Related papers: Remarks on parabolic Kolmogorov operator
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
We develop a general solution for the Fokker-Planck (Kolomogorov) equation representing the diffusion limit of the Wright-Fisher model of random genetic drift for an arbitrary number of alleles at a single locus. From this solution, we can…
We prove that a probability solution of the stationary Kolmogorov equation generated by a first order perturbation $v$ of the Ornstein--Uhlenbeck operator $L$ possesses a highly integrable density with respect to the Gaussian measure…
We revisit Kolchin's results on definability of differential Galois groups of strongly normal extensions, in the case where the field of constants is not necessarily algebraically closed. In certain classes of differential topological…
Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…
This paper concerns about the weak unique continuation property of solutions of a general system of differential equation/inequality with a second order strongly elliptic system as its leading part. We put not only some natural assumption…
The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…
Classical solutions to PDEs with discrete state-dependent delay are studied. We prove the well-posedness in a set $X_F$ which is an analogous to the solution manifold used for ordinary differential equations with state-dependent delay. We…
We introduce a cohomology set for groups defined by algebraic difference equations and show that it classifies torsors under the group action. This allows us to compute all torsors for large classes of groups. We also develop some tools for…
In this paper we develop the $l_p$-theory of space-time stochastic difference equations which can be considered as a discrete counterpart of N.V. Krylov's $L_p$-theory of stochastic partial differential equations. We also prove a…
In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…
Within the class of (1+2)-dimensional ultraparabolic linear equations, we distinguish a fine Kolmogorov backward equation with a quadratic diffusivity. Modulo the point equivalence, it is a unique equation within the class whose essential…
In this paper, we study a new class of fractional partial differential equations which are obtained by minimizing variational problems in fractional Sobolev spaces. We introduce a notion of fractional gradient which has the potential to…
We investigate the singular sets of solutions of conformally covariant elliptic operators of fractional order with the goal of developing generalizations of some well-known properties of solutions of the singular Yamabe problem.
In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…
We prove two new results connected with elliptic Fokker-Planck-Kolmogorov equations with drifts integrable with respect to solutions. The first result answers negatively a long-standing question and shows that a density of a probability…
We consider the Krall-Sheffer class of admissible, partial differential operators in the plane. We concentrate on algebraic structures, such as the role of commuting operators and symmetries. For the polynomial eigenfunctions, we give…
Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given…
We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…