Related papers: A Class of Initial-Boundary Value Problems Governe…
In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…
We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…
In this small paper, we study a boundary value problem for an equation of parabolic-hyperbolic type. The goal is to show how we can prove existence and uniqueness theorem for a regular solution.
The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
In this paper we study the initial boundary value problem for the system $\Delta v= u_{x_1},\ u_t-\mbox{div}\left(\left((a|\mathbf{q}|+m)I+(b-a)\frac{\mathbf{q}\otimes\mathbf{q}}{|\mathbf{q}|}\right)\nabla u\right)=-\nabla…
In this paper, we discuss an initial-boundary value problem (IBVP) for the multi-term time-fractional diffusion equation with x-dependent coefficients. By means of the Mittag-Leffler functions and the eigenfunction expansion, we reduce the…
We study an initial boundary value problem for a cross-diffusion system in population dynamics. The mathematical challenge is due to the fact that the determinant of the coefficient matrix of the system changes signs. As a result, the…
The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…
First principle based prediction of mean flow quantities of wall-bounded turbulent flows (channel, pipe, and turbulent boundary layer - TBL) is of great importance from both physics and engineering standpoints. Here (Part I), we present a…
This paper studies regularity property of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidimensional jump diffusion with possibly `infinite-activity'…
In this paper, a strongly damped semilinear wave equation with a general nonlinearity is considered. With the help of a newly constructed auxiliary functional and the concavity argument, a general finite time blow-up criterion is…
We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…
We study the existence theory for parabolic variational inequalities in weighted $L^2$ spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for…
We show a result of maximal regularity in spaces of H\"older continuous function, concerning linear parabolic systems, with dynamic or Wentzell boundary conditions, with an elliptic diffusion term on the boundary.
This paper studies {a} mixed singular/switching stochastic control problem for a multidimensional diffusion with multiples regimes on a bounded domain. Using probabilistic, partial differential equation (PDE) and penalization techniques, we…
As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in…
We consider a class of viscous fluids with a general monotone dependence of the viscous stress on the symmetric velocity gradient. We introduce the concept of dissipative solution to the associated initial boundary value problem inspired by…
We consider the initial-boundary value problem of a thermodynamically consistent diffuse interface model for incompressible two-phase flows with unmatched densities in a bounded domain $\Omega\subset\mathbb{R}^3$. Our first aim is to study…