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A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…

Analysis of PDEs · Mathematics 2016-04-08 Paul M. N. Feehan , Camelia Pop

In this article, we introduce a new class of parabolic-type pseudo differential equations with variable coefficients over the p-adics. We establish the existence and uniqueness of solutions for the Cauchy problem associated with these…

Analysis of PDEs · Mathematics 2014-05-14 L. F. Chacón-Cortes , W. A. Zúñiga-Galindo

We consider a class of nonautonomous elliptic operators ${\mathscr A}$ with unbounded coefficients defined in $[0,T]\times\R^N$ and we prove optimal Schauder estimates for the solution to the parabolic Cauchy problem $D_tu={\mathscr A}u+f$,…

Analysis of PDEs · Mathematics 2009-11-10 L. Lorenzi

In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…

Probability · Mathematics 2011-09-23 Kyeong-Hun Kim

We set-up and solve the Cauchy problem for Schr\"odinger-type differential operators with generalized functions as coefficients, in particular, allowing for distributional coefficients in the principal part. Equations involving such kind of…

Functional Analysis · Mathematics 2010-06-03 Günther Hörmann

We propose a functional framework of fractional Sobolev spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak H\"ormander condition. We characterize these spaces as real interpolation of natural order intrinic…

Analysis of PDEs · Mathematics 2025-01-13 Antonello Pesce , Sascha Portaro

We start with the classic result that the Cauchy problem for ideal compressible gas dynamics is locally well posed in time in the sense of Hadamard; there is a unique solution that depends continuously on initial data in Sobolev space $H^s$…

Analysis of PDEs · Mathematics 2016-11-18 Barbara Lee Keyfitz , Feride Tiglay

We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…

Analysis of PDEs · Mathematics 2023-10-09 Pascal Auscher , Moritz Egert

We obtain continuity in generalized parabolic Morrey spaces of sublinear integrals generated by the parabolic Calder\'{o}n-Zygmund operators and its commutator with $VMO$ functions. The obtained estimates are used to study global regularity…

Analysis of PDEs · Mathematics 2025-12-10 Vagif S. Guliyev , Lubomira G. Softova

In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…

Analysis of PDEs · Mathematics 2019-05-14 Mark Dorodnyi

We determine sufficient conditions for the occurrence of a pointwise gradient estimate for the evolution operators associated to nonautonomous second order parabolic operators with (possibly) unbounded coefficients. Moreover we exhibit a…

Analysis of PDEs · Mathematics 2013-01-21 Luciana Angiuli

In this paper we study the well-posedness of the Cauchy problem for first order hyperbolic systems with constant multiplicities and with low regularity coefficients depending just on the time variable. We consider Zygmund and log-Zygmund…

Analysis of PDEs · Mathematics 2014-04-21 Ferruccio Colombini , Daniele Del Santo , Francesco Fanelli , Guy Métivier

The continouity and compactness of embedding operators in in Sobolev-Lions type spaces are derived. By applying this result separability properties of degenerate anisotropic differential operator equations, well-posedeness and Strichartz…

Functional Analysis · Mathematics 2017-05-26 Veli Shakhmurov

We study the periodic Cauchy problem for an integrable equation with cubic nonlinearities introduced by V. Novikov. Like the Camassa-Holm and Degasperis-Procesi equations, Novikov's equation has Lax pair representations and admits peakon…

Analysis of PDEs · Mathematics 2010-09-10 Feride Tiglay

The goal of this paper is three-fold. Firstly, we prove that the Cauchy problem for generalized KP-I equation \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2017-09-21 Wei Yan , Yongsheng Li , Jianhua Huang , Jinqiao Duan

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…

Probability · Mathematics 2023-01-09 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

In this paper, we consider a Cauchy problem for a first-order hyperbolic equation with time-dependent coefficients. Cauchy data are given on a lateral subboundary and we obtain local H\"older stabilities for inverse source and coefficient…

Analysis of PDEs · Mathematics 2025-10-13 Giuseppe Floridia , Hiroshi Takase

We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…

Analysis of PDEs · Mathematics 2023-05-04 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet
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