Related papers: A Closed-Form Solution to the Arbitrary Order Cauc…
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial…
We consider the Cauchy problem for quadratic derivative fractional nonlinear Schr\"odinger equations on $\mathbb{R}$ or $\mathbb{T}$. We determine the sharp exponents of the fractional derivatives for which the Cauchy problem is well-posed…
We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…
We consider an inverse problem of determining coefficient matrices in an $N$-system of second-order elliptic equations in a bounded two dimensional domain by a set of Cauchy data on arbitrary subboundary. The main result of the article is…
We derive the explicit solution operator of an abstract Cauchy problem involving a time-variable coefficient and a fractional power of an almost sectorial operator. The time-variable coefficient is recovered by solving the inverse abstract…
We show the existence of weak solutions in the extended sense of the Cauchy problem for the cubic fourth order nonlinear Schr\"odinger equation with initial data $u_{0}\in X$, where $X\in\{M_{2,q}^{s}(\mathbb R), H^{\sigma}(\mathbb T),…
We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional…
The determinant of a lower Hessenberg matrix (Hessenbergian) is expressed as a sum of signed elementary products indexed by initial segments of nonnegative integers. A closed form alternative to the recurrence expression of Hessenbergians…
We use the contracting mapping principle for proving that under some mild restrictions the Cauchy problem for quasilinear systems of functional differential equations with retarded arguments has the unique solution. As a consequence from…
We derived state probability equations describing the queue M(t)|M[k, B]|1 and formulated as an abstract Cauchy problem to investigate by means of the semi-group theory of bounded linear operators in functional analysis. For the abstract…
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
For the first time, the general nonlinear Schr\"odinger equation is investigated, in which the chromatic dispersion and potential are specified by two arbitrary functions. The equation in question is a natural generalization of a wide class…
We consider the Cauchy problem of the higher-order KdV-type equation: \[ \partial_t u + \frac{1}{\mathfrak{m}} |\partial_x|^{\mathfrak{m}-1} \partial_x u = \partial_x (u^{\mathfrak{m}}) \] where $\mathfrak{m} \ge 4$. The nonlinearity is…
In this paper we show how to find a closed form solution for third order difference operators in terms of solutions of second order operators. This work is an extension of previous results on finding closed form solutions of recurrence…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
The fractional diffraction optics theory has been elaborated using the Green function technique. The optics-fractional equation describing the diffraction X-ray scattering by imperfect crystals has been derived as the fractional matrix…
These notes are devoted to the notion of well-posedness of the Cauchy problem for nonlinear dispersive equations. We present recent methods for proving ill-posedness type results for dispersive PDE's. The common feature in the analysis is…
In this paper we study a Cauchy problem for the nonlinear damped wave equations for a general positive operator with discrete spectrum. We derive the exponential in time decay of solutions to the linear problem with decay rate depending on…
The work is devoted to the development of numerical methods for computing "formal solutions" of interval systems of linear algebraic equations. These solutions are found in Kaucher interval arithmetic, which extends and completes the…
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…