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A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…

偏微分方程分析 · 数学 2018-04-24 Christian Olivera

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…

动力系统 · 数学 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…

概率论 · 数学 2009-11-09 Kai Du , Qingxin Meng

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

微分几何 · 数学 2015-07-21 Hong Huang

In this paper we consider the Cauchy problem for multidimensional elliptic equations in a cylindrical domain. The method of spectral expansion in eigenfunctions of the Cauchy problem for equations with deviating argument establishes a…

偏微分方程分析 · 数学 2019-10-22 Tynysbek Sh. Kalmenov , Makhmud A. Sadybekov , Berikbol T. Torebek

We consider existence and uniqueness issues for the initial value problem of parabolic equations $\partial_{t} u = {\rm div} A \nabla u$ on the upper half space, with initial data in $L^p$ spaces. The coefficient matrix $A$ is assumed to be…

偏微分方程分析 · 数学 2025-04-29 Pascal Auscher , Sylvie Monniaux , Pierre Portal

We consider the Cauchy problem for doubly nonlinear degenerate parabolic equations with inhomogeneous density on noncompact Riemannian manifolds. We give a qualitative classification of the behavior of the solutions of the problem depending…

偏微分方程分析 · 数学 2020-08-31 Daniele Andreucci , Anatoli Tedeev

We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…

数值分析 · 数学 2025-06-06 Iulian Cîmpean , Andreea Grecu , Liviu Marin

In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative L\'{e}vy noise to such problems and establishing…

偏微分方程分析 · 数学 2016-04-19 Imran H. Biswas , Ananta K. Majee , Guy Vallet

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…

偏微分方程分析 · 数学 2023-05-09 Sergio Vessella

We study nonnegative solutions of the Cauchy problem $$ \begin{cases} u_t+[\varphi(u)]_x=0 & \text{in } \mathbb{R}\times (0,T) \\ u=u_0\ge 0&\text{in } \mathbb{R}\times \{0\}, \end{cases} $$ where $u_0$ is a Radon measure and…

偏微分方程分析 · 数学 2019-07-25 Michiel Bertsch , Flavia Smarrazzo , Andrea Terracina , Alberto Tesei

We consider the Cauchy problem of the higher-order KdV-type equation: \[ \partial_t u + \frac{1}{\mathfrak{m}} |\partial_x|^{\mathfrak{m}-1} \partial_x u = \partial_x (u^{\mathfrak{m}}) \] where $\mathfrak{m} \ge 4$. The nonlinearity is…

偏微分方程分析 · 数学 2020-07-13 Mamoru Okamoto

We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…

偏微分方程分析 · 数学 2019-06-21 Laurent Bourgeois , Lucas Chesnel

In this paper we study the Cauchy problem for second order strictly hyperbolic operators when the coefficients of the principal part are not Lipschitz continuous, but only "Log-Lipschitz" with respect to all the variables. This class of…

偏微分方程分析 · 数学 2007-05-23 Ferruccio Colombini , Guy Metivier

In this paper we consider the Cauchy problem for higher order weakly hyperbolic equations. We assume that the principal symbol depends only on one space variable and the characteristic roots $\tau_j$ verify the inequality \[\tau_j^2(x) +…

偏微分方程分析 · 数学 2023-06-01 Sergio Spagnolo Giovanni Taglialatela

We deal with $m$-component vector-valued solutions to the Cauchy problem for linear both homogeneous and nonhomogeneous weakly coupled second order parabolic system in the layer ${\mathbb R}^{n+1}_T={\mathbb R}^n\times (0, T)$. We assume…

偏微分方程分析 · 数学 2020-04-20 Gershon Kresin , Vladimir Maz'ya

The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is…

偏微分方程分析 · 数学 2014-02-28 V. Kolokoltsov , M. Veretennikova

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

经典分析与常微分方程 · 数学 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

Let D be a bounded domain in n-dimensional Eucledian space with a smooth boundary. We indicate appropriate Sobolev spaces of negative smoothness to study the non-homogeneous Cauchy problem for an elliptic differential complex {A_i} of first…

偏微分方程分析 · 数学 2023-04-04 Alexander Shlapunov , Dmitrii Fedchenko

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

偏微分方程分析 · 数学 2018-10-12 Ahmed Abdeljawad , Alessia Ascanelli , Sandro Coriasco