相关论文: The Cauchy problem and the martingale problem for …

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.

Given a linear closed but not necessarily densely defined operator $A$ on a Banach space $E$ with nonempty resolvent set and a multivalued map $F\colon I\times E\map E$ with weakly sequentially closed graph, we consider the…

In this paper we study integral operators with kernels \begin{equation*} K(x,y)= k_1( x- A_1y)...k_m( x-A_my), \end{equation*} $k_i(x)=\frac{\Omega_i(x)}{|x|^{n/q_i}}$ where $\Omega_i: \mathbb{R}^n\to \mathbb{R}$ are homogeneous functions…

In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…

In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space,…

This paper studies the Cauchy problem for variable coefficient weakly hyperbolic first order systems of partial differential operators. The hyperbolicity assumption is that for each $t, x$ the principal symbol is hyperbolic. No hypothesis…

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…

We derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…

We consider a class of equations with the fractional differentiation operator $D^\alpha$, $\alpha >0$, for complex-valued functions $x\mapsto f(|x|_K)$ on a non-Archimedean local field $K$ depending only on the absolute value $|\cdot |_K$.…

Hermitian monogenic functions are the null solutions of two complex Dirac type operators. The system of these complex Dirac operators is overdetermined and may be reduced to constraints for the Cauchy datum together with what we called the…

In this paper we study a Cauchy problem for the nonlinear damped wave equations for a general positive operator with discrete spectrum. We derive the exponential in time decay of solutions to the linear problem with decay rate depending on…

In this note we obtain a unique continuation result for the differential inequality $|\bar{\partial}u|\leq|Vu|$, where $\bar{\partial}=(i\partial_y+\partial_x)/2$ denotes the Cauchy-Riemann operator and $V(x,y)$ is a function in…

We develop a new approach to the classification of integrable equations of the form $$ u_{xy}=f(u, u_x, u_y, \triangle_z u \triangle_{\bar z}u, \triangle_{z\bar z}u), $$ where $\triangle_{ z}$ and $\triangle_{\bar z}$ are the…

For Lax-pair isospectral deformations whose associated spectrum, for given initial data, consists of the disjoint union of a finitely denumerable discrete spectrum (solitons) and a continuous spectrum (continuum), the matrix Riemann-Hilbert…

We consider operators of the form $L u(x) = \sum_{y \in \mathbb{Z}} k(x-y) \big( u(y) - u(x)\big)$ on the one-dimensional lattice with symmetric, integrable kernel $k$. We prove several results stating that under certain conditions on the…

We establish the existence of solutions to the Cauchy problem for a large class of nonlinear parabolic equations including fractional semilinear parabolic equations, higher-order semilinear parabolic equations, and viscous Hamilton-Jacobi…

In the present paper, we consider a Cauchy problem for a linear second order in time abstract differential equation with pure delay. In the absence of delay, this problem, known as the harmonic oscillator, has a two-dimensional eigenspace…

For $0<\nu_2<\nu_1\leq 1$, we analyze a linear integro-differential equation on the space-time cylinder $\Omega\times(0,T)$ in the unknown $u=u(x,t)$ $$\mathbf{D}_{t}^{\nu_1}(\varrho_{1}u)-\mathbf{D}_{t}^{\nu_2}(\varrho_2…

We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…