Related papers: Bessel SPDEs with general Dirichlet boundary condi…
We establish the existence of Lipschitz continuous solutions to the Cauchy Dirichlet problem for a class of evolutionary partial differential equations of the form $$ \partial_tu-\text{div}_x \nabla_\xi f(\nabla u)=0 $$ in a space-time…
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimensional Bessel process. To prove such results, we use the…
We prove results on complex interpolation of vector-valued Sobolev spaces over the half-line with Dirichlet boundary condition. Motivated by applications in evolution equations, the results are presented for Banach space-valued Sobolev…
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…
The notation of generalized Bessel multipliers is obtained by a bounded operator on $\ell^2$ which is inserted between the analysis and synthesis operators. We show that various properties of generalized multipliers are closely related to…
We concern the effect of domain perturbation on the behaviour of stochastic partial differential equations subject to the Dirichlet boundary condition. Under some assumptions, we get an estimate for the solutions under changes of the…
In this paper, we consider the wave equation on an n-dimensional simplex with Dirichlet boundary conditions. Our main result is an asymptotic observability identity from any one face of the simplex. The novel aspects of the result are that…
About thirty years ago we looked for "minimal assumptions" on the data which guarantee that solutions to the $\,2-D\,$ evolution Euler equations in a bounded domain are classical. Classical means here that all the derivatives appearing in…
The energy equalities of compressible Navier-Stokes equations with general pressure law and degenerate viscosities are studied. By using a unified approach, we give sufficient conditions on the regularity of weak solutions for these…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
In this paper we study some boundary operators of a class of Bessel-type Littlewood-Paley extensions whose prototype is \[\Delta_x u(x,y) +\frac{1-2s}{y} \frac{\partial u}{\partial y}(x,y)+\frac{\partial^2 u}{\partial y^2}(x,y)=0 \text{ for…
Given $a,b\ge 0$ and $t>0$, let $\rho =\{ \rho _{s}\} _{0\le s\le t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0,t]$. In this paper, based on a conditional identity in law between Brownian bridges stemming from Pitman's…
We consider the mixed problem for $L$ the Lam\'e system of elasticity in a bounded Lipschitz domain $ \Omega\subset\reals ^2$. We suppose that the boundary is written as the union of two disjoint sets, $\partial\Omega =D\cup N$. We take…
In this paper, we investigate the stabilization of a linear Bresse system with one discontinuous local internal viscoelastic damping of Kelvin-Voigt type acting on the axial force, under fully Dirichlet boundary conditions. First, using a…
In this work we relate the density of the first-passage time of a Wiener process to a moving boundary with the three dimensional Bessel bridge process and a solution of the heat equation with a moving boundary. We provide bounds.
Given a deterministically time-changed Brownian motion $Z$ starting from 1, whose time-change $V(t)$ satisfies $V(t) > t$ for all $t > 0$, we perform an explicit construction of a process $X$ which is Brownian motion in its own filtration…
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…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
We study aspects of Dirichlet S-branes, which are defined as Dirichlet boundary condition on a time like embedding of open strings, in general backgrounds. By applying T-duality along an isometry of the unphysical dS2-branes in NS-NS…