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

We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…

We deal with existence, uniqueness, and regularity for solutions of the boundary value problem $$ \begin{cases} {\mathcal L}^s u = \mu &\quad \text{in $\Omega$}, u(x)=0 \quad &\text{on} \ \ \mathbb{R}^N\backslash\Omega, \end{cases} $$ where…

It is an established fact that a finite difference operator approximates a derivative with a fixed algebraic rate of convergence. Nevertheless, we exhibit a new finite difference operator and prove it has spectral accuracy. Its rate of…

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…

In this note, we study the integrodifferential operator $(I-\Delta)^{\log}$ corresponding to the logarithmic symbol $\log(1+|\xi|^2)$, which is a singular integral operator given by $$ (I-\Delta)^{\log}…

The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the…

We define a class of pseudo-differential operators in a completely new way, which is called the abstract operators and expounded systematically the theory of abstract operators. By combining abstract operators with the Laplace transform, we…

To every Darboux integrable system there is an associated Lie group $G$ which is a fundamental invariant of the system and which we call the Vessiot group. This article shows that solving the Cauchy problem for a Darboux integrable partial…

We investigate the initial-value problem of the non-linear Liouville hierarchy. For the general form of the interaction potential we construct an explicit solution in terms of an expansion over particle clusters whose evolution is described…

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…

In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric,…

In this paper, we consider a $L^\infty$ functional derivative estimate for the first spatial derivative of bounded classical solutions $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ to the Cauchy problem for scalar semi-linear parabolic partial…

The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…

We study the local and global existence of solutions to a semilinear evolution equation driven by a mixed local-nonlocal operator of the form \( L = -\Delta + (-\Delta)^{\alpha/2} \), where \( 0 < \alpha < 2 \). The Cauchy problem under…

This paper investigates Cauchy problems for nonlinear fractional time-space generalized Keller-Segel equation $^c_0D_t^\beta\rho+(-\triangle)^{\frac{\alpha}{2}}\rho+\nabla\cdot(\rho B(\rho))=0$, where Caputo derivative $^c_0D_t^\beta\rho$…

In this paper, we study the semilinear integro-differential equations \begin{equation*} \mathcal{L}_{K}u(x)\equiv C_n\text{P.V.}\int_{\R^n}\left(u(x)-u(y)\right)K(x-y)dy=f(x,u), \end{equation*} and the full nonlinear integro-differential…

We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of…

We construct and estimate the fundamental solution of highly anisotropic space-inhomogeneous integro-differential operators. We use the Levi method. We give applications to the Cauchy problem for such operators.

As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…