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We prove the existence and pointwise lower and upper bounds for the fundamental solution of the degenerate second order partial differential equation related to Geman-Yor stochastic processes, that arise in models for option pricing theory…

Analysis of PDEs · Mathematics 2018-06-14 Gennaro Cibelli , Sergio Polidoro , Francesco Rossi

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Probability · Mathematics 2025-09-03 Aobo Chen , Zhenyu Yu

This paper concerns the existence of global weak solutions \`a la Leray for compressible Navier-Stokes equations with a pressure law that depends on the density and on time and space variables $t$ and $x$. The assumptions on the pressure…

Analysis of PDEs · Mathematics 2021-08-11 Didier Bresch , Pierre Emmanuel Jabin , Fei Wang

In this paper we explore the weak solution of a time-dependent inverse source problem and inverse initial problem for $q$-analogue of the heat equation. As an over-determination condition we have used integral type condition on…

Analysis of PDEs · Mathematics 2022-12-15 Erkinjon Karimov , Serikbol Shaimardan

By the coupling method, we establish the Harnack inequalities, derivative formula and Driver's integration by parts formula for the stochastic Klein-Gordon type equations in the interval. We provide a detailed discussion about the nonlinear…

Probability · Mathematics 2013-11-01 Zhang Shao-Qin

We prove continuity and Harnack's inequality for bounded solutions to the equation $$ {\rm div}\big(|\nabla u|^{p(x)-2}\,\nabla u \big)=0, \quad p(x)= p + L\frac{\log\log\frac{1}{|x-x_{0}|}}{\log\frac{1}{|x-x_{0}|}},\quad L > 0, $$ under…

Analysis of PDEs · Mathematics 2022-08-04 Igor Skrypnik , Yevgeniia Yevgenieva

We consider a damped/driven cubic NLS equation on a torus under the limit when first the amplitude of solutions goes to zero and then the period of the torus goes to infinity. We suggest another proof of the kinetic approximation for the…

Mathematical Physics · Physics 2025-06-05 Andrey Dymov

A new approach to obtain the closure formulas for the von K\'arm\'an--Howarth and Corrsin equations is presented, which is based on the Lagrangian representation of the fluid motion, and on the Liouville theorem associated to the kinematics…

Fluid Dynamics · Physics 2016-03-08 Nicola de Divitiis

We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein $\mathcal{W}_2$ distance. Finally,…

Probability · Mathematics 2025-03-25 Helge Dietert , Josephine Evans , Thomas Holding

We establish a connection between a sharp double-sided Harnack bound for positive solutions of a fractional heat equation and the circular geometry in higher dimensions. The present work extends and generalizes the results obtained in the…

Analysis of PDEs · Mathematics 2025-06-11 Mateusz Dembny , Mikołaj Sierżęga

In this paper, we consider the Boltzmann equation for a polyatomic gas. We establish that the mild solution to the Boltzmann equation on the torus is globally well-posed, provided the initial data that satisfy bounded velocity-weighted…

Analysis of PDEs · Mathematics 2025-01-23 Gyounghun Ko , Sung-jun Son

We consider the compressible Navier-Stokes-Fourier system on time-dependent domains with prescribed motion of the boundary, supplemented with slip boundary conditions for the velocity. Assuming that the pressure can be decomposed into an…

Analysis of PDEs · Mathematics 2015-11-17 Ondrej Kreml , Vaclav Macha , Sarka Necasova , Aneta Wroblewska-Kaminska

Let $p:\mathbb{C}\to\mathbb{R}$ be a subharmonic, nonharmonic polynomial and $\tau$ a real parameter. Define $\bar{Z}_{\tau p} = \partial_{\bar z} + \tau p_{\bar z}$, a closed, densely-defined operator on $L^2(\mathbb{C})$. If $\Box_{\tau…

Complex Variables · Mathematics 2007-12-11 Andrew Raich

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

Probability · Mathematics 2025-02-24 Jiaming Chen

P. Salani [Adv. Math., 229 (2012)] introduced the $k$-torsional rigidity associated with a $k$-Hessian equation and obtained the Brunn-Minkowski inequalities $w.r.t.$ the torsional rigidity in $\mathbb{R}^3$. Following this work, we first…

Differential Geometry · Mathematics 2026-03-31 Xia Zhao , Peibiao Zhao

We construct global weak solutions to isothermal quantum Navier-Stokes equations, with or without Korteweg term, in the whole space of dimension at most three. Instead of working on the initial set of unknown functions, we consider an…

Analysis of PDEs · Mathematics 2023-12-04 Rémi Carles , Kleber Carrapatoso , Matthieu Hillairet

We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…

Optimization and Control · Mathematics 2020-04-24 Anna Chiara Lai , Monica Motta

We study existence and uniqueness of weak solutions to (F) $\partial\_t u+ (-\Delta)^\alphau+h(t, u)=0 $ in $(0,\infty)\times\R^N$,with initial condition $u(0,\cdot)=\nu$ in $\R^N$, where $N\ge2$, the operator $(-\Delta)^\alpha$is the…

Analysis of PDEs · Mathematics 2015-09-10 Huyuan Chen , Laurent Veron , Ying Wang

We obtain periodic solutions for nonlinear Dirac equations with a nonlinear term that is not necessarily coercive.This amounts to study the equation on a three-dimensional torus.The Palais-Smale condition is enhanced by involving a coercive…

Analysis of PDEs · Mathematics 2026-03-04 Fuping Zhang , Ruijun Wu

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…

Probability · Mathematics 2010-07-07 Nicolas Fournier , Jacques Printems
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