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We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

Probability · Mathematics 2009-12-14 Tomasz Klimsiak

In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.

Analysis of PDEs · Mathematics 2017-06-07 Kai Du , Jiakun Liu

We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish…

Analysis of PDEs · Mathematics 2019-06-17 Maria Rosaria Formica , Eugeny Ostrovsky , Leonid Sirota

We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$…

Analysis of PDEs · Mathematics 2007-05-23 István Gyöngy , Nicolai Krylov

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

Probability · Mathematics 2016-04-26 Tomasz Klimsiak , Andrzej Rozkosz

The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small…

Analysis of PDEs · Mathematics 2015-04-21 Sergei V. Zakharov

In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanov\'a and Vovelle…

Analysis of PDEs · Mathematics 2016-06-07 Kazuo Kobayasi , Dai Noboriguchi

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

Analysis of PDEs · Mathematics 2018-04-12 Antonio Agresti

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…

Analysis of PDEs · Mathematics 2009-07-17 Joerg Kampen

This paper studies the properties of solutions for a double nonlinear time-dependent parabolic equation with variable density, not in divergence form with a source or absorption. The problem is formulated as a partial differential equation…

Analysis of PDEs · Mathematics 2025-07-03 Mersiad Aripov , Makhmud Bobokandov

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

Differential Geometry · Mathematics 2015-07-21 Hong Huang

We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk , Barbara Wohlmuth

The purpose of this work is to study an approximation to an abstract Bessel-type problem, which is a generalization of the extension problem associated with fractional powers of the Laplace operator. Motivated by the success of such…

Numerical Analysis · Mathematics 2019-09-11 Joshua L Padgett

We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…

Analysis of PDEs · Mathematics 2022-02-11 Takahiro Kosugi , Ryuichi Sato

Results of investigation of the asymptotic behavior of solutions to the Cauchy problems for a quasi-linear parabolic equation with a small parameter at a higher derivative near singular points of limit solutions are presented. Interest to…

Mathematical Physics · Physics 2014-11-18 Sergei V. Zakharov

Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…

Analysis of PDEs · Mathematics 2015-09-17 Kai Du , Jiakun Liu

We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study…

Differential Geometry · Mathematics 2016-07-19 Ágota Figula , M. Z. Menteshashvili

We obtain exact solutions to the class of parabolic partial differential equations of arbitrary dimensionality and with arbitrary potentials. The solutions are presented in a compact-form: as explicit mathematical expressions consisting of…

Mathematical Physics · Physics 2023-08-29 Ivan Gonoskov

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique…

Analysis of PDEs · Mathematics 2018-10-09 Tomasz Klimsiak
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