Existence and uniqueness results are given for secondorder parabolic and elliptic equations with variable coefficients in C domains in Sobolev spaces with weights allowing the derivatives of solutions to blow up near the boundary. The “number” of derivatives can be negative and fractional. The coefficients of parabolic equations are only assumed to be measurable in time.

Representation of functionals of non-Markov processes is studied for bounded and unbounded domains. These functionals are represented via solutions of backward parabolic Ito equations. This results is based on an analog of the second fundamental inequality and the related existence theorem are obtained for backward parabolic Ito equations. AMS 1991 subject classification: Primary 60J55, 60J60, ...

We establish the Harnack inequality for advection-diffusion equations with divergencefree drifts of low regularity. While our previous work [IKR] considered the elliptic case, here we treat the more challenging parabolic problem by adapting the classical Moser technique to parabolic equations with drifts with regularity lower than the scale-invariant spaces.

Arithmetic Asian options are difficult to price and hedge, since at present, there is no closed-form analytical solution to price them. Transforming the PDE of the arithmetic the Asian option to a heat equation with constant coefficients is found to be difficult or impossible. Also, the numerical solution of the arithmetic Asian option PDE is not very accurate since the Asian option has low vol...

Mathematical modelling of a heat exchanger in a carbon dioxide heat pump, an evaporator, is considered. A reduced model, called the the zero Mach-number limit, is derived from the Euler equations of compressible fluid flow through elimination of time scales associated with sound waves. The well-posedness of the resulting partial differentialalgebraic equation (PDAE) is investigated by analysis ...

Abstract In this paper, we study the initial boundary value problem for a class of higher-order n -dimensional nonlinear pseudo-parabolic equations which do not have positive energy and come from soil mechanics, heat conduction, optics. By mountain pass theorem first prove existence nonzero weak solution to static problem, is important basis evolution then based on method potential well global ...

We analyze stability properties of BDF methods of order up to 5 for linear parabolic equations as well as of implicit–explicit BDF methods for nonlinear parabolic equations by energy techniques; time dependent norms play also a key role in the analysis.

Based on our recent work on quasilinear parabolic evolution equations and maximal regularity we prove a general result for quasilinear evolution equations with memory. It is then applied to the study of quasilinear parabolic differential equations in weak settings. We prove that they generate Lipschitz semiflows on natural history spaces. The new feature is that delays can occur in the highest ...

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930...

This paper studies unique continuation for weakly degenerate parabolic equations in one space dimension. A new Carleman estimate of local type is obtained to deduce that all solutions that vanish on the degeneracy set, together with their conormal derivative, are identically equal to zero. An approximate controllability result for weakly degenerate parabolic equations under Dirichlet boundary c...