Related papers: Analytical expansions for parabolic equations
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
This is the first publication in which an ill-posed Cauchy problem for a quasi- linear PDE is solved numerically by a rigorous method. More precisely, we solve the side Cauchy problem for a 1-d quasilinear parabolc equation. The key idea is…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…
In the paper, we consider the Cauchy problem for a fifth order pseudoparabolic equation that appears in studying the issues of fluid filtration in fissured media, the moisture transfer in soils and etc. The Cauchy problem with non-classic…
The aim of this work is to show an abstract framework to analyze the numerical approximation by using a finite element method in space and a Backward-Euler scheme in time of a family of degenerate parabolic problems. We deduce sufficient…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…
The existence and uniqueness of weak solutions to dynamical low-rank evolution problems for parabolic partial differential equations in two spatial dimensions is shown, covering also non-diagonal diffusion in the elliptic part. The proof is…
A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain Free Boundary Problems. Existence of an associated evolution operator characterizing its solutions is established and is…
In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
In this paper, we study a class of strongly degenerate ultraparabolic equations with analytic coefficients. We demonstrate that the Cauchy problem exhibits an analytic smoothing effect. This means that, with an initial datum belonging to…
The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlinear filtering problem with a jump signal process and jump…
The Cauchy problem for a quasilinear system of hyperbolic-parabolic equations is addressed with the method of linearization and fixed point. Coupling between the hyperbolic and parabolic variables is allowed in the linearization and we do…
In this work we study three exterior extension problems for strongly elliptic partial equations: the Cauchy problem (in a special statement), the "analytical" continuation problem and the so called "inner" Dirichlet problem in the scale of…
In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…
In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space,…
We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…
An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…
Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…
In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…