English
Related papers

Related papers: Alternative probabilistic representations of Baren…

200 papers

We establish the existence and uniqueness of fundamental solutions for the fractional porous medium equation introduced in \cite{PQRV1}. They are self-similar functions of the form $u(x,t)= t^{-\alpha} f(|x|\,t^{-\beta})$ with suitable…

Analysis of PDEs · Mathematics 2015-03-20 Juan Luis Vazquez

We introduce Fundamental solutions of Barenblatt type for the equation $u_t=\sum_{i=1}^N \bigg( |u_{x_i}|^{p_i-2}u_{x_i} \bigg)_{x_i}$, $p_i >2 \quad \forall i=1,..,N$, on $\Sigma_T=\mathbb{R}^N \times[0,T]$, and we prove their importance…

Analysis of PDEs · Mathematics 2020-12-24 Simone Ciani , Vincenzo Vespri

This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…

Probability · Mathematics 2010-11-05 S. C. Lim , L. P. Teo

We study the existence of nontrivial nonlocal nonnegative solutions $u(x,t)$ of the nonlinear initial value problems \[ (\partial_t -\Delta)^\alpha u\geq u^\lambda \quad \text{in } \mathbb{R}^n \times\mathbb{R},\,n\geq 1 \] \[ u=0…

Analysis of PDEs · Mathematics 2020-05-14 Steven D. Taliaferro

For the fundamental solutions of heat-type equations of order $n$ we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process $X_n$ related to…

Probability · Mathematics 2012-03-15 Enzo Orsingher , Mirko D'Ovidio

We present a complete description of the similarity solutions $u_{\alpha}(x,t)=t^{-\alpha/2}f(\Vert x \Vert/\sqrt{t};\alpha)$ for the following nonlinear diffusion equation $$ u_{t}+\gamma\vert u_{t} \vert =\Delta u\qquad(-1<\gamma<1) $$…

Analysis of PDEs · Mathematics 2014-08-26 Rodrigo Meneses Pacheco

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

A complete family of solutions for the one-dimensional reaction-diffusion equation \[ u_{xx}(x,t)-q(x)u(x,t) = u_t(x,t) \] with a coefficient $q$ depending on $x$ is constructed. The solutions represent the images of the heat polynomials…

Analysis of PDEs · Mathematics 2018-03-09 Vladislav V. Kravchenko , Josafath A. Otero , Sergii M. Torba

This work is concerned with the probabilistic representation of solutions to the $p$-Laplace evolution equation $\frac{\partial u}{\partial t}={\rm div}(|\nabla u|^{p-2}\nabla u)$ in $(0,\infty)\times\mathbb{R}^d$, $u(0,x)=u_0(x),$…

Analysis of PDEs · Mathematics 2026-04-30 Viorel Barbu , Michael Röckner

Some solutions for one class of nonlinear fourth-order partial differential equations \[u_{tt} = ({\kappa u + \gamma u^2})_{xx} + \nu uu_{xxxx} + \mu u_{xxtt} + \alpha u_x u_{xxx} + \beta u_{xx}^2 \] where $\alpha ,\;\beta ,\;\gamma ,\;\mu…

Classical Analysis and ODEs · Mathematics 2010-10-12 Supaporn Suksern

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

The main goal of this work is to prove that every non-negative {\it strong solution} $u(x,t)$ to the problem $$ u_t+(-\Delta)^{\alpha/2}u=0 \ \quad\mbox{for } (x,t)\in\mathbb{R}^{n}\times(0,T), \quad 0<\alpha<2, $$ can be written as…

Analysis of PDEs · Mathematics 2015-06-15 Begoña Barrios , Ireneo Peral , Fernando Soria , Enrico Valdinoci

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

Probability · Mathematics 2013-06-28 Makoto Nakashima

In this article we derive gradient estimation for positive solution of the equation \begin{equation*} (\partial_t-\Delta_f)u = A(u)p(x,t) + B(u)q(x,t) + \mathcal{G}(u) \end{equation*} on a weighted Riemannian manifold evolving along the…

Differential Geometry · Mathematics 2025-01-17 Yanlin Li , Abimbola Abolarinwa , Suraj Ghosh , Shyamal Kumar Hui

We establish both the existence and uniqueness of non-negative global solutions for the nonlinear heat equation $u_t-\Delta u=|x|^{-\gamma}\,u^q$, $0<q<1$, $\gamma>0$ in the whole space $\mathbb{R}^N$, and for non-negative initial data…

Analysis of PDEs · Mathematics 2026-01-21 Miguel Loayza , Mohamed Majdoub

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…

Analysis of PDEs · Mathematics 2013-10-08 Matteo Bonforte , Juan Luis Vazquez

We consider the "convection-diffussion" equation $u_t=J*u-u-uu_x,$ where $J$ is a probability density. We supplement this equation with step-like initial conditions and prove a convergence of corresponding solution towards a rarefaction…

Analysis of PDEs · Mathematics 2013-04-17 Anna Pudelko

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Probability · Mathematics 2026-05-29 Michael Salins , Yuyang Zhang

We consider travelling wave solutions of the reaction diffusion equation with quintic nonlinearities $u_t = u_{xx} + \mu u (1 -u ) ( 1 +\alpha u + \beta u^2 +\gamma u^3)$. If the parameters $\alpha , \beta$ and $\gamma$ obey a special…

patt-sol · Physics 2009-10-28 R. D. Benguria , M. C. Depassier

In this paper, we study a class of generalized extensible beam equations with a superlinear nonlinearity \begin{equation*} \left\{ \begin{array}{ll} \Delta ^{2}u-M\left( \Vert \nabla u\Vert _{L^{2}}^{2}\right) \Delta u+\lambda V(x) u=f(…

Analysis of PDEs · Mathematics 2018-12-10 Juntao Sun , Tsung-fang Wu
‹ Prev 1 2 3 10 Next ›