Related papers: Maximum principle and its application for the nonl…
We consider the well-posedness of the initial-boundary value problem for a time-fractional partial differential equation with the fractional order lying in (1,2]. For the case of time-dependent coefficients, it is difficult to give an…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
The nonlocal Allen-Cahn (NAC) equation is a generalization of the classic Allen-Cahn equation by replacing the Laplacian with a parameterized nonlocal diffusion operator, and satisfies the maximum principle as its local counterpart. In this…
In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
An initial-boundary value problem for a subdiffusion equation with an elliptic operator $A(D)$ in $\mathbb{R}^N$ is considered. The existence and uniqueness theorems for a solution of this problem are proved by the Fourier method.…
In this paper, we study the inverse problem of finding a time-dependent multiplier of the right-hand side of a time-fractional one-dimensional diffusion equation with variables coefficients in the case where the usual Cauchy, homogeneous…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
In the present paper, we determine the estimations on Atangana-Baleanu-Caputo fractional derivative at extreme points. With the assistance of the estimations obtained, we derive the comparison results. Peano's type existence results…
A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…
Initial value problem involving Atangana-Baleanu derivative is considered. An Explicit solution of the given problem is obtained by reducing the differential equation to Volterra integral equation of second kind and by using Laplace…
In this article, we study the classical finite-horizon optimal stopping problem for multidimensional diffusions through an approach that differs from what is typically found in the literature. More specifically, we first prove a key…
The diffusion equation is a universal and standard textbook model for partial differential equations (PDEs). In this work, we revisit its solutions, seeking, in particular, self-similar profiles. This problem connects to the classical…
In this paper, we obtain the sharp uniqueness for an inverse $x$-source problem for a one-dimensional time-fractional diffusion equation with a zeroth-order term by the minimum possible lateral Cauchy data. The key ingredient is the unique…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
In this work, we investigate the recovery of a parameter in a diffusion process given by the order of derivation in time for a class of diffusion type equations, including both classical and time-fractional diffusion equations, from the…
In this paper, we study a time-fractional subdiffusion equation with a nonlinear nonlocal initial condition involving the unknown solution at the final time. The considered problem is formulated using the Caputo fractional derivative of…
In this paper we will establish nonlinear a priori lower and upper bounds for the solutions to a large class of equations which arise from the study of traveling wave solutions of reaction-diffusion equations, and we will apply our…