Related papers: Optimal waiting time bounds for some flux-saturate…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…
We consider the Cauchy problems in n-dimensional Euclidean space for the plate equation with a weighted L^{1}-initial data. We derive optimal estimates of the L^{2}-norm of solutions for n = 1, 2, 3, 4. In particular, such obtained results…
We study the Cauchy problem for a class of linear evolution equations of arbitrary order with coefficients depending both on time and space variables. Under suitable decay assumptions on the coefficients of the lower order terms for $|x|$…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
We consider the representation of the value of an optimal stopping problem of a linear diffusion as an expected supremum of a known function. We establish an explicit integral representation of this function by utilizing the explicitly…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
The present work studies a kind of Maximum Concurrent Flow Problem, called as Extended Maximum Concurrent Flow Problem with Saturated Capacity. Our major contributions are as follows: (A) Propose the definition of Extensive Maximum…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak…
A class of diffusion driven Free Boundary Problems is considered which is characterized by the initial onset of a phase and by an explicit kinematic condition for the evolution of the free boundary. By a domain fixing change of variables it…
We study the Cauchy problem for a system of two coupled nonlinear focusing Schroedinger equations arising in nonlinear optics. We discuss when the solutions are global in time or blow-up in finite time. Some results, in dependence of the…
In the second part of this series of papers, we address the same Cauchy problem that was considered in part 1, namely the nonlocal Fisher-KPP equation in one spatial dimension, \[ u_t = D u_{xx} + u(1-\phi*u), \] where $\phi*u$ is a spatial…
This article deals with the behavior in time of the solution to the Cauchy problem for a fractional wave equation with a weighted $L^1$ initial data. Initially, we establish the global existence of the solution using Fourier methods and…
According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…
In this work, we study the behavior of blow-up solutions to the multidimensional restricted Euler--Poisson equations which are the localized version of the full Euler--Poisson system. We provide necessary conditions for the existence of…
he Cauchy problem for the Euler-Poisson equations without pressure is considered and the question of what additional terms added to the system can delay or completely prevent the loss of smoothness of the solution in a finite time is…
We consider a wave equation with a nonlocal logarithmic damping depending on a small parameter $\theta \in (0,1/2)$. This research is a counter part of that was initiated by Charao-D'Abbicco-Ikehata considered in [5] for the large parameter…
We study the asymptotic behaviour near extinction of positive solutions of the Cauchy problem for the fast diffusion equation with a subcritical exponent. We show that separable solutions are stable in some suitable sense by finding a class…