Related papers: Remarks on the maximal regularity for parabolic bo…

In this work, we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin-Iosifescu…

This article is a continuation of earlier work [R.L. Huang and Y.H. Ye, On the second boundary value problem for a class of fully nonlinear flows I, to appear in International Mathematics Research Notices], where the long time existence and…

This paper focuses on parabolic final value problems, and well-posedness is proved for a large class of these. The clarification is obtained from Hilbert spaces that characterise data that give existence, uniqueness and stability of the…

We study well-posedness of boundary value problems of Dirichlet and Neumann type for elliptic systems on the upper half-space with coefficients independent of the transversal variable, and with boundary data in fractional…

This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative…

This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…

We consider partial differential equations (PDE) of drift-diffusion type in the unit interval, supplemented by either two conservation laws or by a conservation law and a further boundary condition. We treat two different cases: (i) uniform…

In this paper we prove stability estimates of logarithmic type for an inverse problem consisting in the determination of unknown portions of the boundary of a domain in $\mathbb{R}^n$, from a knowledge, in a finite time observation, of…

We study a parabolic initial-boundary-value problem for a system of two differential equations with two boundary conditions of different orders, the Dirichlet and Neumann ones. It occurs specifically in the heat-mass transfer theory. We…

This paper concerns the final value problem for the heat equation under the homogeneous Neumann condition on the boundary of a smooth open set in Euclidean space. The problem is here shown to be isomorphically well posed in the sense that…

We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…

Let $\mathbb{X}$ be a Jordan domain satisfying hyperbolic growth conditions. Assume that $\varphi$ is a homeomorphism from the boundary $\partial \mathbb{X}$ of $\mathbb{X}$ onto the unit circle. Denote by $h$ the harmonic diffeomorphic…

The standard problem for the classical heat equation posed in a bounded domain $\Omega$ of $\mathbb R^n$ is the initial and boundary value problem. If the Laplace operator is replaced by a version of the fractional Laplacian, the initial…

We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…

We consider a heat conduction problem $S$ with mixed boundary conditions in a n-dimensional domain $\Omega$ with regular boundary $\Gamma$ and a family of problems $S_{\alpha}$, where the parameter $\alpha>0$ is the heat transfer…

We introduce the notion of kinetic maximal $L^2$-regularity with temporal weights for the (fractional) Kolmogorov equation. In particular, we determine the function spaces for the inhomogeneity and the initial value which characterize the…

We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct…

In this paper we present the following result on regularity of solutions of the second order parabolic equation $\partial_t u - \mbox{div} (A \nabla u)+B\cdot \nabla u=0$ on cylindrical domains of the form $\Omega=\mathcal O\times\mathbb R$…

Well-posedness and higher regularity of the heat equation with Robin boundary conditions in an unbounded two-dimensional wedge is established in an $L^{2}$-setting of monomially weighted spaces. A mathematical framework is developed which…

The problem of obtaining necessary and sufficient conditions for local existence of non-negative solutions in Lebesgue spaces for semilinear heat equations having monotonically increasing source term $f$ has only recently been resolved…