Related papers: Analyticity for Solution of Integro-Differential O…
We prove for some singular kernels $K(x,y)$ that viscosity solutions of the integro-differential equation $\int_{\mathbb{R}^n} \left[u(x+y)+u(x-y)-2u(x)\right]\,K(x,y)dy=f(x)$ locally belong to some Gevrey class if so does $f$. The…
The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{\'e}vy operator is shown in this paper. The key is Lemma 2.1, in which we construct a sequence of the approximating test…
The comparison principle and the existence of the solution of the integro-differential equation with L{\'e}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate…
In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric,…
We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…
We address the global persistence of analyticity and Gevrey-class regularity of solutions to the two and three-dimensional visco-elastic second-grade fluid equations. We obtain an explicit novel lower bound on the radius of analyticity of…
We study the integro-differential operators $L$ with kernels $K(y) = a(y) J(y)$, where $J(y)dy$ is a L\'evy measure on $\bR^d$ (i.e. $\int_{\bR^d}(1\wedge |y|^2)J(y)dy<\infty$) and $a(y)$ is an only measurable function with positive lower…
Using probabilistic methods we study the existence of viscosity solutions to non-linear integro-differential equations $$\partial_t u(t,x) - \sup_{\alpha \in I} \bigg( b_{\alpha}(x) \cdot \nabla_x u(t,x) + \frac{1}{2}…
This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $\mathbb R^n$. This class of equations includes Bellman equations containing operators of L\'evy-It\^o…
This note is an addendum to the work initiated by Promyslov on the integro-differential equation arising in the ruin problem for annuity payment models. First, the existence of viscosity solutions is proved. Then the regularity of these…
The class of differential-equation eigenvalue problems $-y''(x)+x^{2N+2}y(x)=x^N Ey(x)$ ($N=-1,0,1,2,3,...$) on the interval $-\infty<x<\infty$ can be solved in closed form for all the eigenvalues $E$ and the corresponding eigenfunctions…
We consider the linear integro-differential operator $L$ defined by \[ Lu(x) =\int_\Rn (u(x+y) - u(x) - 1_{[1,2]}(\alpha) 1_{\{|y|\leq 2\}}(y)y \cdot \nabla u(x)) k(x,y) \sd y . \] Here the kernel $k(x,y)$ behaves like $|y|^{-d-\alpha}$,…
Let $(1) Rh=f$, $0\leq x\leq L$, $Rh=\int^L_0 R(x,y)h(y) dy$, where the kernel $R(x,y)$ satisfies the equation $QR=P\delta(x-y)$. Here $Q$ and $P$ are formal differential operators of order $n$ and $m<n$, respectively, $n$ and $m$ are…
This paper addresses the problem of finding an asymptotic solution for first and second order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of…
In this paper we consider a large class of fully nonlinear integro-differential equations. The class of our nonlocal operators we consider is not spatial homogeneous and we put mild assumptions on its kernel near zero. We prove the H\"older…
We prove H\"older estimates for viscosity solutions of a class of possibly degenerate and singular equations modelled by the fractional $p$-Laplace equation $$ \text{PV}…
We are concerned with the Cauchy problem for the KdV equation for nonsmooth locally integrable initial profiles q's which are, in a certain sense, essentially bounded from below and q(x)=O(e^{-cx^{{\epsilon}}}),x\rightarrow+\infty, with…
A necessary and sufficient condition for local solvability is presented for the linear partial differential operators $-X^2-Y^2+ia(x)[X,Y]$ in $\bold R^3=\{(x,y,t)\}$, where $X=\partial_x,\; Y=\partial_y+x^k\partial_t$, and $a\in…
We consider the problems of the numerical solution of the Cauchy problem for an evolutionary equation with memory when the kernel of the integral term is a difference one. The computational implementation is associated with the need to work…
In this work we provide an Aleksandrov-Bakelman-Pucci type estimate for a certain class of fully nonlinear elliptic integro-differential equations, the proof of which relies on an appropriate generalization of the convex envelope to a…