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These Notes are intended for graduate or undergraduate students who have familiarity with Lebesgue measure theory, partial differential equations, and functional analysis. The main topics covered in this work are the study of the Cauchy…

Analysis of PDEs · Mathematics 2023-05-09 Sergio Vessella

As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…

Classical Analysis and ODEs · Mathematics 2016-05-24 N. A. Aliyev , R. G. Ahmadov

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

Probability · Mathematics 2017-05-26 R. Mikulevicius , C. Phonsom

The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlinear filtering problem with a jump signal process and jump…

Probability · Mathematics 2010-08-06 R. Mikulevicius , H. Pragarauskas

An integro-differential Kolmogorov equation is considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.

Probability · Mathematics 2018-06-20 Remigijus Mikulevičius , Fanhui Xu

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

The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…

Probability · Mathematics 2013-04-17 R. Mikulevicius , H. Pragarauskas

Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates…

Probability · Mathematics 2018-10-02 R. Mikulevicius , Fanhui Xu

The aim of the present paper is to study the existence, uniqueness and some other properties of solutions of a certain partial dynamic integrodifferential equations. The Banach fixed point theorem and certain fundamental inequality with…

Dynamical Systems · Mathematics 2016-05-03 Deepak B. Pachpatte

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

In this paper, with the help of previously constructed self-similar solutions, a solution of the Cauchy problem for an equation of even order with a fractional Riemann-Liouville derivative of order $1<\alpha<2$ is obtained.

Analysis of PDEs · Mathematics 2020-12-08 B. Yu. Irgashev

Ordinary differential equations of the second order with one constant delay are considered in this paper. An analytical representation of the solution is obtained using the method of steps.

Dynamical Systems · Mathematics 2014-04-29 Oleksandra Kukharenko

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

Probability · Mathematics 2023-09-12 Fabrizio Cinque , Enzo Orsingher

While it is known that one can consider the Cauchy problem for evolution equations with Caputo derivatives, the situation for the initial value problems for the Riemann-Liouville derivatives is less understood. In this paper we propose new…

Analysis of PDEs · Mathematics 2022-06-28 Erkinjon Karimov , Michael Ruzhansky , Niyaz Tokmagambetov

We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…

Analysis of PDEs · Mathematics 2021-12-22 Xavier Cabre , Serena Dipierro , Enrico Valdinoci

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

Analysis of PDEs · Mathematics 2011-02-04 Guangqing Bi , Yuekai Bi

In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…

Optimization and Control · Mathematics 2020-09-01 Mikhail Gomoyunov

We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of…

Numerical Analysis · Mathematics 2021-11-10 Petr N. Vabishchevich

We consider the Cauchy problem for inhomogeneous linear moment differential equations with holomorphic time dependent coefficients. Using such tools as the formal norms, theory of majorants and the properties of the Newton polygon, we…

Analysis of PDEs · Mathematics 2019-11-28 Sławomir Michalik , Maria Suwińska

The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.

Mathematical Physics · Physics 2009-11-13 M. A. Jivulescu , A. Messina , A. Napoli , F. Petruccione
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