Using the new conformable fractional derivative, which differs from the Riemann-Liouville and Caputo fractional derivatives, we reformulate the second-order conjugate boundary value problem in this new setting. Utilizing the corresponding…
This article considers the stochastic partial differential equation \[ \left\{ \begin{array}{l} u_t = \frac{1}{2} u_{xx} + u^\gamma \xi u(0,.) = u_0 \end{array}\right. \] \noindent where $\xi$ is a space / time white noise Gaussian random…
We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a…
In this paper, we study the blow-up analysis for a sequence of solutions to the Liouville type equation with exponential Neumann boundary condition. For interior case, i.e. the blow-up point is an interior point, Li \cite{Li} gave a uniform…
We consider the nonlinear boundary value problem consisting of the equation \tag{1} -u" = f(u) + h, \quad \text{a.e. on $(-1,1)$,} where $h \in L^1(-1,1)$, together with the multi-point, Dirichlet-type boundary conditions \tag{2} u(\pm 1) =…
We consider the linear Schr\"odinger equation under periodic boundary condition, driven by a random force and damped by a quasilinear damping: $$ \frac{d}{dt}u+i\big(-\Delta+V(x)\big) u=\nu \Big(\Delta u-\gr |u|^{2p}u-i\gi |u|^{2q}u \Big)…
We focus on the initial boundary value problem for a general scalar balance law in one space dimension. Under rather general assumptions on the flux and source functions, we prove the well-posedness of this problem and the stability of its…