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The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlinear filtering problem with a jump signal process and jump…

Probability · Mathematics 2010-08-06 R. Mikulevicius , H. Pragarauskas

In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…

Numerical Analysis · Mathematics 2010-09-02 Volodymyr Makarov , Denis Dragunov

In this paper, the existence and uniqueness of solution of the Cauchy problem for abstract Boussinesq equation is obtained. By applying this result, the Cauchy problem for systems of Boussinesq equations of finite or infinite orders are…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

We introduce a class of singular partial differential equations, the second-order hyperbolic Fuchsian systems, and we investigate the associated initial value problem when data are imposed on the singularity. First of all, we analyze a…

General Relativity and Quantum Cosmology · Physics 2015-03-17 Florian Beyer , Philippe G. LeFloch

Stationary solutions on a bounded interval for an initial-boundary value problem to Korteweg--de~Vries and modified Korteweg--de~Vries equation (for the last one both in focusing and defocusing cases) are constructed. The method of the…

Analysis of PDEs · Mathematics 2015-10-01 A. V. Faminskii , A. A. Nikolaev

We study an initial value problem for the one-dimensional non-stationary linear Schr\"odinger equation with a point singular potential. In our approach, the problem is considered as a system of coupled initial-boundary value (IBV) problems…

Analysis of PDEs · Mathematics 2020-04-14 Yan Rybalko

In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…

Optimization and Control · Mathematics 2020-09-01 Mikhail Gomoyunov

We consider the Cauchy problem for the defocusing complex mKdV equation with finite density initial data \begin{align*} &q_t+\frac{1}{2}q_{xxx}-3|q|^2q_{x}=0,\\ &q(x,0)=q_{0}(x) \sim \pm 1, \ x\to \pm\infty, \end{align*} which can be…

Mathematical Physics · Physics 2025-03-18 Lili Wen , Engui Fan

This work consists of two distinct parts. In the first part we present a new method for solving the initial value problem of general relativity. Given any spatial metric with a surface orthogonal Killing field and two freely specified…

General Relativity and Quantum Cosmology · Physics 2009-10-31 John Baker , Raymond Stanley Puzio

In this work, we prove the existence, uniqueness and smoothing properties of the solution to the Cauchy problem for the spatially homogeneous Boltzmann equation with Debye-Yukawa potential for probability measure initial datum.

Analysis of PDEs · Mathematics 2016-10-13 Hao-Guang Li

The initial value problem for a coupled system is studied. The system consists of a differential inclusion and a differential equation and models the fluid flow of a viscoelastic fluid of Oldroyd type. The set-valued right-hand side of the…

Analysis of PDEs · Mathematics 2022-09-13 André Eikmeier

Two new methods of numerical integration of Cauchy problems for ODEs with blow-up solutions are described. The first method is based on applying a differential transformation, where the first derivative (given in the original equation) is…

Numerical Analysis · Mathematics 2017-03-31 Andrei D. Polyanin , Inna K. Shingareva

We develop mathematical methods which allow us to study asymptotic properties of solutions to the three dimensional Navier-Stokes system for incompressible fluid in the whole three dimensional space. We deal either with the Cauchy problem…

Analysis of PDEs · Mathematics 2020-12-24 Marco Cannone , Grzegorz Karch , Dominika Pilarczyk , Gang Wu

The present paper deals with the Cauchy problem of a multi-dimensional non-conservative viscous compressible two-fluid system. We first study the well-posedness of the model in spaces with critical regularity indices with respect to the…

Analysis of PDEs · Mathematics 2020-10-20 Fuyi Xu , Meiling Chi , Lishan Liu , Yonghong Wu

The purpose of the present work is to study the existence of solutions to initial value problems for nonlinear first order differential systems with nonlinear nonlocal boundary conditions of functional type. The existence results are…

Classical Analysis and ODEs · Mathematics 2021-02-09 Octavia Bolojan-Nica , Gennaro Infante , Radu Precup

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…

Probability · Mathematics 2018-02-02 Umut Çetin

The Cauchy problem of a multi-dimensional ($d\geqslant 2$) compressible viscous liquid-gas two-phase flow model is concerned in this paper. We investigate the global existence and uniqueness of the strong solution for the initial data close…

Analysis of PDEs · Mathematics 2012-05-03 Chengchun Hao , Hai-Liang Li

In this paper we study existence of solutions for the Cauchy problem of the Debye-H\"{u}ckel system with low regularity initial data. By using the Chemin-Lerner time-space estimate for the heat equation, we prove that there exists a unique…

Analysis of PDEs · Mathematics 2011-05-20 Jihong Zhao , Qiao Liu , Shangbin Cui

We investigate the initial-value problem of the non-linear Liouville hierarchy. For the general form of the interaction potential we construct an explicit solution in terms of an expansion over particle clusters whose evolution is described…

Mathematical Physics · Physics 2009-11-13 V. O. Shtyk

We introduce certain sparse representation methods, named as stochastic pre-orthogonal adaptive Fourier decomposition 1 and 2 (SPOAFD1 and SPOAFD2) to solve the Dirichlet boundary value problem and the Cauchy initial value problem of random…

Numerical Analysis · Mathematics 2022-01-19 Fang Yang , Min Chen , Jiecheng Chen , Ying Zhang , Tao Qian
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