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It is well-known since the work of Pardoux and Peng [12] that Backward Stochastic Differential Equations provide probabilistic formulae for the solution of (systems of) second order elliptic and parabolic equations, thus providing an…

Probability · Mathematics 2020-03-10 Etienne Pardoux , Aurel Rascanu

In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained in the unbounded…

Probability · Mathematics 2020-08-26 Philippe Briand , Adrien Richou

The qualitative analysis of the initial value problem P related to a non linear third order parabolic equation typical of diffusive models is discussed. Some basic properties of the the fundamental solution of a related linear operator are…

Mathematical Physics · Physics 2012-03-13 M. De Angelis , A. Maio , E. Mazziotti

Let $B$ be a bounded self-adjoint operator and let $A$ be a nonnegative self-adjoint unbounded operator. It is shown that if $BA$ is normal, it must be self-adjoint and so must be $AB$. Commutativity is necessary and sufficient for this…

Functional Analysis · Mathematics 2015-09-11 K. Gustafson , M. H. Mortad

We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class…

Analysis of PDEs · Mathematics 2009-03-19 Matthias Geissert , Luca Lorenzi , Roland Schnaubelt

We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.

Analysis of PDEs · Mathematics 2008-08-19 Thomas Krainer

We study in this paper properties of functions of perturbed normal operators and develop earlier results obtained in \cite{APPS2}. We study operator Lipschitz and commutator Lipschitz functions on closed subsets of the plane. For such…

Functional Analysis · Mathematics 2014-02-26 Aleksei Aleksandrov , Vladimir Peller

We study uniqueness for solutions to the Cauchy problem associated with the parabolic Schr\"odinger equation on complete noncompact Riemannian manifolds, under suitable integral conditions on the solution. We show that, under suitable…

Analysis of PDEs · Mathematics 2025-06-02 Fabio Punzo

We investigate global and local regularity of generalized solutions to parabolic initial-boundary value problem for Petrovskii system of second order differential equations. Results are formulated in terms of the belonging of right-hand…

Analysis of PDEs · Mathematics 2022-06-09 Oleksandr Diachenko , Valerii Los

Continuing the study initiated in our earlier article [7], this paper aims to characterize various continuity properties of nonlinear composition operators acting on some sequence spaces, giving special attention to the space of sequences…

Functional Analysis · Mathematics 2025-05-13 Daria Bugajewska , Piotr Kasprzak

A notion of a particular integrability is introduced when two operators commute on a subspace of the space where they act. Particular integrals for one-dimensional (quasi)-exactly-solvable Schroedinger operators and Calogero-Sutherland…

Mathematical Physics · Physics 2015-06-05 Alexander V. Turbiner

We study the regularity of weak solutions to a certain class of second order parabolic system under the only assumption of continuous coefficients. By using the $A-$caloric approximation argument, we claim that the weak solution $u$ to such…

Analysis of PDEs · Mathematics 2019-07-16 Zhong Tan , Jianfeng Zhou

In the present paper, we establish sharp Sobolev estimates for solutions of fully nonlinear parabolic equations, under minimal, asymptotic, assumptions on the governing operator. In particular, we prove that solutions are in…

Analysis of PDEs · Mathematics 2017-06-08 Ricardo Castillo , Edgard A. Pimentel

In this paper we obtain sharp Petrovskii criteria for the p-parabolic equation, both in the degenerate case p>2 and the singular case 1<p<2. We also give an example of an irregular boundary point at which there is a barrier, thus showing…

Analysis of PDEs · Mathematics 2017-08-25 Anders Björn , Jana Björn , Ugo Gianazza

We consider an inverse problem of reconstructing two spatially varying coefficients in an acoustic equation of hyperbolic type using interior data of solutions with suitable choices of initial condition. Using a Carleman estimate, we prove…

Analysis of PDEs · Mathematics 2018-01-17 L. Beilina , M. Cristofol , S. Li , M. Yamamoto

In this work, we are concerned with inverse problems involving poly-fractional operators, where the poly-fractional operator is of the form \[P( (-\Delta_g)^s)u := \sum_{i=1}^M \alpha_i(-\Delta_{g_i})^{s_i}u\] for $s=(s_1,\dots,s_M)$,…

Analysis of PDEs · Mathematics 2025-05-14 Ching-Lung Lin , Hongyu Liu , Catharine W. K. Lo

We answer in the affirmative a question posed by Landis and Oleinik on unique continuation of variable coefficients parabolic equations.

Analysis of PDEs · Mathematics 2007-11-07 Tu Nguyen

We study in this paper a forward-backward-forward dynamical system for solving a mixed variational inequality problem in a real Hilbert space. For the convergence analysis of our proposed system, we apply the Lyapunov analysis to obtain the…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Chinedu Izuchukwu , Chibueze Christian Okeke

In this article we study an inverse problem for the space-time fractional parabolic operator $(\partial_t-\Delta)^s+Q$ with $0<s<1$ in any space dimension. We uniquely determine the unknown bounded potential $Q$ from infinitely many…

Analysis of PDEs · Mathematics 2019-05-22 Ru-Yu Lai , Yi-Hsuan Lin , Angkana Rüland

In this paper we study the local behavior of a solution to second order elliptic operators with sharp singular coefficients in lower order terms. One of the main results is the bound on the vanishing order of the solution, which is a…

Analysis of PDEs · Mathematics 2008-02-15 Ching-Lung Lin , Gen Nakamura , Jenn-Nan Wang