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We consider the Cauchy problem for the wave equation on a non-globally hyperbolic manifold of the special form (Minkowski plane with a handle) containing closed timelike curves (time machines). We prove that the classical solution of the…

Mathematical Physics · Physics 2009-03-06 O. V. Groshev , N. A. Gusev , E. A. Kuryanovich , I. V. Volovich

In this paper, a class of systems of pseudo-parabolic PDEs is considered. These systems (S)$_\varepsilon$ are derived as a pseudo-parabolic dissipation system of Kobayashi--Warren--Carter energy, proposed by [Kobayashi et al., Physica D,…

Analysis of PDEs · Mathematics 2024-07-30 Daiki Mizuno

The unique solvability of parabolic equations in Sobolev spaces with mixed norms is presented. The second order coefficients (except $a^{11}$) are assumed to be only measurable in time and one spatial variable, and VMO in the other spatial…

Analysis of PDEs · Mathematics 2007-05-28 Doyoon Kim

We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion…

Analysis of PDEs · Mathematics 2021-07-13 R. Z. Khasminskii , N. V. Krylov

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

This work is devoted to the strong unique continuation problem for second order parabolic equations with nonsmooth coefficients. Introduction and bibliography have been revised.

Analysis of PDEs · Mathematics 2008-01-10 Herbert Koch , Daniel Tataru

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

Some systems of parabolic equations with nonlocal initial conditions are studied. The systems arise when considering steady-state solutions to diffusive age-structured cooperative or competing species. Local and global bifurcation…

Analysis of PDEs · Mathematics 2010-08-19 Christoph Walker

Optimal second-order regularity in the space variables is established for solutions to Cauchy-Dirichlet problems for nonlinear parabolic equations and systems of $p$-Laplacian type, with square-integrable right-hand sides and initial data…

Analysis of PDEs · Mathematics 2018-10-19 Andrea Cianchi , Vladimir Maz'ya

We propose a nonlinear forward Feynman-Kac type equation, which represents the solution of a non-conservative semilinear parabolic Partial Differential Equations (PDE). We show in particular existence and uniqueness. The solution of that…

Probability · Mathematics 2018-10-05 Anthony Lecavil , Anthony Le Cavil , Nadia Oudjane , Francesco Russo

We study local and global existence of solutions for some semilinear parabolic initial boundary value problems with autonomous nonlinearities having a "Newtonian" nonlocal term.

Analysis of PDEs · Mathematics 2013-07-19 Isabella Ianni

An $L_{p}$-theory of divergence and non-divergence form elliptic and parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all functions independent of $x$.…

Analysis of PDEs · Mathematics 2007-05-23 N. V. Krylov

We discuss a class of Backward Stochastic Differential Equations(BSDEs) with no driving martingale. When the randomness of the driver depends on a general Markov process $X$, those BSDEs are denominated Markovian BSDEs and can be associated…

Probability · Mathematics 2017-12-29 Adrien Barrasso , Francesco Russo

A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for…

Probability · Mathematics 2007-06-19 S. V. Lototsky , B. L. Rozovskii

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

Probability · Mathematics 2007-12-04 Francesco Russo , Gerald Trutnau

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Analysis of PDEs · Mathematics 2015-01-06 Martina Hofmanova , Tusheng Zhang

This paper is concerned with the Cauchy-Dirichlet problem for a doubly nonlinear parabolic equation involving variable exponents and provides some theorems on existence and regularity of strong solutions. In the proof of these results, we…

Analysis of PDEs · Mathematics 2013-07-11 Goro Akagi , Giulio Schimperna

We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…

Probability · Mathematics 2017-06-22 Nikolai Dokuchaev

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Probability · Mathematics 2019-11-04 Zhen-Qing Chen