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We deal with some generalizations on a Black--Scholes model arising in financial mathematics. As novelty in this paper, we consider a variable volatility and abstract functional boundary conditions, which allow us to treat a very large…

Classical Analysis and ODEs · Mathematics 2015-06-08 Rubén Figueroa , Maria do Rosário Grossinho

Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet…

Analysis of PDEs · Mathematics 2018-05-15 Tokinaga Namba

We prove existence and regularity of the stochastic flows used in the stochastic Lagrangian formulation of the incompressible Navier-Stokes equations (with periodic boundary conditions), and consequently obtain a $\holderspace{k}{\alpha}$…

Analysis of PDEs · Mathematics 2010-03-16 Gautam Iyer

In the present note we discuss in details the Riemann problem for a one--dimensional hyperbolic conservation law subject to a point constraint. We investigate how the regularity of the constraint operator impacts the well--posedness of the…

Analysis of PDEs · Mathematics 2014-03-18 Boris Andreianov , Carlotta Donadello , Ulrich Razafison , Massimiliano D. Rosini

In this paper, we study local regularity properties of minimizers of nonlocal variational functionals with variable exponents and weak solutions to the corresponding Euler--Lagrange equations. We show that weak solutions are locally bounded…

Analysis of PDEs · Mathematics 2021-07-21 Jamil Chaker , Minhyun Kim

In this article we present the first results on domain decomposition methods for nonlocal operators. We present a nonlocal variational formulation for these operators and establish the well-posedness of associated boundary value problems,…

Numerical Analysis · Mathematics 2015-03-13 Burak Aksoylu , Michael L. Parks

We deal with the existence of solutions having L2 regularity for a class of non autonomous evolution equations. Associated with the equation, a general non local condition is studied. The technique we used combines a finite dimensional…

Analysis of PDEs · Mathematics 2022-07-13 Vittorio Colao , Luigi Muglia

We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+\alpha}$ for an $\alpha\in(0,1)$. The equations have a special structure that the "main" part…

Analysis of PDEs · Mathematics 2012-11-22 N. V. Krylov

In this article we study the existence, continuation and bifurcation from infinity of nonconstant solutions for a nonlinear Neumann problem. We apply the Leray-Schauder degree and the degree for SO(2)-equivariant gradient operators defined…

Analysis of PDEs · Mathematics 2007-05-23 K. Muchewicz , S. Rybicki

This paper is devoted to investigating the interior $C^{1, \alpha}$ regularity of viscosity solutions to the nonlocal double phase equations $$ \int_{\mathbb{R}^d}…

Analysis of PDEs · Mathematics 2026-04-27 Yuzhou Fang , Chao Zhang

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…

Probability · Mathematics 2019-06-07 O. Besbes , Y. Gur , A. Zeevi

This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications…

Optimization and Control · Mathematics 2016-11-28 Helmut Gfrerer , Diethard Klatte

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…

Analysis of PDEs · Mathematics 2013-11-13 Matthieu Felsinger , Moritz Kassmann , Paul Voigt

We prove the local boundedness for solutions to a class of obstacle problems with non-standard growth conditions. The novelty here is that we are able to establish the local boundedness under a sharp bound on the gap between the growth…

Analysis of PDEs · Mathematics 2022-03-01 Mariapia De Rosa , Antonio Giuseppe Grimaldi

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

Optimization and Control · Mathematics 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity -- sometimes called an Oseen condition. By a suitable change of coordinates the…

Analysis of PDEs · Mathematics 2010-06-21 Tobias Hansel , Abdelaziz Rhandi

We consider the inverse problem of determining some class of nonlinear terms appearing in an elliptic equation from boundary measurements. More precisely, we study the stability issue for this class of inverse problems. Under suitable…

Analysis of PDEs · Mathematics 2023-02-01 Yavar Kian

We study an {\it indefinite weighted eigenvalue problem} for an operator of {\it mixed-type} (that includes both the classical {\it $p$-Laplacian} and the {\it fractional $p$-Laplacian}) in a bounded open subset $\Omega\subset \mathbb{R}^N…

Analysis of PDEs · Mathematics 2024-09-04 R. Lakshmi , Ratan Kr. Giri , Sekhar Ghosh

In this paper, we investigate existence results for nonlinear nonlocal problems governed by an operator obtained as a superposition of fractional $p$-Laplacians, subject to Neumann boundary conditions. A spectral analysis of the main…

Analysis of PDEs · Mathematics 2025-12-16 Yergen Aikyn

We prove some existence results for a class of nonlinear fractional equations driven by a nonlocal operator.

Analysis of PDEs · Mathematics 2016-07-14 Simone Secchi