Related papers: On solvability of integro-differential equations
We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…
We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
We study the existence theory for parabolic variational inequalities in weighted $L^2$ spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for…
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…
The distributional form of the Maxwell-Vlasov equations are formulated. Submanifold distributions are analysed and the general submanifold distributional solutions to the Vlasov equations are given. The properties required so that these…
We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…
The solvability in Sobolev spaces is proved for divergence form second order elliptic equations in the whole space, a half space, and a bounded Lipschitz domain. For equations in the whole space or a half space, the leading coefficients…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…
We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.
We study the sensitivity of the densities of some Kolmogorov like degenerate diffusion processes with respect to a perturbation of the coefficients of the non-degenerate component. Under suitable (quite sharp) assumptions we quantify how…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…
We study a class of non-linear parabolic systems relevant in turbulence theory. Those systems can be viewed as simplified versions of the Prandtl one-equation and Kolmogorov two-equation models of turbulence. We restrict our attention to…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We establish the Pogorelov type estimates for degenerate prescribed k-curvature equations as well as k-Hessian equations. Furthermore,we investigate the interior C1,1 regularity of the solutions for Dirichlet problems. These techniques also…
In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the…
We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…