Related papers: On the Cauchy problem for integro-differential equ…

We consider certain Littlewood-Paley operators and prove characterization of some function spaces in terms of those operators. When treating weighted Lebesgue spaces, a generalization to weighted spaces will be made for H\"ormander's…

We will present versions of the Rellich-Kondrachov theorem for pseudo-differential operators acting on localizable Hardy spaces. One of the techniques includes boundedness properties for pseudodifferential operators with symbols in the…

We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

It is shown that the Cauchy problem for the DNLS equation in the spatially periodic setting is locally well-posed in Sobolev spaces H^s(T) for s \geq 1/2. Moreover, global well-posedness is shown for s \geq 1 and data with small L^2 norm.

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the…

We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…

In $L_2({\mathbb R}^d;{\mathbb C}^n)$, a selfadjoint strongly elliptic second order differential operator ${\mathcal A}_\varepsilon$ is considered. It is assumed that the coefficients of the operator ${\mathcal A}_\varepsilon$ are periodic…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…

Here, Darboux's classical results about transformations with differential substitutions for hyperbolic equations are extended to the case of parabolic equations of the form $L u = \big(D^2_{x} + a(x,y) D_x + b(x,y) D_y + c(x,y)\big)u=0$. We…

For Kolmogorov equations associated to finite dimensional stochastic differential equations (SDEs) in high dimension, a numerical method alternative to Monte Carlo simulations is proposed. The structure of the SDE is inspired by stochastic…

This paper is concerned with the Cauchy-Dirichlet problem for a doubly nonlinear parabolic equation involving variable exponents and provides some theorems on existence and regularity of strong solutions. In the proof of these results, we…

We present a general method of solving the Cauchy problem for a linear parabolic partial differential equation of evolution type with variable coefficients and demonstrate it on the equation with derivatives of orders two, one and zero. The…

The Coulomb problem for Schr\"{o}dinger equation is examined, in spaces of constant curvature, Lobachevsky H_{3} and Riemann S_{3} models, on the base of generalized parabolic coordinates. In contrast to the hyperbolic case, in spherical…

This paper is in concern with Cauchy problems involving the fractional derivatives with respect to another function. Results of existence, uniqueness, and Taylor series among others are established in appropriate functional spaces. We prove…

Singular degenerate differential operator equations are studied. The uniform separability of boundary value problems for degenerate elliptic equation and optimal regularity properties of Cauchy problem for degenerate parabolic equation are…

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…