Related papers: On the Cauchy problem for non-local Ornstein--Uhle…

We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…

We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…

We consider the Cauchy problem for an equation of the form \partial_t+\partial_x^3)u=F(u,u_x,u_{xx}) where F is a polynomial with no constant or linear terms and no quadratic uu_{xx} term. For a polynomial nonlinearity with no quadratic…

In Part I of the paper, we prove non-uniqueness of the solution to the Cauchy problem of the Euler equations of an ideal incompressible fluid in dimension two with vorticity in some Lebesgue space. The radially symmetric external force is…

In this article, we consider the Cauchy problem for the cubic (mass-critical) Zakharov-Kuznetsov equations in dimension two: $$\partial_t u+\partial_{x_1}(\Delta u+u^3)=0,\quad (t,x)\in [0,\infty)\times \mathbb{R}^{2}.$$ For initial data in…

We investigate the Cauchy problem for a semilinear parabolic equation driven by a mixed local-nonlocal diffusion operator of the form \[ \partial_t u - (\Delta - (-\Delta)^{\mathsf{s}})u = \mathsf{h}(t)|x|^{-b}|u|^p + t^\varrho…

We consider the Cauchy problem for a $n\times n$ strictly hyperbolic system of balance laws $$ \{{array}{c} u_t+f(u)_x=g(x,u), x \in \mathbb{R}, t>0 u(0,.)=u_o \in L^1 \cap BV(\mathbb{R}; \mathbb{R}^n), | \lambda_i(u)| \geq c > 0 {for all}…

The purpose of this paper is to obtain an upper bound for the fundamental solution for parabolic Cauchy problem u'=Au, where A is a second order elliptic partial differential operator with unbounded coefficients such that its potential and…

We consider the second order Cauchy problem $$u''+\m{u}Au=0, u(0)=u_{0}, u'(0)=u_{1},$$ where $m:[0,+\infty)\to[0,+\infty)$ is a continuous function, and $A$ is a self-adjoint nonnegative operator with dense domain on a Hilbert space. It is…

We prove a general local existence theorem for nonlinear systems of Cauchy-Riemann operator of any order in one complex variable with initial values at a given point, which is a counterpart of local existence of ODE.

We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.

The Cauchy problem for semi-linear Klein-Gordon equations is considered in Friedmann-Lema\^itre-Robertson-Walker spacetimes. The local and global well-posedness of the Cauchy problem is considered in Sobolev spaces. The non-existence of…

In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that…

The Cauchy-problem for the generalized Kadomtsev-Petviashvili-II equation $$u_t + u_{xxx} + \partial_x^{-1}u_{yy}= (u^l)_x, \quad l \ge 3,$$ is shown to be locally well-posed in almost critical anisotropic Sobolev spaces. The proof combines…

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

In this paper we consider an Ornstein-Uhlenbeck (OU) process $(M(t))_{t\geqslant 0}$ whose parameters are determined by an external Markov process $(X(t))_{t\geqslant 0}$ on a finite state space $\{1,\ldots,d\}$; this process is usually…

We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension…

We study the Cauchy problem for general, nonlinear, strictly hyperbolic systems of partial differential equations in one space variable. First, we re-visit the construction of the solution to the Riemann problem and introduce the notion of…

The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…