Related papers: On the parabolic Adams theorem and its application…
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
The paper presents a new short proof of one of Adams's theorems and a $t$-trace-class theorem for parabolic Morrey spaces.
For the system of second order quasilinear parabolic equations the problem of reducing them to the equations of diffusion type is considered. In non-degenerate case an effective algorithm for solving this problem is suggested.
We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
We consider a second order linear evolution equation with a dissipative term multiplied by a time-dependent coefficient. Our aim is to design the coefficient in such a way that all solutions decay in time as fast as possible. We discover…
Our study of abstract quasi-linear parabolic problems in time-weighted L_p-spaces, begun in [17], is extended in this paper to include singular lower order terms, while keeping low initial regularity. The results are applied to…
We consider the problem of nonparametric estimation of the drift of a continuously observed one-dimensional diffusion with periodic drift. Motivated by computational considerations, van der Meulen e.a. (2014) defined a prior on the drift as…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…
For It\^o stochastic processes in $\mathbb{R}^{d}$ with drift in $L_{d}$ Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding…
We revisit the double adiabatic evolution equations and extend them to the relativistic and ultrarelativistic regimes. We analytically solve the relativistic, time-dependent drift kinetic equation for a homogeneous, magnetized,…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
We study the symmetry reduction of nonlinear partial differential equations which are used for describing diffusion processes in nonhomogeneous medium. We find ansatzes reducing partial differential equations to systems of ordinary…
We provide a class of diffusion processes for continuous time-varying multivariate angular data with explicit transition probability densities, enabling exact likelihood inference. The presented diffusions are time-reversible and can be…
We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…
Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…
We obtain gradient estimates on solutions to parabolic Kolmogorov equation with singular drift in a large class. Such estimates allow to construct a Feller evolution family, which is used to construct unique weak solutions to the…