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In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have…

Probability · Mathematics 2009-07-27 Zhen-Qing Chen , Tusheng Zhang

How do decisions change with the economic environment and with time? This paper studies general nonstationary stopping problems and provides the methodological tools to answer these questions. First, we identify conditions that ensure a…

Theoretical Economics · Economics 2024-08-01 Théo Durandard , Matteo Camboni

The incompressible Navier-Stokes equations are re-formulated to involve an arbitrary time dilation; and in this manner, the modified Navier-Stokes equations are obtained which have some penalization terms in the right hand side. Then, the…

Fluid Dynamics · Physics 2014-12-17 Fereidoun Sabetghadam

The purpose of this paper is to investigate the existence of three different weak solutions to a nonlinear elliptic problem that is governed by the weighted {\varphi}-Laplacian operator and subjected to Dirichlet boundary conditions. We…

Analysis of PDEs · Mathematics 2023-09-12 Abderrahmane Lakhdari , Nedra Belhaj Rhouma

The existence of solutions to some initial-boundary value problem for the Stokes system is proved. The result is shown in Sobolev-Slobodetskii spaces such that the velocity belongs to $W_r^{2+\sigma,1+\sigma/2}(\Omega^T)$ and gradient of…

Analysis of PDEs · Mathematics 2024-02-08 Joanna Rencławowicz , Wojciech M. Zajączkowski

We review $H^{1}$-well-posedness for initial value problems of ordinary differential equations with state-dependent right-hand side. We streamline known approaches to infer existence and uniqueness of solutions for small times given a…

Classical Analysis and ODEs · Mathematics 2024-10-29 Bernhard Aigner , Marcus Waurick

We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…

Analysis of PDEs · Mathematics 2019-03-28 Tomasz Klimsiak , Andrzej Rozkosz , Leszek Slominski

We investigate the existence of two nontrivial solutions for a poly-Laplacian system involving concave-convex nonlinearities and parameters with Dirichlet boundary condition on locally finite graphs. By using the mountain pass theorem and…

Analysis of PDEs · Mathematics 2023-12-27 Ping Yang , Xingyong Zhang

A numerical method for the Dirichlet initial boundary value problem for the elastic equation in the exterior and unbounded region of a smooth closed simply connected 2-dimensional domain, is proposed and investigated. This method is based…

Numerical Analysis · Mathematics 2024-02-23 Roman Chapko , Leonidas Mindrinos

In this paper, we study the Cauchy-Dirichlet problem \begin{equation*} \left\{ \begin{array}{ll} \mbox{$\partial_t u - \operatorname{div} \left( D_\xi f(t, Du)\right) = 0$ } & \mbox{in $\Omega_T$}, \\[5pt] \mbox{$u = u_o$} & \mbox{on…

Analysis of PDEs · Mathematics 2022-09-09 Leah Schätzler , Jarkko Siltakoski

We consider the Dirac operator on globally hyperbolic manifolds with timelike boundary and show well-posedness of the Cauchy initial-boundary value problem coupled to MIT-boundary conditions. This is achieved by transforming the problem…

Differential Geometry · Mathematics 2022-02-24 Nadine Große , Simone Murro

The eigenvalue problem for the Laplacian on bounded, planar, convex domains with mixed boundary conditions is considered, where a Dirichlet boundary condition is imposed on a part of the boundary and a Neumann boundary condition on its…

Spectral Theory · Mathematics 2023-01-26 Nausica Aldeghi , Jonathan Rohleder

In this paper, we investigate the existence of positive weak solutions to a nonlocal singular elliptic problem under Dirichlet boundary condition. Problem is settled in fractional Musielak-Sobolev spaces with variable order. The main tool…

Analysis of PDEs · Mathematics 2025-12-09 Azeddine Baalal , Mohamed Berghout , El-Houcine Ouali

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

Dynamical Systems · Mathematics 2022-06-10 Giovanni Russo , Fabian Wirth

In this work, we consider not only a discontinuous boundary-value problem with retarded argument and four supplementary transmission conditions at the two points of discontinuities but also, eigenparameter-dependent boundary conditions and…

Classical Analysis and ODEs · Mathematics 2013-07-02 Serkan Araci , Mehmet Acikgoz , Azad Bayramov , Erdoğan Şen

This paper investigates the initial value problem for a system of one-dimensional fourth-order dispersive partial differential-integral equations with nonlinearity involving derivatives up to second order. Examples of the system arise in…

Analysis of PDEs · Mathematics 2024-07-29 Eiji Onodera

The model problem of a plane angle for a second-order elliptic system subject to Dirichlet, mixed, and Neumann boundary conditions is analyzed. For each boundary condition, the existence of solutions of the form $r^\lambda v$ is reduced to…

Analysis of PDEs · Mathematics 2025-11-26 Michael Tsopanopoulos

The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…

Probability · Mathematics 2025-03-05 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang