Related papers: Finding a General Solution to a Degenerate Equatio…
We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…
We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…
We examine critically the Gambier equation and show that it is the generic linearisable equation containing, as reductions, all the second-order equations which are integrable through linearisation. We then introduce the general discrete…
In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…
The paper presents a new formula for the fractional integration, which generalizes the Riemann-Liouville and Hadamard fractional integrals into a single form, which when a parameter fixed at different values, produces the above integrals as…
In this paper, we consider the Cauchy problem for the fractional Camassa-Holm equation which models the propagation of small-but-finite amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. Using Kato's…
This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…
We consider the kinetic derivative nonlinear Schr\"odinger equation, which is a one-dimensional nonlinear Schr\"odinger equation with a cubic derivative nonlinear term containing the Hilbert transformation. In our previous work, we proved…
In the paper we find solution representations in the compact integral form to the Cauchy problem for a general form of the Euler--Poisson--Darboux equation with Bessel operators via generalized translation and spherical mean operators for…
The general solutions with free variable to the second-kind Abel equation, a nonlinear ordinary differential equation that has remained unsolved for nearly two centuries, are presented for the first time by using elementary quadrature…
This paper is devoted to strictly hyperbolic systems and equations with non-smooth coefficients. Below a certain level of smoothness, distributional solutions may fail to exist. We construct generalised solutions in the Colombeau algebra of…
In view of the usefulness and importance of the kinetic equation in certain physical problems, the authors derive the explicit solution of a fractional kinetic equation of general character, that unifies and extends earlier results.…
We give an example of quasiderivatives constructed by random time change, Girsanov's Theorem and Levy's Theorem. As an application, we investigate the smoothness and estimate the derivatives up to second order for the probabilistic solution…
By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…
We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…
This article introduces the degenerate special Lagrangian equation (DSL) and develops the basic analytic tools to construct and study its solutions. The DSL governs geodesics in the space of positive graph Lagrangians in $\mathbb{C}^n.$…
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary…