Related papers: Dirichlet problem for diffusions with jumps
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…
Let \begin{equation*} L=\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}-\sum_{i=1}^db_i\frac{\partial}{\partial x_i} \end{equation*} be a second order elliptic operator and consider the reaction-diffusion equation with…
Fix $R>0$ and let $B_R$ denote the ball of radius $R$ centered at the origin in $R^d$, $d\ge2$. Let $D\subset B_R$ be an open set with smooth boundary and such that $R^d-\bar D$ is connected, and let $$…
We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…
This paper provides a quantitative study of nonnegative solutions to nonlinear diffusion equations of porous medium-type of the form $\partial_t u + {\mathcal L}u^m=0$, $m>1$, where the operator ${\mathcal L}$ belongs to a general class of…
We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…
The present paper commences the study of higher order differential equations in composition form. Specifically, we consider the equation Lu=\Div B^*\nabla(a\Div A\nabla u)=0, where A and B are elliptic matrices with complex-valued bounded…
We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…
In this article, we are interested in the Dirichlet problem for parabolic viscous Hamilton-Jacobi Equations. It is well-known that the gradient of the solution may blow up in finite time on the boundary of the domain, preventing a classical…
We consider the Dirichlet problem Lu = 0 in D u = g on E = boundary of D for two second order elliptic operators L_k(u) = \sum_{i,j=1}^n a_k^{ij}(x) \partial_{ij} u(x), k=0,1, in a bounded Lipschitz domain D in R^n. The coefficients…
We study the boundary regularity of solutions of the Dirichlet problem for the nonlocal operator with a kernel of variable orders. Since the order of differentiability of the kernel is not represented by a single number, we consider the…
The present paper pioneers the study of the Dirichlet problem with $L^q$ boundary data for second order operators with complex coefficients in domains with lower dimensional boundaries, e.g., in $\Omega := \mathbb R^n \setminus \mathbb R^d$…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
We study the Dirichlet problem for the semi--linear partial differential equations ${\rm div}\,(A\nabla u)=f(u)$ in simply connected domains $D$ of the complex plane $\mathbb C$ with continuous boundary data. We prove the existence of the…
In this paper we survey some results on the Dirichlet problem \[\left\{ \begin{array}{rcll} L u &=&f&\textrm{in }\Omega \\ u&=&g&\textrm{in }\mathbb R^n\backslash\Omega \end{array}\right.\] for nonlocal operators of the form…
We study the principal Dirichlet eigenfunction $\varphi_U$ when the domain $U$ is a perturbation of a bounded inner uniform domain in a strictly local regular Dirichlet space. We prove that if $U$ is suitably contained in between two inner…
This paper investigates the Dirichlet problem for a non-divergence form elliptic operator $L$ in a bounded domain of $\mathbb{R}^2$. Assuming that the principal coefficients satisfy the Dini mean oscillation condition, we establish the…
In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…
In this paper, we consider control constrained $L^2-$Dirichlet boundary control of a convection-diffusion equation on a two dimensional convex polygonal domain. We discretize the control problem based on the local discontinuous Galerkin…
Our aim is to study the limit of the solution of reaction-diffusion porous medium equation with linear drift $\displaystyle\partial_t u -\Delta u^m +\nabla \cdot (u \: V)=g(t,x,u) $, as $m\to\infty.$ We study the problem in bounded domain…