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Several applied problems are characterized by the need to numerically solve equations with an operator function (matrix function). In particular, in the last decade, mathematical models with a fractional power of an elliptic operator and…
We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic H\"{o}lder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator…
The principal aim of this article is to establish an iteration method on the space of resurgent functions. We discuss endless continuability of iterated convolution products of resurgent functions and derive their estimates developing the…
As was the case in a previous paper, the differential form x+ydxdy plays the role that the variable z plays in the standard calculus of complex variable. The role of holomorphic functions will now be played by strict harmonic differential…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…
We consider fractional relaxation and fractional oscillation equations involving Erdelyi-Kober integrals. In terms of Riemann-Liouville integrals, the equations we analyze can be understood as equations with time-varying coefficients.…
Several new methods of numerical integration of Cauchy problems with blow-up solutions for nonlinear ordinary differential equations of the first- and second-order are described. Solutions of such problems have singularities whose positions…
In this article we study solutions to second order linear difference equations with variable coefficients. Under mild conditions we provide closed form solutions using finite continued fraction representations. The proof of the results are…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…
When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find…
In this paper, we study the bicomplex version of the Paley-Weiner theorem and the Cauchy integral formula in the upper half-plane.
Solutions of nonlinear functional equations are generally not expressed as a finite number of combinations and compositions of elementary and known special functions. One of the approaches to study them is, firstly, to find formal solutions…
In this article we solve explicitly some Cauchy problems of the heat type attached to the generalized real and complex Dirac, Euler and Harmonic oscillator operators. Our principal tool is the Bargmann transform.
A Cauchy type integral operator is associated to a class of integrable vector fields with complex coefficients. Properties of the integral operator are used to deduce Holder solvability of semilinear equations and a strong similarity…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…
We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…