Related papers: The Cauchy problem and the martingale problem for …

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…

Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…

The paper considers the Cauchy problem for the system of partial differential equations of fractional order $D_t^{\mathcal{B}} {U}(t,x) + \mathbb{A}(D) {U} (t,x)=H(t,x) $. Here $U$ and $H$ are vector-functions, the $m\times m$ matrix of…

In this work we study Cauchy problem for a high-order differential equation $\frac{\partial u(y,x)}{\partial y}+P(\frac{\partial}{\partial x})u(y,x)=\gamma\frac{\partial}{\partial x}(u^2(y,x))+F(y,x)$. We prove that the problem is…

We study the Cauchy problem for the fractional Schr\"{o}dinger equation $$ i\partial_tu = (m^2-\Delta)^\frac\alpha2 u + F(u) in \mathbb{R}^{1+n}, $$ where $ n \ge 1$, $m \ge 0$, $1 < \alpha < 2$, and $F$ stands for the nonlinearity of…

We consider a second-order nonlinear wave equation with a linear convolution term. When the convolution operator is taken as the identity operator, our equation reduces to the classical elasticity equation which can be written as a…

The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…

We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…

This paper is devoted to the study of the singularly perturbed second order partial integro-differential equations. The estimation of the solutions of Cauchy problem is obtained.

We construct spectral decomposition of 1D Fokker - Planck differential operator. This reveal solution of Cauchy problem. We develop fundamental solution of Cauchy problem and compare it with one obtained by other means in our former work…

We consider fully nonlinear elliptic integro-differential operators with kernels of variable orders, which generalize the integro-differential operators of the fractional Laplacian type in \cite{CS}. Since the order of differentiability of…

This paper addresses the problem of finding an asymptotic solution for first and second order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of…

In this paper, we investigate the existence of nonnegative solutions for the problem $$ -\mathcal{L}_{K}u+V(x)u=f(u) $$ in $\mathbb R^n$, where $-\mathcal{L}_{K}$ is a integro-differential operator with measurable kernel $K$ and $V$ is a…

Let $L$ be a L\'evy-type generator whose L\'evy measure is controlled from below by that of a non-degenerate $\alpha$-stable ($0<\alpha<2$) process. In this paper, we study the martingale problem for the operator $\mathcal{L}_{t}=L+K_{t}$,…

We study the Cauchy problem for the (2+1) integrable nonlinear Schr\"odinger equation by the inverse scattering transform (IST) method. This Cauchy problem with given initial data and boundary data at infinity is reduced by IST to the…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

This paper studies the Cauchy problem for the nonlinear fractional power dissipative equation $u_t+(-\triangle)^\alpha u= F(u)$ for initial data in the Lebesgue space $L^r(\mr^n)$ with $\ds r\ge r_d\triangleq{nb}/({2\alpha-d})$ or the…

In this paper, we deal with a Cauchy problem for a nonlinear fractional differential equation with the Caputo derivative of order $\alpha \in (0, 1)$. As initial data, we consider a pair consisting of an initial point, which does not…

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…

We consider the Cauchy-Dirichlet problem to doubly nonlinear systems of the form \begin{align*} \partial_t \big( |u|^{q-1}u \big) - \operatorname{div} \big( D_\xi f(x,u,Du) \big) = - D_u f(x,u,Du) \end{align*} with $q \in (0, \infty)$ in a…