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Using direct variational method we consider the existence of non-spurious solutions to the following Dirichlet problem $\ddot{x}\left( t\right) =f\left( t,x\left( t\right) \right) $, $x\left( 0\right) =x\left( 1\right) =0 $ where $f:\left[…

Classical Analysis and ODEs · Mathematics 2015-03-09 Marek Galewski , Ewa Schmeidel

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

Probability · Mathematics 2018-06-27 Michael Röckner , Viorel Barbu

We prove existence and uniqueness of solutions to the initial-boundary value problem for the Lifshitz--Slyozov equation (a nonlinear transport equation on the half-line), focusing on the case of kinetic rates with unbounded derivative at…

Analysis of PDEs · Mathematics 2021-05-26 Juan Calvo , Erwan Hingant , Romain Yvinec

In this paper we prove well-posedness for a measure-valued continuity equation with solution-dependent velocity and flux boundary conditions, posed on a bounded one-dimensional domain. We generalize the results of [Evers, Hille and Muntean.…

Analysis of PDEs · Mathematics 2016-04-05 Joep H. M. Evers , Sander C. Hille , Adrian Muntean

This book considers posing and the methods of solving simple linear boundary-value problems in classical mathematical physics. The questions encompassed include: the fundamentals of calculus of variations; one-dimensional boundary-value…

Mathematical Physics · Physics 2015-03-06 V. M. Adamyan , M. Ya. Sushko

The existence and uniqueness of a solution to a generalized Blasius equation with asymptotic boundary conditions are proved. A new numerical approximation method is proposed.

Analysis of PDEs · Mathematics 2011-09-13 Grzegorz Andrzejczak , Magdalena Nockowska-Rosiak , Bogdan Przeradzki

We study a nonlinear equation in the half-space $\{x_1>0\}$ with a Hardy potential, specifically \[-\Delta u -\frac{\mu}{x_1^2}u+u^p=0\quad\text{in}\quad \mathbb R^n_+,\] where $p>1$ and $-\infty<\mu<1/4$. The admissible boundary behavior…

Analysis of PDEs · Mathematics 2018-07-31 Catherine Bandle , Moshe Marcus , Vitaly Moroz

Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

We are concerned with the existence of blowing-up solutions to the following boundary value problem $$-\Delta u= \lambda V(x) e^u-4\pi N \delta_0\;\mbox{ in } B_1,\quad u=0 \;\mbox{ on }\partial B_1,$$ where $B_1$ is the unit ball in…

Analysis of PDEs · Mathematics 2023-08-01 Teresa D'Aprile , Juncheng Wei , Lei Zhang

We study the periodic boundary value problem associated with the second order nonlinear equation \begin{equation*} u'' + ( \lambda a^{+}(t) - \mu a^{-}(t) ) g(u) = 0, \end{equation*} where $g(u)$ has superlinear growth at zero and sublinear…

Classical Analysis and ODEs · Mathematics 2015-12-23 Alberto Boscaggin , Guglielmo Feltrin , Fabio Zanolin

We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…

Probability · Mathematics 2025-12-25 C Ciccarella

The paper provides a uniqueness result for positive solutions of the Neumann and periodic boundary value problems associated with the $\phi$-Laplacian equation \begin{equation*} \bigl{(} \phi(u') \bigr{)}' + a(t) g(u) = 0, \end{equation*}…

Classical Analysis and ODEs · Mathematics 2020-09-03 Alberto Boscaggin , Guglielmo Feltrin , Fabio Zanolin

We study a class of boundary value problems with $\varphi$-Laplacian (e.g., the prescribed mean curvature equation, in which $\varphi(s)=\frac{s}{\sqrt{1+s^2}}$) \begin{center} $-\left(\varphi(u')\right)'=\lambda f(u)\; \text{ on }(-L,…

Classical Analysis and ODEs · Mathematics 2015-01-14 Hongjing Pan , Ruixiang Xing

In this paper, we study the local well-posedness of the cubic Schr\"odinger equation $$(i\partial_t + \mathcal{L}) u = \pm |u|^2 u \qquad \textrm{on} \quad \ I\times \mathbb{R}^d ,$$ with initial data being a Wiener randomization at unit…

Analysis of PDEs · Mathematics 2024-11-28 Jean-baptiste Casteras , Juraj Földes , Itamar Oliveira , Gennady Uraltsev

In this paper we develop a semi-closed form solutions for the barrier (perhaps, time-dependent) and American options written on the underlying stock which follows a time-dependent OU process with a log-normal drift. This model is equivalent…

Pricing of Securities · Quantitative Finance 2020-03-31 Peter Carr , Andrey Itkin

In this note we prove an existence and uniqueness result of solution for stochastic differential delay equations with hereditary drift driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. Then, we show that, when the delay…

Probability · Mathematics 2009-04-01 Marco Ferrante Carles Rovira

This paper establishes an existence theory for discrete second-order boundary value problems on non-uniform time grids using the upper and lower solution method. We consider difference equations of the form $u^{\Delta\Delta}(t_{i-1}) +…

General Mathematics · Mathematics 2025-08-08 Shalmali Bandyopadhyay , Kimser Lor

This work is devoted to the study of the boundary value problem \begin{eqnarray}\nonumber (-1)^\alpha \Delta^\alpha u = (-1)^k S_k[u] + \lambda f, \qquad x &\in& \Omega \subset \mathbb{R}^N, \\ \nonumber u = \partial_n u = \partial_n^2 u =…

Analysis of PDEs · Mathematics 2015-07-21 Carlos Escudero

In this paper we are interested on solvability of the problem \begin{align*} \begin{cases} -\Delta u=0 & \text{in} \;\;\;\mathbb{R}^{n+1}_{+}\;\;\;\;\;\;\;\;\;\\ \;\;\displaystyle{\frac{\partial u}{\partial \nu}} = V(x)u+b \vert…

Analysis of PDEs · Mathematics 2021-04-27 Marcelo F. de Almeida , Lidiane S. M. Lima

In this paper we present a mathematical analysis for a steady-state laminar boundary layer flow, governed by the Ostwald-de Wael power-law model of an incompressible non- Newtonian fluid past a semi-infinite power-law stretched flat plate…

Classical Physics · Physics 2009-04-03 Mohamed Guedda , Zakia Hammouch