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This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative…

Computational Finance · Quantitative Finance 2009-02-11 Rasoul Behboudi , You-Lan Zhu

In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the…

Analysis of PDEs · Mathematics 2012-11-06 Rossitza Semerdjieva

The linear boundary value problem under consideration describes time-harmonic motion of water in a horizontal three-dimensional layer of constant depth in the presence of an obstacle adjacent to the upper side of the layer (floating body).…

Mathematical Physics · Physics 2018-12-04 Nikolay Kuznetsov

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

The paper deals with the following system of nonlinear difference equations \begin{equation*} x_{n+1}=ax_{n}^{2}y_{n}+bx_{n}y_{n}^{2},\ y_{n+1}=cx_{n}^{2}y_{n}+dx_{n}y_{n}^{2},\ n\in \mathbb{N}_{0}, \end{equation*} where the initial values…

Dynamical Systems · Mathematics 2021-11-01 Durhasan Turgut Tollu

Several recently discovered properties of multiple families of special polynomials (some orthogonal and some not) that satisfy certain differential, difference or q-difference equations are reviewed. A general method of construction of…

Mathematical Physics · Physics 2018-08-03 Oksana Bihun

An examples of solutions of nonlinear differential equations associated with developable, ruled and minimal surfaces are constructed.

General Physics · Physics 2010-02-05 V. Dryuma

In this article, we consider the boundary-value problem of nonlinear fractional differential equation with p-Laplacian operator. By the properties of Green function and Schauder fixed point theorem, several existence and nonexistence…

Classical Analysis and ODEs · Mathematics 2013-10-03 Erdoğan Şen , Mehmet Acikgoz , Jong Jin Seo , Serkan Araci , Kamil Oruçoğlu

The present paper studies the fractional $p$-Laplacian boundary value problems with jumping nonlinearities at zero or infinity and obtain the existence of multiple solutions and sign-changing solutions by constructing the suitable…

Analysis of PDEs · Mathematics 2020-09-09 Debangana Mukherjee

In this paper we obtain necessary conditions on the initial value for the solvability of the Cauchy problem for semilinear heat equations. These necessary conditions were already obtained in the framework of integral solutions, but not in…

Analysis of PDEs · Mathematics 2024-09-30 Kotaro Hisa

We provide bounds on the size of polynomial differential equations obtained by executing closure properties for D-algebraic functions. While it is easy to obtain bounds on the order of these equations, it requires some more work to derive…

Symbolic Computation · Computer Science 2025-05-13 Manuel Kauers , Raphael Pages

As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…

Classical Analysis and ODEs · Mathematics 2016-05-24 N. A. Aliyev , R. G. Ahmadov

In this paper, we studied the sufficient conditions for the existence of positive solutions to the boundary value problems of Caputo fractional difference equations depending on parameters with non local boundary conditions. We construct…

Classical Analysis and ODEs · Mathematics 2020-04-03 Arif S. Bagwan , Deepak B. Pachpatte

We study a boundary-value quasilinear elliptic problem on a generic time scale. Making use of the fixed-point index theory, sufficient conditions are given to obtain existence, multiplicity, and infinite solvability of positive solutions.

Analysis of PDEs · Mathematics 2007-10-08 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

Systems of linear ordinary differential equations with the most general inhomogeneous boundary conditions in fractional Sobolev spaces on a finite interval are studied. The Fredholm property of such problems in corresponding pairs of Banach…

Classical Analysis and ODEs · Mathematics 2023-08-04 Vladimir Mikhailets , Olena Atlasiuk , Tetiana Skorobohach

This work establishes a strong uniqueness property for a class of planar locally integrable vector fields. A result on pointwise convergence to the boundary value is also proved for bounded solutions.

Complex Variables · Mathematics 2007-05-23 S. Berhanu , J. Hounie

In the paper the conditions are obtained providing existence and uniqueness of the regular solution of the boundary problem for class of the second order homogeneous operator-differential equation with singular coefficients. High term of…

Functional Analysis · Mathematics 2009-10-06 Rustamova Lamiya Aladdin

In this paper, we present a new distributional identity for the solutions of elliptic equations involving Hardy potentials with singularities located on the boundary of the domain. Then we use it to obtain the boundary isolated singular…

Analysis of PDEs · Mathematics 2020-03-10 Huyuan Chen , Axander Quaas , Feng Zhou

We study the local behavior of weak solutions, with possible singularities, of nonlocal nonlinear equations. We first prove that sets of capacity zero are removable for weak solutions under certain integrability conditions. We then…

Analysis of PDEs · Mathematics 2025-07-09 Minhyun Kim , Se-Chan Lee

The initial-boundary value problems for linear non-autonomous first order evolution equations are examined. Our assumptions provide a unified treatment which is applicable to many situations, where the domains of the operators may change…

Analysis of PDEs · Mathematics 2018-06-08 S. G. Pyatkov
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