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We study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary…

偏微分方程分析 · 数学 2009-02-09 Seick Kim

The aim of this thesis is to derive new gradient estimates for parabolic equations. The gradient estimates found are independent of the regularity of the initial data. This allows us to prove the existence of solutions to problems that have…

偏微分方程分析 · 数学 2007-05-23 Julie Clutterbuck

The $\bar{\partial}$-Neumann problem is the fundamental boundary value problem in several complex variables. It features an elliptic operator coupled with non-coercive boundary conditions. The problem is globally regular on many, but not…

复变函数 · 数学 2007-05-23 Emil J. Straube

In this paper, we study a doubly nonlinear parabolic equation arising from the gradient flow for p-Sobolev type inequality, referred as p-Sobolev flow. In the special case p=2 our theory includes the classical Yamabe flow on a bounded…

偏微分方程分析 · 数学 2021-03-31 Tuomo Kuusi , Masashi Misawa , Kenta Nakamura

The complete lists of vector hyperbolic equations on the sphere that have integrable third order vector isotropic and anisotropic symmetries are presented. Several new integrable hyperbolic vector models are found. By their integrability we…

可精确求解与可积系统 · 物理学 2015-06-12 Anatoly Meshkov , Vladimir Sokolov

In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

概率论 · 数学 2014-06-24 Konstantinos Dareiotis

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

计算物理 · 物理学 2015-06-11 Lee Lindblom , Bela Szilagyi

We study both divergence and non-divergence form parabolic and elliptic equations in the half space $\{x_d>0\}$ whose coefficients are the product of $x_d^\alpha$ and uniformly nondegenerate bounded measurable matrix-valued functions, where…

偏微分方程分析 · 数学 2020-07-10 Hongjie Dong , Tuoc Phan

In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying…

微分几何 · 数学 2016-11-29 Herbert Amann

We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and…

偏微分方程分析 · 数学 2013-08-21 Rossitza Semerdjieva

We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…

偏微分方程分析 · 数学 2022-05-24 Niklas L. P. Lundström , Marcus Olofsson

We study a class of initial boundary value problems of hyperbolic type. A new topological approach is applied to prove the existence of non-negative classical solutions. The arguments are based upon a recent theoretical result.

偏微分方程分析 · 数学 2020-05-07 Svetlin Georgiev Georgiev , Mohamed Majdoub

In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary…

偏微分方程分析 · 数学 2016-12-30 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

We construct an example of a one-dimensional parabolic integro-differential equation with nonlocal diffusion which does not have asymptotically finite-dimensional dynamics in the corresponding state space. This example is more natural in…

偏微分方程分析 · 数学 2013-06-19 Alexander V. Romanov

We study nonlinear parabolic PDEs with Orlicz-type growth conditions. The main result gives the existence of a unique solution to the obstacle problem related to these equations. To achieve this we show the boundedness of weak solutions and…

偏微分方程分析 · 数学 2016-04-12 Casimir Lindfors

We investigate the regularity of linear stochastic parabolic equations with zero Dirichlet boundary condition on bounded Lipschitz domains $O \subset R^d$ with both theoretical and numerical purpose. We use N.V. Krylov's framework of…

概率论 · 数学 2016-03-31 Petru A. Cioica , Kyeong-Hun Kim , Kijung Lee , Felix Lindner

We study the effect of domain perturbation on invariant manifolds for semilinear parabolic equations subject to Dirichlet boundary condition. Under Mosco convergence assumption on the domains, we prove the upper and lower semicontinuity of…

偏微分方程分析 · 数学 2011-09-16 Parinya Sa Ngiamsunthorn

We study multidimensional difference equations with a continual variable in the Sobolev--Slobodetskii spaces. Using ideas and methods of the theory of boundary value problems for elliptic pseudo differential equations we suggest to consider…

偏微分方程分析 · 数学 2015-11-11 Alexander Vasilyev , Vladimir Vasilyev

We investigate existence and nonexistence of stationary stable nonconstant solutions, i.e. patterns, of semilinear parabolic problems in bounded domains of Riemannian manifolds satisfying Robin boundary conditions. These problems arise in…

偏微分方程分析 · 数学 2015-07-27 Catherine Bandle , Paolo Mastrolia , Dario D. Monticelli , Fabio Punzo

A nonlinear divergence parabolic equation with dynamic boundary conditions of Wentzell type is studied. The existence and uniqueness of a strong solution is obtained as the limit of a finite difference scheme, in the time dependent case and…

偏微分方程分析 · 数学 2020-04-22 Viorel Barbu , Angelo Favini , Gabriela Marinoschi