Related papers: About semilinear low dimension Bessel PDEs

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…

In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ \theta_t + (H\theta) \theta_x +(-\Delta)^\alpha…

We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show that stochastic Komatu-Loewner evolutions SKLE$_{\alpha,b}$…

Let $g$ be a primitive holomorphic or Maass newform for $\Gamma_0(D)$. In this paper, by studying the Bessel integrals associated to $g$, we prove an asymptotic Bessel $\delta$-identity associated to $g$. Among other applications, we prove…

We introduce a novel approach for defining a $\delta'$-interaction on a subset of the real line of Lebesgue measure zero which is based on Sturm-Liouville differential expression with measure coefficients. This enables us to establish basic…

Motivated by a recent study of Bessel operators in connection with a refinement of Hardy's inequality involving $1/\sin^2(x)$ on the finite interval $(0,\pi)$, we now take a closer look at the underlying Bessel-type operators with more…

A characterization of a semilinear elliptic partial differential equation (PDE) on a bounded domain in $\mathbb{R}^n$ is given in terms of an infinite-dimensional dynamical system. The dynamical system is on the space of boundary data for…

We consider a nonlinear transmission problem for a Bresse beam, which consists of two parts, damped and undamped. The mechanical damping in the damped part is present in the shear angle equation only, and the damped part may be of arbitrary…

We establish well-posedness results for multidimensional non degenerate $\alpha$-stable driven SDEs with time inhomogeneous singular drifts in $\mathbb{L}^r-{\mathbb B}_{p,q}^{-1+\gamma}$ with $\gamma<1$ and $\alpha$ in $(1,2]$, where…

We investigate the regularity of local weak solutions to evolution equations of the form \[…

We derive the unique continuation property of a class of semi-linear elliptic equations with non-Lipschitz nonlinearities. The simplest type of equations to which our results apply is given as $-\Delta u = |u|^{\sigma-1} u$ in a domain…

In this paper we examine the asymptotic structure of the pseudospectrum of the singular Sturm-Liouville operator $L=\partial_x(f\partial_x)+\partial_x$ subject to periodic boundary conditions on a symmetric interval, where the coefficient…

The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations (BSDEs) with a diagonally quadratic generator. We give a new priori estimate, and prove that the BSDE admits a…

Let $\Omega \subset {\mathbb R}^N$ ($N \geq 3$) be a $C^2$ bounded domain and $\delta$ be the distance to $\partial \Omega$. We study positive solutions of equation (E) $-L_\mu u+ g(|\nabla u|) = 0$ in $\Omega$ where $L_\mu=\Delta +…

Let $\Omega\subset\mathbb{R}^N$ ($N\geq 3$) be a bounded $C^2$ domain and $\Sigma\subset\partial\Omega$ be a compact $C^2$ submanifold of dimension $k$. Denote the distance from $\Sigma$ by $d_\Sigma$. In this paper, we study positive…

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a…

We consider the problem of existence of a (unique) weak solution to the SDE describing symmetric $\alpha$-stable process with a locally unbounded drift $b:\mathbb R^d \rightarrow \mathbb R^d$, $d \geq 3$, $1<\alpha<2$. In this paper, $b$…

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…

In this article, we study strictly elliptic, second-order differential operators on a bounded Lipschitz domain in $\mathbb{R}^d$, subject to certain non-local Wentzell-Robin boundary conditions. We prove that such operators generate…