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The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.

Probability · Mathematics 2012-03-26 Vladsislav Kargin

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

Domain decomposition methods are essential in solving applied problems on parallel computer systems. For boundary value problems for evolutionary equations the implicit schemes are in common use to solve problems at a new time level…

Numerical Analysis · Computer Science 2011-01-13 Petr N. Vabishchevich

One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…

Probability · Mathematics 2026-02-23 Erika Hausenblas , Ankit Kumar , Jonas M. Tölle

There is studied problem on existence of solutions to non-homogeneous differential equation of higher even order. Similar problem arises while studying soliton and soliton-like solutions to partial differential equations of integrable type.…

Mathematical Physics · Physics 2018-01-25 Valerii H. Samoilenko , Yuliia I. Samoilenko

Results of a previous paper [Commun. Contemp. Math., 09 (2007) 217-251] on the existence of solutions to a nonlinear evolution equation in an abstract Lebesgue space, arising from kinetic theory, are re-obtained in the more general setting…

Dynamical Systems · Mathematics 2019-08-06 Cecil P. Grünfeld

By fixing a reference frame in spacetime, it is possible to split the Euler-Lagrange equations associated with a degenerate Lagrangian into purely evolutionary equations and constraints on the allowed Cauchy data with respect to the notion…

Mathematical Physics · Physics 2019-11-14 Florio M. Ciaglia , Fabio Di Cosmo , Giuseppe Marmo , Luca Schiavone

We identify, through a change of variables, solution operators for evolution equations with generators given by certain simple first-order differential operators acting on Fock spaces. This analysis applies, through unitary equivalence, to…

Analysis of PDEs · Mathematics 2016-07-13 Alexandru Aleman , Joe Viola

In this paper we study the Cauchy problem for overdetermined systems of linear partial differential operators with constant coefficients in some spaces of $\omega$-ultradifferentiable functions in the sense of Braun, Meise and Taylor, for…

Analysis of PDEs · Mathematics 2017-05-17 Chiara Boiti , Elisabetta Gallucci

We consider the Cauchy problem on a nonlinear conversation law with large initial data. By Green's function methods, energy methods, Fourier analysis, frequency decomposition, pseudo-differential operators, we obtain the global existence…

Analysis of PDEs · Mathematics 2018-03-14 Lingyu Jin , Lang Li , Shaomei Fang

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

We consider the Cauchy problem with smooth data for compressible Euler equations in many dimensions and concentrate on two cases: solutions with finite mass and energy and solutions corresponding to a compact perturbation of a nontrivial…

Analysis of PDEs · Mathematics 2020-10-30 Olga Rozanova

We prove the existence of solutions to the Cauchy-Dirichlet problem associated with a class of fully nonlinear anisotropic evolution equations. We prove a comparison principle and conclude the uniqueness of solutions. All results are…

Analysis of PDEs · Mathematics 2026-04-21 Antonella Nastasi , Emiliano Peña Ayala , Matias Vestberg

We provide a novel existence result for energy-variational solutions to a general class of evolutionary partial differential equations. Compared to previous works on this solution concept, the generalization is mainly twofold: a relaxation…

Analysis of PDEs · Mathematics 2026-01-29 Thomas Eiter , Robert Lasarzik , Marcel Śliwiński

The Cauchy problem for second order linear differential equation $u''(t)+Du'(t)+Au(t)=0$ in Hilbert space $H$ with a sectorial operator $A$ and an accretive operator $D$ is studied. Sufficient conditions for exponential decay of the…

Spectral Theory · Mathematics 2010-12-13 Nikita Artamonov

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

Probability · Mathematics 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

We consider a class of non-local reaction-diffusion problems, referred to as replicator-mutator equations in evolutionary genetics. For a confining fitness function, we prove well-posedness and write the solution explicitly, via some…

Analysis of PDEs · Mathematics 2020-01-08 Matthieu Alfaro , Mario Veruete

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

We analyse the evolution of cosmological perturbations which leads to the formation of large voids in the distribution of galaxies. We assume that perturbations are spherical and all components of the Universe - radiation, matter and dark…

Cosmology and Nongalactic Astrophysics · Physics 2020-08-04 Maksym Tsizh , Bohdan Novosyadlyj

In this paper, we consider the Cauchy-type problem for a nonlinear differential equation involving $\Psi$-Hilfer fractional derivative and prove the existence and uniqueness of solutions in the weighted space of functions. The Ulam--Hyers…

Dynamical Systems · Mathematics 2020-12-17 Kishor D. Kucche , Jyoti P. Kharade