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A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…

Probability · Mathematics 2007-05-23 B. Goldys , B. Maslowski

We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…

Analysis of PDEs · Mathematics 2022-02-11 Takahiro Kosugi , Ryuichi Sato

In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we…

Analysis of PDEs · Mathematics 2014-04-30 Guy Barles , Emmanuel Chasseigne , Adina Ciomaga , Cyril Imbert

The Cauchy problem for a quasilinear system of hyperbolic-parabolic equations is addressed with the method of linearization and fixed point. Coupling between the hyperbolic and parabolic variables is allowed in the linearization and we do…

Analysis of PDEs · Mathematics 2022-12-13 Felipe Angeles

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

Probability · Mathematics 2019-10-15 R. Mikulevicius , C. Phonsom

We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…

Analysis of PDEs · Mathematics 2014-12-02 Eric Hernandez Sastoque , Juan C. Juajibioy , Christian Klingenberg , Leonardo RendÓn

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova

The global dynamics and regularity of parabolic-hyperbolic systems is an interesting topic in PDEs due to the coupling of competing dissipation and hyperbolic effects. This paper is concerned with the Cauchy problem of a…

Analysis of PDEs · Mathematics 2019-09-10 Hongyun Peng , Zhian Wang

We consider the Cauchy problem in the Euclidean space for a doubly degenerate parabolic equation with a space-dependent exponential weight, roughly speaking of the type of the exponential of a power of the distance from the origin. We…

Analysis of PDEs · Mathematics 2024-10-31 Daniele Andreucci , Anatoli F. Tedeev

We investigate the Cauchy-Dirichlet problem for linear parabolic equations in divergence form. Under mild assumptions on the source term and the domain, we prove the existence of globally H\"{o}lder continuous solutions. Notably, our…

Analysis of PDEs · Mathematics 2026-01-07 Takanobu Hara

We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…

Analysis of PDEs · Mathematics 2023-10-09 Pascal Auscher , Moritz Egert

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

Differential Geometry · Mathematics 2015-07-21 Hong Huang

In this work, we study the Cauchy problem of Poiseuille flow of the full Ericksen-Leslie model for nematic liquid crystals. The model is a coupled system of two partial differential equations: One is a quasi-linear wave equation for the…

Analysis of PDEs · Mathematics 2023-09-06 Geng Chen , Weishi Liu , Majed Sofiani

This paper is concerned with the Minkowski convolution of viscosity solutions of fully nonlinear parabolic equations. We adopt this convolution to compare viscosity solutions of initial-boundary value problems in different domains. As a…

Analysis of PDEs · Mathematics 2019-04-26 Kazuhiro Ishige , Qing Liu , Paolo Salani

We study the strong solvability of the Cauchy-Dirichlet problem for parabolic quasilinear equations with discontinuous data. The principal coefficients depend on the point $(x,t)$ and on the solution u, the dependence on x is of VMO type…

Analysis of PDEs · Mathematics 2025-05-23 Rescigno Rosamaria

We consider the obstacle problem with two irregular reflecting barriers for the Cauchy-Dirichlet problem for semilinear parabolic equations with measure data. We prove the existence and uniqueness of renormalized solutions of the problem…

Analysis of PDEs · Mathematics 2015-07-24 Tomasz Klimsiak , Andrzej Rozkosz

In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.

Analysis of PDEs · Mathematics 2022-02-01 Hoang-Son Do

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We discuss the application of recent results on generalized solutions to the Cauchy problem for hyperbolic systems to Dirac equations with external fields. In further analysis we focus on the question of existence of associated…

Mathematical Physics · Physics 2018-04-17 Guenther Hoermann , Christian Spreitzer

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…

Analysis of PDEs · Mathematics 2019-05-17 Ivan D. Remizov