Related papers: Interior second derivative estimates for nonlinear…
In this paper there are estimated the derivatives of the solution of an initial boundary value problem for a nonlinear uniformly parabolic equation in the interior with the total variation of the boundary data and the L^{infinity}-norm of…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
A class of linear degenerate elliptic equations inspired by nonlinear diffusions of image processing is considered. It is characterized by an interior degeneration of the diffusion coefficient. It is shown that no particularly natural,…
We consider a parabolic equation driven by a nonlinear diffusive operator and we obtain a gradient estimate in the domain where the equation takes place. This estimate depends on the structural constants of the equation, on the geometry of…
In the study of concavity properties of positive solutions to nonlinear elliptic partial differential equations the diffusion and the nonlinearity are typically independent of the space variable. In this paper we obtain new results aiming…
We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…
We study the existence of positive solutions on the half-line $[0,\infty)$ for the nonlinear second order differential equation \[ \bigl(a(t)x^{\prime}\bigr)^{\prime}+b(t)F(x)=0,\quad t\geq0, \] satisfying Dirichlet type conditions, say…
We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $\Delta^{\alpha/2}$ for $\alpha \in…
We present some new ideas to derive {\em a priori} second order estiamtes for a wide class of fully nonlinear parabolic equations. Our methods, which produce new existence results for the initial-boundary value problems in $\bfR^n$, are…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
We consider nonlinear parabolic equations of the type $$ u_t - div a(x, t, Du)= f(x,t) on \Omega_T = \Omega\times (-T,0), $$ under standard growth conditions on $a$, with $f$ only assumed to be integrable. We prove general decay estimates…
First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere as nonlinear diffusion or diffusion with nonlinear feedback.…
We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…
We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…
We investigate quantitative properties of the nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + {\mathcal L} (u^m)=0$, posed in a bounded domain, $x\in\Omega\subset {\mathbb R}^N$ with $m>1$…
We study the elliptic version of doubly nonlinear diffusion equations on a complete Riemannian manifold $(M,g)$. Through the combination of a special nonlinear transformation and the standard Nash-Moser iteration procedure, some Cheng-Yau…
H\"older estimates for second derivatives are proved for solutions of fully nonlinear parabolic equations in two space variables. Related techniques extend the regularity theory for fully nonlinear parabolic equations in higher dimensions.
In this paper we study the existence of solutions to the following generalized nonlinear two-parameter problem \begin{equation*} a(u, v) \; =\; \lambda\, b(u, m) + \mu\, m(u, v) + \varepsilon\, F(u, v), \end{equation*} for a triple $(a, b,…
Large deviation estimates for the following linear parabolic equation are studied: \[ \frac{\partial u}{\partial t}=\tr\Big(a(x)D^2u\Big) + b(x)\cdot D u + \int_{\R^N} \Big\{(u(x+y)-u(x)-(D u(x)\cdot y)\ind{|y|<1}(y)\Big\}\d\mu(y), \] where…
For the system of second order quasilinear parabolic equations the problem of reducing them to the equations of diffusion type is considered. In non-degenerate case an effective algorithm for solving this problem is suggested.