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We study uniqueness of Dirichlet problems of second order divergence-form elliptic systems with transversally independent coefficients on the upper half-space in absence of regularity of solutions. To this end, we develop a substitute for…
We prove that a certain class of elliptic free boundary problems, which includes the Prandtl-Batchelor problem from fluid dynamics as a special case, has two distinct nontrivial solutions for large values of a parameter. The first solution…
Interface equations are derived for both binary diffusive and binary fluid systems subjected to non-equilibrium conditions, starting from the coarse-grained (mesoscopic) models. The equations are used to describe thermo-capillary motion of…
In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…
We consider the dominant equations for the motion of the non-Newtonian fluid in a domain from an energetic point of view. We apply our energetic variational approaches and the first law of thermodynamics to derive the generalized…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…
The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…
This paper provides a detailed analysis of the Dirichlet boundary value problem for linear elliptic equations in divergence form with $L^p$-general drifts, where $p \in (d, \infty)$, and non-negative $L^1$-zero-order terms. Specifically, by…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
This monograph presents a comprehensive treatment of second order divergence form elliptic operators with bounded measurable t-independent coefficients in spaces of fractional smoothness, in Besov and weighted Sobolev classes. We establish…
The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…
In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…
The work deals with establishing the solvability of a system of integro-differential equations in the situation of the double scale anomalous diffusion. Each equation of such system involves the sum of the two negative Laplace operators…
We study second-order hyperbolic equations with degenerate elliptic operators and non-homogeneous Dirichlet boundary inputs. We establish existence and regularity of weak solutions in weighted Sobolev spaces under mild assumptions on the…
The purpose of this short note is to give a variation on the classical Donsker-Varadhan inequality, which bounds the first eigenvalue of a second-order elliptic operator on a bounded domain $\Omega$ by the largest mean first exit time of…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
In this work, the dual-weighted residual method is applied to a space-time formulation of nonstationary Stokes and Navier-Stokes flow. Tensor-product space-time finite elements are being used to discretize the variational formulation with…