Related papers: On the maximum principle for parabolic equations w…
We give a direct derivation of the distribution of the maximum and the location of the maximum of one-sided and two-sided Brownian motion with a negative parabolic drift. The argument uses a relation between integrals of special functions,…
A translation from Russian of the famous paper by Mark Krein "On the theory of symmetric polynomials" published in Math. Sb., vol. 40, no. 3, 1933, pp. 271-283.
The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.
We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic…
It is shown that, for the bi-harmonic equation, an optimal regularity criterion of the vertex of typical paraboloids can be expressed in terms of Osgood-Dini integral conditions of Petrovskii's type for the heat equation derived in 1934.…
End-point maximal $L^1$-regularity for parabolic initial-boundary value problems is considered. For the inhomogeneous Dirichlet and Neumann data, maximal $L^1$-regularity for initial-boundary value problems is established in time end-point…
A nonlinear fourth-order parabolic equation in one space dimension with periodic boundary conditions is studied. This equation arises in the context of fluctuations of a stationary nonequilibrium interface and in the modeling of quantum…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
By using the theory of maximal $L^{q}$-regularity and methods of singular analysis, we show a Taylor's type expansion--with respect to the geodesic distance around an arbitrary point--for solutions of quasilinear parabolic equations on…
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].
The optimal replication strategy for incomplete markets is obtained by solving a system of partial differential equations. In this paper, we study existence and uniqueness of the solution in suitable Sobolev spaces and propose a numerical…
We introduce a weighted Sobolev space theory for the non-local elliptic equation $$ \Delta^{\alpha/2}u=f, \quad x\in \mathcal{O}\,; \quad r_{\overline{\mathcal{O}}^c}u=g $$ as well as for the non-local parabolic equation $$…
The purpose of the paper is to review a variety of recent developments in the theory of positive solutions of general linear elliptic and parabolic equations of second-order on noncompact Riemannian manifolds, and to point out a number of…
We give a simplified proof and an improvement of a recent theorem by A. Grigoriev, placing an upper bound for the number of roots of linear combinations of solutions to systems of linear equations with polynomial or rational coefficients.
We consider Dirichlet exterior value problems related to a class of non-local Schr\"odinger operators, whose kinetic terms are given in terms of Bernstein functions of the Laplacian. We prove elliptic and parabolic…
We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of It\^o's formula and estimates for the positive part of a local solution which is…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
This is an English translation of G.N. Chebotarev's paper "On The Klein-Hilbert Resolvent Problem" which was originally written in Russian and published in Izvestiya Kazan. Fiz. Mat. Obshch., 6 (1932-1933), 5-22. In this article, Chebotarev…
In recent years, the study of the interplay between (fully) non-linear potential theory and geometry received important new impulse. The purpose of this work is to move a step further in this direction by investigating appropriate versions…
We prove a result of existence of regular solutions and a maximum principle for solutions to a parabolic p-Laplacian system with convective term.