Related papers: Density solutions to a class of integro-differenti…
Under some regularity conditions on $b$, $\sigma$ and $\alpha$, we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t \sigma(X_s) dB_s+\alpha \sup_{0 \le s \le t} X_s, \ \ \…
In this article, we study systems of $n \geq 1$, not necessarily linear, discrete differential equations (DDEs) of order $k \geq 1$ with one catalytic variable. We provide a constructive and elementary proof of algebraicity of the solutions…
We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, \alpha}$,…
We study the monotone skew-product semiflow generated by a family of neutral functional differential equations with infinite delay and stable D-operator. The stability properties of D allow us to introduce a new order and to take the…
A general class of probability density functions \[u(x,t)=Ct^{-\alpha d}\left (1-\left (\frac{\|x\|}{ct^{\alpha}}\right )^{\beta}\right )_+^{\gamma},\quad x\in \mathbb{R}^d,t>0,\] is considered, containing as particular case the Barenblatt…
In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…
The boundedness of stable solutions to semilinear (or reaction-diffusion) elliptic PDEs has been studied since the 1970's. In dimensions 10 and higher, there exist stable energy solutions which are unbounded (or singular). This note…
An integral equation-based numerical method for scattering from multi-dielectric cylinders is presented. Electromagnetic fields are represented via layer potentials in terms of surface densities with physical interpretations. The existence…
We consider the partial differential equation $$ u-f={\rm div}\left(u^m\frac{\nabla u}{|\nabla u|}\right) $$ with $f$ nonnegative and bounded and $m\in\mathbb{R}$. We prove existence and uniqueness of solutions for both the Dirichlet…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^{N}$ and let $m$ be a possibly discontinuous and unbounded function that changes sign in $\Omega$. Let $f:\left[ 0,\infty\right) \rightarrow\left[ 0,\infty\right) $ be a continuous…
We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…
We consider the problem of multiplicity and uniqueness of radial solutions of a nonlinear elliptic equation of the form \begin{eqnarray*} \begin{gathered} \Delta u +f(u)=0,\quad x\in \mathbb{R}^N, N\geq 2, \lim\limits_{|x|\to\infty}u(x)=0.…
Consider a multidimensional SDE of the form $X_t = x+\int_{0}^{t} b(X_{s-})ds+\int{0}^{t} f(X_{s-})dZ_s$ where $(Z_s)_{s\ge 0}$ is a symmetric stable process. Under suitable assumptions on the coefficients the unique strong solution of the…
For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed over a segment. We demonstrate that there exists a…
We study the existence and uniqueness of solutions of a nonlinear integro-differential problem which we reformulate introducing the notion of the decreasing rearrangement of the solution. A dimensional reduction of the problem is obtained…
We give a series of very general sufficient conditions in order to ensure the uniqueness of large solutions for --$\Delta$u + f (x, u) = 0 in a bounded domain $\Omega$ where f : $\Omega$ x R $\rightarrow$ R + is a continuous function, such…
In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…
In this short communication, we announce an algorithmic procedure for constructing non-uniqueness counter-examples of classical solutions to initial-boundary-value problems for a wide class of linear evolution partial differential…
We study positive solutions to the steady state reaction diffusion systems of the form: \begin{equation} \left\{\begin{array}{ll} -\Delta u = \lambda f(v)+\mu h(u), & \Omega,\\ -\Delta v = \lambda g(u)+\mu q(v),& \Omega,\\ \frac{\partial…