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We study the boundary regularity of solutions of the Dirichlet problem for the nonlocal operator with a kernel of variable orders. Since the order of differentiability of the kernel is not represented by a single number, we consider the…

Analysis of PDEs · Mathematics 2018-04-06 Minhyun Kim , Panki Kim , Jaehun Lee , Ki-Ahm Lee

We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…

Probability · Mathematics 2017-10-18 Samuel Punshon-Smith

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

Probability · Mathematics 2016-04-28 David Baños , Paul Krühner

This article studies the global regularity problem of the two-dimensional zero thermal diffusion tropical climate model with fractional dissipation, given by $(-\Delta)^{\alpha}u$ in the barotropic mode equation and by $(-\Delta)^{\beta}v$…

Analysis of PDEs · Mathematics 2019-05-15 Zhuan Ye

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

We formulate and study an elliptic transmission-like problem combining local and nonlocal elements. Let $\mathbb{R}^{n}$ be separated into two components by a smooth hypersurface $\Gamma$. On one side of $\Gamma$, a function satisfies a…

Analysis of PDEs · Mathematics 2015-06-19 Dennis Kriventsov

In this paper, the regularity properties of Cauchy problem for linear and nonlinear nonlocal wave equations are studied.The equation involves a convolution integral operators with a general kernel operator functions whose Fourier transform…

Analysis of PDEs · Mathematics 2019-08-27 Veli Shakhmurov

The local and global control results for a general higher-order KdV-type operator posed on the unit circle are presented. Using spectral analysis, we are able to prove local results, that is, the equation is locally controllable and…

Analysis of PDEs · Mathematics 2022-07-18 Roberto de A. Capistrano-Filho , Chulkwang Kwak , Francisco J. Vielma Leal

We obtain the comparison principle for discontinuous viscosity sub- and supersolutions of nonlocal Hamilton-Jacobi equations, with superlinear and coercive gradient terms. The nonlocal terms are integro-differential operators in L\'evy…

Analysis of PDEs · Mathematics 2024-09-18 Adina Ciomaga , Tri Minh Le , Olivier Ley , Erwin Topp

We consider Cauchy problem of the Hartree-type nonlinear Dirac equation with potentials given by $V_b(x) = \frac1{4\pi}\frac{e^{-b|x|}}{|x|}\, (b \ge 0)$. In previous works, a standard argument is to utilise null form estimates in order to…

Analysis of PDEs · Mathematics 2021-06-04 Yonggeun Cho , Seokchang Hong , Kiyeon Lee

We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…

Analysis of PDEs · Mathematics 2014-07-31 Herbert Egger , Matthias Schlottbom

In this article we investigate the existence and regularity of 1-d steady state fractional order diffusion equations. Two models are investigated:the Riemann-Liouville fractional diffusion equation, and the Riemann-Liouville-Caputo…

Analysis of PDEs · Mathematics 2018-09-03 Lueling Jia , Huanzhen Chen , V. J. Ervin

The goal of this work is to establish the global existence of nonnegative classical solutions in all dimensions for a system of highly nonlinear reaction-diffusion equations. We address the case for different diffusion coefficients and the…

Analysis of PDEs · Mathematics 2022-09-16 Nibedita Ghosh , Hari Shankar Mahato

We deal with the existence of solutions having L2 regularity for a class of non autonomous evolution equations. Associated with the equation, a general non local condition is studied. The technique we used combines a finite dimensional…

Analysis of PDEs · Mathematics 2022-07-13 Vittorio Colao , Luigi Muglia

We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…

Probability · Mathematics 2007-05-23 Alexey Kulik

There has been considerable recent interest in solving non-local equations of motion which contain an infinite number of derivatives. Here, focusing on inflation, we review how the problem can be reformulated as the question of finding…

High Energy Physics - Theory · Physics 2009-02-23 D. J. Mulryne , N. J. Nunes

We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…

Analysis of PDEs · Mathematics 2022-08-01 Matteo Bonforte , Peio Ibarrondo , Mikel Ispizua

We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…

Analysis of PDEs · Mathematics 2025-01-15 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim , Jung-Tae Park

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a…

Pricing of Securities · Quantitative Finance 2013-02-19 Luis H. R. Alvarez E. , Pekka Matomäki , Teppo A. Rakkolainen