Related papers: Fundamental solutions for second order parabolic s…
In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…
This paper is concerned with necessary and sufficient second-order conditions for finite-dimensional and infinite-dimensional constrained optimization problems. Using a suitably defined directional curvature functional for the admissible…
We consider the size of the nodal set of the solution of the second order parabolic-type equation with Gevrey regular coefficients. We provide an upper bound as a function of time. The dependence agrees with a sharp upper bound when the…
This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…
We consider the Klein-Gordon operator on an $n$-dimensional asymptotically anti-de Sitter spacetime $(M,g)$ together with arbitrary boundary conditions encoded by a self-adjoint pseudodifferential operator on $\partial M$ of order up to…
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…
The existence of strong solutions to general class of strongly coupled parabolic systems will be discussed. These systems can be degenerate or singular as boundedness of theirs solutions are unavailable and not assummed. The results greatly…
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
We consider uniformly parabolic equations and inequalities of second order in the non-divergence form with drift \[-u_{t}+Lu=-u_{t}+\sum_{ij}a_{ij}D_{ij}u+\sum b_{i}D_{i}u=0\,(\geq0,\,\leq0)\] in some domain $Q\subset \mathbb{R}^{n+1}$. We…
Two-component second and third-order Burgers type systems with nondiagonal constant matrix of leading order terms are classified for higher symmetries. New symmetry integrable systems with their master symmetries are obtained. Some third…
We prove weighted $L_{p,q}$-estimates for divergence type higher order elliptic and parabolic systems with irregular coefficients on Reifenberg flat domains. In particular, in the parabolic case the coefficients do not have any regularity…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
In this paper we study the quasilinear nondiagonal parabolic type systems. We assume that the principal elliptic operator, which is part of the parabolic system, has a divergence structure. Under certain conditions it is proved the…
Here, Darboux's classical results about transformations with differential substitutions for hyperbolic equations are extended to the case of parabolic equations of the form $L u = \big(D^2_{x} + a(x,y) D_x + b(x,y) D_y + c(x,y)\big)u=0$. We…
In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.
We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…
We study elliptic and parabolic systems in divergence form with degenerate or singular coefficients. Under the conormal boundary condition on the flat boundary, we establish boundary Schauder type estimates when the coefficients have…
We study a parabolic initial-boundary-value problem for a system of two differential equations with two boundary conditions of different orders, the Dirichlet and Neumann ones. It occurs specifically in the heat-mass transfer theory. We…
We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation…
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.