Related papers: Linear differential equations with slowly growing …
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
An example of a solution branch of the three dimensional Euler equation Cauchy problem is constructed which develops a singular velocity component and a singular vorticity component after finite time for some data which have Hoelder…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
Linear first order systems of partial differential equations of the form $\nabla f = M\nabla g,$ where $M$ is a constant matrix, are studied on vector spaces over the fields of real and complex numbers, respectively. The Cauchy--Riemann…
In this paper we will discuss the Dirichlet problem of nonlinear second order partial differential equations resolved with any derivatives. First, we transform it into generalized integral equations. Next, we discuss the existence of the…
Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…
We use blow up analysis for local integral equations to provide a blow up rates of solutions of higher order Hardy-Henon equation in a bounded domain with an isolated singularity, and show the asymptotic radial symmetry of the solutions…
We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…
Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal…
A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…
We show that the conditions imposed on a second order linear differential equation with rational coefficients on the complex line by requiring it to have regular singularities with fixed exponents at the points of a finite set $P$ and…
The paper considers a general concept of dichotomy with different growth rates for linear discrete-time systems in Banach spaces. Characterizations in terms of Lyapunov type sequences of norms are given. The approach is illustrated by…
We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…
We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
We prove that solutions to linear kinetic equations in a half-space with absorbing boundary conditions decay for large times like $t^{-\frac{1}{2}-\frac{d}{4}}$ in a weighted $\sfL^{2}$ space and like $t^{-1-\frac{d}{2}}$ in a weighted…
Concrete sharp constants in a pointwise estimate of the gradient of a harmonic function in the unit disk are obtained under the assumption that function belong to Hardy space $h^p$, $p\ge 1$. This generalizes some recent result of Maz'ya &…
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 investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally H\"older continuous with H\"older exponent depending only on the…