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The aim of this article is to investigate the uniqueness of solution of an inverse problem for ultrahyperbolic equations. We first reduce the inverse problem to a Cauchy problem for an integro-differential equation and then by using a…

Analysis of PDEs · Mathematics 2020-04-22 Fikret Gölgeleyen , Masahiro Yamamoto

A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are…

Analysis of PDEs · Mathematics 2019-07-12 István Gyöngy , Sizhou Wu

Let (a,b) be a finite interval and 1/p, q, r be functions from L1(a,b). We show that a general solution (in the weak sense) of the equation (pu')'+qu = zru on (a,b) can be constructed in terms of power series of the spectral parameter z.…

Mathematical Physics · Physics 2023-07-19 Herminio Blancarte , Hugo M. Campos , Kira V. Khmelnytskaya

In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…

Analysis of PDEs · Mathematics 2024-02-21 Yuanhang Liu , Donghui Yang , Xingwu Zeng , Can Zhang

A numerical scheme is presented to solve the one source near field refractor problem to arbitrary precision and it is proved that the scheme terminates in a finite number of iterations. The convergence of the algorithm depends upon proving…

Numerical Analysis · Mathematics 2019-04-26 Cristian E. Gutiérrez , Henok Mawi

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

Analysis of PDEs · Mathematics 2022-10-25 Zhonghua Liao , Qi Lü

In this note we briefly survey and propose some open problems related to isoparametric theory.

Differential Geometry · Mathematics 2019-10-29 Jianquan Ge

We calculate certain estimates for the solution of the characteristic problem of the wave equation reduced to first order, in terms of the free data prescribed on two transverse surfaces, one of which is characteristic. Estimates of such…

Mathematical Physics · Physics 2009-11-10 Simonetta Frittelli

This is a sequel to [1] and [2], which study the second boundary problem for special Lagrangian curvature potential equation. As consequences, we obtain the existence and uniqueness of the smooth uniformly convex solution by the method of…

Analysis of PDEs · Mathematics 2021-04-02 Sitong Li , Rongli Huang

In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

Probability · Mathematics 2014-06-24 Konstantinos Dareiotis

This is a complement to our paper arXiv:0802.1461. We study irreducibility of spectral determinants of some one-parametric eigenvalue problems in dimension one with polynomial potentials.

Mathematical Physics · Physics 2009-04-13 Alexandre Eremenko , Andrei Gabrielov

This work is devoted to the strong unique continuation problem for second order parabolic equations with nonsmooth coefficients. Introduction and bibliography have been revised.

Analysis of PDEs · Mathematics 2008-01-10 Herbert Koch , Daniel Tataru

The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…

Probability · Mathematics 2013-04-17 R. Mikulevicius , H. Pragarauskas

In this paper we present the solution of local parametric resonance equation in terms of parabolic cylinder functions and solve the scattering problem for this equation.

Mathematical Physics · Physics 2008-02-21 Oleg Kiselev , Yulia Bagderina , Sergei Glebov

In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the…

Optimization and Control · Mathematics 2015-05-30 Qi Lu

We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as…

Analysis of PDEs · Mathematics 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

Probability · Mathematics 2018-02-22 Xue Yang , Jing Zhang

We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…

Statistical Mechanics · Physics 2009-11-07 Lorenzo Giada , Achille Giacometti , Maurice Rossi

We consider the quantitative uniqueness properties for a parabolic type equation $ u_t-\Delta u = w(x,t) \nabla u + v(x,t) u$, when $v \in L^{p_2}_{t} L^{p_1}_x$ and $w \in L^{q_2}_{t} L^{q_1}_x$, with a suitable range for exponents $p_1$,…

Analysis of PDEs · Mathematics 2021-07-27 Igor Kukavica , Quinn Le

We discuss an eigenvalue problem which arises in the studies of asymptotic stability of a self-similar attractor in the sigma model. This problem is rather unusual from the viewpoint of the spectral theory of linear operators and requires…

Mathematical Physics · Physics 2010-05-17 Piotr Bizoń