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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

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…

Probability · Mathematics 2020-09-24 Gaurav Dhariwal , Florian Huber , Ansgar Jüngel , Christian Kuehn , Alexandra Neamtu

We consider the coupled equations \begin{equation*} \begin{pmatrix}r_t\\ -q_t\end{pmatrix}+2A_0(L^+)\begin{pmatrix}r\\ q\end{pmatrix}=0, \end{equation*} where $L^+$ is the integro-differential operator \begin{equation*}…

Mathematical Physics · Physics 2019-03-07 I. Alvarez-Romero

We prove the existence of generalized characteristics for weak, not necessarily entropic, solutions of Burgers' equation \[ \partial_t u +\partial_x \frac{u^2}{2} =0, \] whose entropy productions are signed measures. Such solutions arise in…

Analysis of PDEs · Mathematics 2021-09-21 Andres A. Contreras Hip , Xavier Lamy , Elio Marconi

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

In this paper, we prove a theorem of linearized asymptotic stability for fractional differential equations with a time delay. More precisely, using the method of linearization of a nonlinear equation along an orbit (Lyapunov's first…

Classical Analysis and ODEs · Mathematics 2018-08-24 Hoang The Tuan , Hieu Trinh

The paper concerns the existence of normalized solutions to a large class of quasilinear problems, including the well-known Born-Infeld operator. In the mass subcritical cases, we study a global minimization problem and obtain a ground…

Analysis of PDEs · Mathematics 2023-12-27 Laura Baldelli , Jarosław Mederski , Alessio Pomponio

This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen \cite[Journal of Differential Equations, 270 (2021),…

Probability · Mathematics 2025-05-22 Ying Hu , Feng Li , Jiaqiang Wen

Consider, in dimension 3, a system of coupled Klein-Gordon equations with different speeds, and an arbitrary quadratic nonlinearity. We show, for data which are small, smooth, and localized, that a global solution exists, and that it…

Analysis of PDEs · Mathematics 2010-05-31 Pierre Germain

In this paper, we find all possible asymptotic behaviours of the solutions of the second Painlev\'e equation $y''=2y^3+xy +\alpha$ as the parameter $\alpha\to\infty$ in the local region $x\ll\alpha^{2/3}$. We prove that these are asymptotic…

solv-int · Physics 2007-05-23 Nalini Joshi

Markov-modulated L\'evy processes lead to matrix integral equations of the kind $ A_0 + A_1X+A_2 X^2+A_3(X)=0$ where $A_0$, $A_1$, $A_2$ are given matrix coefficients, while $A_3(X)$ is a nonlinear function, expressed in terms of integrals…

Numerical Analysis · Mathematics 2021-07-27 Dario A. Bini , Guy Latouche , Beatrice Meini

The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a generalized mean reflected BSDE, whose driver also depends on…

Probability · Mathematics 2022-11-03 Ying Hu , Remi Moreau , Falei Wang

The Cauchy problem for the linearization of a system of equations arising in the kinetic theory of a condensed gas of bosons near the critical temperature around one of its equilibria is solved for radially symmetric initial data. It is…

Analysis of PDEs · Mathematics 2022-01-19 Miguel Escobedo

Any solution to the Yang-Baxter equation yields a family of representations of braid groups. Under certain conditions, identified by Turaev, the appropriately normalized trace of these representations yields a link invariant. Any…

Quantum Physics · Physics 2016-03-24 Gorjan Alagic , Michael Jarret , Stephen P. Jordan

In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…

Analysis of PDEs · Mathematics 2015-04-17 Chuan-Zhong Chen , Wei Sun , Jing Zhang

The global existence of renormalised solutions and convergence to equilibrium for reaction-diffusion systems with non-linear diffusion are investigated. The system is assumed to have quasi-positive non-linearities and to satisfy an entropy…

Analysis of PDEs · Mathematics 2021-09-27 Klemens Fellner , Julian Fischer , Michael Kniely , Bao Quoc Tang

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

The classical problem of two uniformly charged infinite planes in electrochemical equilibrium with an infinite monovalent salt reservoir is solved exactly at the mean-field nonlinear Poisson-Boltzmann (PB) level, including an explicit…

Soft Condensed Matter · Physics 2009-11-07 M. N. Tamashiro , H. Schiessel

In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of…

Probability · Mathematics 2021-08-04 Hao Wu , Junhao Hu , Chenggui Yuan