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Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…

Probability · Mathematics 2020-02-12 Franziska Kühn

In this work, we address the questions of existence, uniqueness, and boundary behavior of the positive weak-dual solution of equation $\mathbb{L}_\gamma^s u = \mathcal{F}(u)$, posed in a $C^2$ bounded domain $\Omega \subset \mathbb{R}^N$,…

Analysis of PDEs · Mathematics 2022-11-15 Rakesh Arora , Phuoc-Tai Nguyen , Vicentiu D. Radulescu

We investigate elliptic boundary-value problems with additional unknown functions in boundary conditions. These problems were introduced by Lawruk. We prove that the operator corresponding to such a problem is bounded and Fredholm on…

Analysis of PDEs · Mathematics 2017-04-05 Iryna S. Chepurukhina , Aleksandr A. Murach

Let $X$ be a separable Banach space endowed with a non-degenerate centered Gaussian measure $\mu$. The associated Cameron-Martin space is denoted by $H$. Let $\nu=e^{-U}\mu$, where $e^{-U}$ is a sufficiently regular weight and…

Analysis of PDEs · Mathematics 2021-06-09 Gianluca Cappa , Simone Ferrari

We give necessary and sufficient conditions for the solvability of some semilinear elliptic boundary value problems involving the Laplace operator with linear and nonlinear highest order boundary conditions involving the Laplace-Beltrami…

Analysis of PDEs · Mathematics 2013-11-14 Ciprian G. Gal , Gisele Ruiz Goldstein , Jerome A. Goldstein , Silvia Romanelli , Mahamadi Warma

We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation \[dX_t=|X_t|^{\alpha} dW_t,\] where $W_t$ is a one-dimensional Brownian motion and $\alpha\in(0,1/2)$. Weak…

Probability · Mathematics 2009-09-29 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen

In this paper, exploiting variational methods, the existence of three weak solutions for a class of elliptic equations involving a general operator in divergence form and with Dirichlet boundary condition is investigated. Several special…

Analysis of PDEs · Mathematics 2016-08-26 Giovanni Molica Bisci , Dušan Repovš

In this paper we establish the optimal interior regularity and the $C^{1,\gamma}$ smoothness of the regular part of the free boundary in the thin obstacle problem for a class of degenerate elliptic equations with variable coefficients.

Analysis of PDEs · Mathematics 2021-07-01 Agnid Banerjee , Federico Buseghin , Nicola Garofalo

In this article, we study strictly elliptic, second-order differential operators on a bounded Lipschitz domain in $\mathbb{R}^d$, subject to certain non-local Wentzell-Robin boundary conditions. We prove that such operators generate…

Analysis of PDEs · Mathematics 2025-02-06 Markus Kunze , Jonathan Mui , David Ploss

We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary.…

Analysis of PDEs · Mathematics 2016-04-08 Paul M. N. Feehan

In this paper operator pencils $A(x,D,\lambda)$ are investigated which depend polynomially on the parameter $\lambda$ and act on a manifold with boundary. The operator A is assumed to satisfy the condition of N-ellipticity with parameter…

Analysis of PDEs · Mathematics 2020-08-20 R. Denk , R. Mennicken , L. Volevich

We consider a family of self-adjoint Ornstein--Uhlenbeck operators $L_{\alpha} $ in an infinite dimensional Hilbert space H having the same gaussian invariant measure $\mu$ for all $\alpha \in [0,1]$. We study the Dirichlet problem for the…

Analysis of PDEs · Mathematics 2010-06-09 Giuseppe Da Prato , Alessandra Lunardi

An initial-boundary value problem for a subdiffusion equation with an elliptic operator $A(D)$ in $\mathbb{R}^N$ is considered. The existence and uniqueness theorems for a solution of this problem are proved by the Fourier method.…

Analysis of PDEs · Mathematics 2020-09-25 A. R. Ashurov , R. T. Zunnunov

In this work we consider the following $\alpha$-stable-like operator (a class of pseudo-differential operator) $$ {\mathscr L} f(x):=\int_{\mathbb R^d}[f(x+\sigma_x y)-f(x)-1_{\alpha\in[1,2)}1_{|y|\leq 1}\sigma_x y\cdot\nabla f(x)]\nu_x(d…

Probability · Mathematics 2016-04-12 Zhen-Qing Chen , Xicheng Zhang

We consider weak solutions $u:\Omega_{T}\rightarrow\mathbb{R}^{N}$ to parabolic systems of the type \[ u_{t}-\mathrm{div}\,A(x,t,Du)=f \qquad \mathrm{in}\ \Omega_{T}=\Omega\times(0,T), \] where $\Omega$ is a bounded open subset of…

Analysis of PDEs · Mathematics 2024-05-22 Pasquale Ambrosio , Fabian Bäuerlein

We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The…

Analysis of PDEs · Mathematics 2020-04-24 Paul M. N. Feehan

Let $\alpha\in (0,2)$ and consider the operator $$L f(x) =\int [f(x+h)-f(x)-1_{(|h|\leq 1)} \nabla f(x)\cdot h] \frac{A(x,h)}{|h|^{d+\alpha}} dh, $$ where the $\nabla f(x)\cdot h$ term is omitted if $\alpha<1$. We consider the martingale…

Probability · Mathematics 2007-09-20 Richard F. Bass , Huili Tang

We consider the $2m$-th order elliptic boundary value problem $Lu=f(x,u)$ on a bounded smooth domain $\Omega$ in $R^N$ with Dirichlet boundary conditions. The operator $L$ is a uniformly elliptic operator of order $2m$. We assume that for…

Analysis of PDEs · Mathematics 2007-09-19 Wolfgang Reichel , Tobias Weth

In this paper, we establish $C^{1, \alpha}$ regularity upto the boundary for a class of degenerate fully nonlinear elliptic equations with Neumann boundary conditions. Our main result Theorem 2.1 constitutes the boundary analogue of the…

Analysis of PDEs · Mathematics 2019-10-31 Agnid Banerjee , Ram Baran Verma

In this paper we study the degenerate parabolic $p$-Laplacian,$ \partial_t u - v^{-1}{\rm div}(|\sqrt{Q} \nabla u|^{p-2} Q \nabla u)=0$, where the degeneracy is controlled by a matrix $Q$ and a weight $v$. With mild integrability…

Analysis of PDEs · Mathematics 2025-08-26 David Cruz-Uribe , Kabe Moen , Yuanzhen Shao