Related papers: A probabilistic solution to the Stroock-Williams e…
The paper is concerned with the problem of explosive solutions for a class of semilinear stochastic wave equations. The challenging open problem(\cite{CMullR}) which is raised by C.Mueller and G.Richards is included in this problem.We…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
We consider an inverse optimization spectral problem for the Sturm-Liouville operator $$\mathcal{L}[q] u:=-u''+q(x)u$$ subject to the separated boundary conditions. In the main result, we prove that this problem is related to the existence…
We show that if either the process is strong Feller and the boundary point is probabilistically regular for the stopping set, or the process is strong Markov and the boundary point is probabilistically regular for the interior of the…
We study the asymptotic behavior as $t \to \infty$ of a time-dependent family $(\mu_t)_{t \geq 0}$ of probability measures on $\mathbb{R}$ solving the kinetic-type evolution equation $\partial_t \mu_t + \mu_t = Q(\mu_t)$ where $Q$ is a…
Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…
We study the initial-boundary value problem for a nonlinear wave equation given by u_{tt}-u_{xx}+\int_{0}^{t}k(t-s)u_{xx}(s)ds+ u_{t}^{q-2}u_{t}=f(x,t,u) , 0 < x < 1, 0 < t < T, u_{x}(0,t)=u(0,t), u_{x}(1,t)+\eta u(1,t)=g(t),…
In this paper we consider the existence of solution for the following class of fractional elliptic problem \begin{equation}\label{00} \left\{\begin{aligned} (-\Delta)^su + u &= Q(x) |u|^{p-1}u\;\;\mbox{in}\;\;\R^N \setminus \Omega\\…
This paper is concerned with the boundary-value problem on the Boltzmann equation in bounded domains with diffuse-reflection boundary where the boundary temperature is time-periodic. We establish the existence of time-periodic solutions…
We consider the approximation to the solution of the initial boundary value problem for the heat equation with right hand side and initial condition that merely belong to $L^1$. Due to the low integrability of the data, to guarantee…
We use novel integral representations developed by the second author to prove certain rigorous results concerning elliptic boundary value problems in convex polygons. Central to this approach is the so-called global relation, which is a…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
The stationary, axisymmetric reduction of the vacuum Einstein equations, the so-called Ernst equation, is an integrable nonlinear PDE in two dimensions. There now exists a general method for analyzing boundary value problems for integrable…
An initial-boundary value problem for a subdiffusion equation with an elliptic operator $A(D)$ in $\mathbb{R}^N$ is considered. The existence and uniqueness theorems for a solution of this problem are proved by the Fourier method.…
In this paper, combining Nash-Moser iteration and Sallof-Coste type Sobolev ineualities, we establish fundamental and concise $C^0$ and $C^1$ estimates for solutions to a class of nonlinear elliptic equations of the form $$\Delta…
Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…
We prove the existence of multiple positive BV-solutions of the Neumann problem $$ \begin{cases} \displaystyle -\left(\frac{u'}{\sqrt{1+u'^2}}\right)'=a(x)f(u)\quad&\mbox{in }(0,1), u'(0)=u'(1)=0,& {cases} $$ where $a(x) > 0$ and $f$…
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann boundary…
A Lax-Oleinik type explicit formula for 1D scalar balance laws has been recently obtained for the pure initial value problem by Adimurthi et al. in [1]. In this article, by introducing a suitable boundary functional, we establish a…
We show that if u is a weak solution to the Navier-Stokes initial-boundary value problem with Navier's slip boundary conditions in $Q_T:=\Omega\times(0,T)$, where $\Omega$ is a domain in $R^3$, then an associated pressure $p$ exists as a…