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We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.

Probability · Mathematics 2021-12-30 Beso Chikvinidze , Michael Mania , Revaz Tevzadze

We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection…

Methodology · Statistics 2017-10-31 Felix Abramovich , Daniela De Canditiis , Marianna Pensky

The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…

Optimization and Control · Mathematics 2012-08-31 Anders Lindquist , Giorgio Picci

We study the Cauchy problem for a class of linear evolution equations of arbitrary order with coefficients depending both on time and space variables. Under suitable decay assumptions on the coefficients of the lower order terms for $|x|$…

Analysis of PDEs · Mathematics 2025-04-07 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello , Eliakim Cleyton Machado

The asymptotic behavior of the convolution-integral of a special form of the Airy function and a function of the power-like behavior at infinity is obtained. The integral under consideration is the solution of the Cauchy problem for an…

Analysis of PDEs · Mathematics 2015-11-11 Sergei V. Zakharov

The paper concerned with higher order asymptotic expansion of solutions to the Cauchy problem of abstract hyperbolic equations of the form $u''+Au+u'=0$ in a Hilbert space, where $A$ is a nonnegative selfadjoint operator. The result says…

Analysis of PDEs · Mathematics 2021-05-21 Motohiro Sobajima

Since the pioneering work of Korteweg (1901) and the subsequent refinement of capillary fluid models by Dunn and Serrin (1985), the global existence of strong solutions to the multi-dimensional compressible Navier-Stokes-Korteweg (NSK)…

Analysis of PDEs · Mathematics 2026-04-28 Xiangdi Huang , Muxi Lei , Huitao Zhou

The Cauchy problem for a scalar conservation laws admits a unique entropy solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the…

Analysis of PDEs · Mathematics 2019-07-24 Denis Serre , Luis Silvestre

The exact solution of the asymmetric exclusion problem and several of its generalizations is obtained by a matrix product {\it ansatz}. Due to the similarity of the master equation and the Schr\"odinger equation at imaginary times the…

Statistical Mechanics · Physics 2015-06-25 Francisco C Alcaraz , M J Lazo

We show that, for first-order systems of conservation laws with a strictly convex entropy,in particular for the very simple so-called "inviscid" Burgers equation,it is possible to address the Cauchy problem by a suitable convex…

Analysis of PDEs · Mathematics 2017-10-12 Yann Brenier

In this work, we propose an exponentially convergent numerical method for the Caputo fractional propagator $S_\alpha(t)$ and the associated mild solution of the Cauchy problem with time-independent sectorial operator coefficient $A$ and…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk

A non-local abstract Cauchy problem with a singular integral is studied, which is a closed system of two evolution equations for a real-valued function and a function-valued function. By proposing an appropriate Banach space, the…

Mathematical Physics · Physics 2019-01-25 H. Jiang , T. Lu , X. Zhu

We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…

Analysis of PDEs · Mathematics 2026-02-05 Andrzej Rozkosz , Leszek Słomiński

We examine the solution of the Benjamin-Ono Cauchy problem for rational initial data in three types of double-scaling limits in which the dispersion tends to zero while simultaneously the independent variables either approach a point on one…

Analysis of PDEs · Mathematics 2024-10-30 Elliot Blackstone , Peter D. Miller , Matthew D. Mitchell

We construct an explicit solution of the Cauchy initial value problem for the n-dimensional Schroedinger equation with certain time-dependent Hamiltonian operator of a modified oscillator. The dynamical SU(1,1) symmetry of the harmonic…

Mathematical Physics · Physics 2009-11-13 Maria Meiler , Ricardo Cordero-Soto , Sergei K. Suslov

We define and study the Cauchy problem for a 1-D nonlinear Dirac equation with nonlinearities concentrated at one point. Global well-posedness is provided and conservation laws for mass and energy are shown. Several examples, including…

Mathematical Physics · Physics 2016-07-05 Claudio Cacciapuoti , Raffaele Carlone , Diego Noja , Andrea Posilicano

In this paper, the existence, the uniqueness and estimates of solution to the integral Cauchy problem for linear and nonlinear abstract wave equations are proved. The equation includes a linear operator A defined in a Banach space E, in…

Analysis of PDEs · Mathematics 2017-07-17 Veli Shakhmurov

In this paper, we are interested to an inverse Cauchy problem governed by the Stokes equation, called the data completion problem. It consists in determining the unspecified fluid velocity, or one of its components over a part of its…

Numerical Analysis · Mathematics 2021-12-30 A. Chakib , A. Nachaoui , M. Nachaoui , H. Ouaissa

We consider the Cauchy problem for second order differential operators with two independent variables $P=D_t^2-D_x(b(t)a(x))D_x$. Assume that $b(t)$ is a nonnegative $C^{n,alpha}$ function and $a(x)$ is a nonnegative Gevrey function of…

Analysis of PDEs · Mathematics 2018-06-19 Ferruccio Colombini , Tatsuo Nishitani

It is shown that if the initial condition of the Cauchy problem for the diffusion equation on a general infinite countable ultrametric space is spherically symmetric with respect to some point, then this problem has an exact analytical…

Mathematical Physics · Physics 2024-08-05 A. Kh. Bikulov , A. P. Zubarev