The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. In spite of the probabilistic nature these methods are nevertheless deterministic. The algorithms are tested by simulating the Burgers equation with small viscosity and the generalized KPP-equation with a small parameter. 1991 Mathematics...

The Fokker–Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker– Planck equation we describe a construction of exact solution of the Cauchy problem. In the general case, we construct the leadin...

We study a nonlinear initial value Cauchy problem depending upon a complex perturbation parameter whose coefficients depend holomorphically on ( , t) near the origin in C and are bounded holomorphic on some horizontal strip in C w.r.t the space variable. In our previous contribution [14], we assumed the forcing term of the Cauchy problem to be analytic near 0. Presently, we consider a family of...

The paper is devoted to the problem of existence of propagators for an abstract linear non-autonomous evolution Cauchy problem of hyperbolic type in separable Banach spaces. The problem is solved using the so-called evolution semigroup approach which reduces the existence problem for propagators to a perturbation problem of semigroup generators. The results are specified to abstract linear non-...

Abstract: A brief history and a mathematical description of the dynamic projection operators technique is presented. An example of the general Cauchy problem for evolution equations in 1+1 dimensions is studied in detail. A boundary regime propagation is formulated in terms of operators and illustrated by the simplest one-dimensional diffusion equation. The problem of temperature waves is discu...

Abstract. We consider the Cauchy problem for an elliptic operator, formulated as a Nash game. The over specified Cauchy data are split among two players : the first player solves the elliptic equation with the Dirichlet part of the Cauchy data prescribed over the accessible boundary, and a variable Neumann condition (which we call first player’s strategy) prescribed over the inaccessible part o...

We study the BGK approximation to first-order scalar conservation laws with a flux which is discontinuous in the space variable. We show that the Cauchy Problem for the BGK approximation is well-posed and that, as the relaxation parameter tends to 0, it converges to the (entropy) solution of the limit problem.