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We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…

Probability · Mathematics 2024-06-14 Sören Christensen , Maike Klein , Boy Schultz

Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the $\theta$-method in time for solving time dependent anisotropic diffusion problems. It is shown that the numerical…

Numerical Analysis · Mathematics 2013-10-23 Xianping Li , Weizhang Huang

We consider the Cauchy problem for a system of balance laws derived from a chemotaxis model with singular sensitivity in multiple space dimensions. Utilizing energy methods, we first prove the global well-posedness of classical solutions to…

Analysis of PDEs · Mathematics 2020-08-26 Tong Li , Dehua Wang , Fang Wang , Zhi-An Wang , Kun Zhao

Although there are many results on the global solvability and the precise description of the large time behaviors of solutions to the initial-boundary value problems of the one-dimensional viscous radiative and reactive gas in bounded…

Analysis of PDEs · Mathematics 2017-05-04 Yongkai Liao , Huijiang Zhao

We consider very weak solutions of the Cauchy problem for the porous medium equation on Cartan-Hadamard manifolds, that are assumed to satisfy general curvature bounds and to be stochastically complete. We identify a class of initial data…

Analysis of PDEs · Mathematics 2022-02-18 Gabriele Grillo , Matteo Muratori , Fabio Punzo

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

This paper discusses finite time extinction for a perturbed fast diffusion equation with dynamic boundary conditions. The fast diffusion equation has the characteristic property of decay, such as the solution decays to zero in a finite…

Analysis of PDEs · Mathematics 2020-09-03 Takeshi Fukao

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…

Analysis of PDEs · Mathematics 2021-08-26 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

The paper study a possibility to recover a parabolic diffusion from its time-average when the values at the initial time are unknown. This problem can be reformulated as a new boundary value problem where a Cauchy condition is replaced by a…

Analysis of PDEs · Mathematics 2020-01-14 Nikolai Dokuchaev

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié

We study positive solutions of the super-fast diffusion equation in the whole space with initial data which are unbounded as $|x|\to\infty$. We find an explicit dependence of the slow temporal growth rate of solutions on the initial spatial…

Analysis of PDEs · Mathematics 2016-05-16 Marek Fila , Michael Winkler

In this paper we consider a one-dimensional diffusion equation on the interval $[0,1]$ satisfying non-Feller boundary conditions. As a consequence, the initial value Cauchy problem fails to preserve nonnegativity or boundedness.…

Probability · Mathematics 2011-11-10 Huadong Pang , Daniel W. Stroock

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

In this paper, we prove a maximum principle for the general multi-term space-time-fractional transport equation and apply it for establishing uniqueness of solution to an initial-boundary-value problem for this equation. We also derive some…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko , Anna Suzuki , Masahiro Yamamoto

We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

Probability · Mathematics 2024-05-28 Tiziano De Angelis , Damien Lamberton

This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…

Analysis of PDEs · Mathematics 2020-06-11 Yuzhu Han

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

We derive optimal regularity, in both time and space, for solutions of the Cauchy problem related to a degenerate differential equation in a Banach space X. Our results exhibit a sort of prevalence for space regularity, in the sense that…

Analysis of PDEs · Mathematics 2008-06-24 Alberto Favaron

One-dimensional free boundary problem for a nonlinear diffusion - convection equation with a Dirichlet condition at fixed face $x=0$, variable in time, is considered. Throught several transformations the problem is reduced to a free…

Analysis of PDEs · Mathematics 2020-02-19 Adriana C. Briozzo , Domingo A. Tarzia