scholarly journals Existence conditions for a classical solution of the cauchy problem for the diffusion-wave equation with a partial Caputo derivative

2007 ◽  
Vol 75 (3) ◽  
pp. 407-410 ◽  
Author(s):  
A. A. Voroshilov ◽  
A. A. Kilbas
Keyword(s):  
Cauchy Problem ◽  
Wave Equation ◽  
Classical Solution ◽  
Caputo Derivative ◽  
Diffusion Wave ◽  
The Cauchy Problem ◽  
Existence Conditions

scholarly journals Global classical solutions to the Cauchy problem for a nonlinear wave equation

1998 ◽  
Vol 21 (3) ◽  
pp. 533-548 ◽  
Author(s):  
Haroldo R. Clark
Keyword(s):  
Cauchy Problem ◽  
Wave Equation ◽  
Classical Solution ◽  
Nonlinear Wave ◽  
Nonlinear Wave Equation ◽  
Existence And Uniqueness ◽  
Classical Solutions ◽  
Global Classical Solution ◽  
Global Classical Solutions ◽  
The Cauchy Problem

In this paper we consider the Cauchy problem{u″+M(|A12u|2)Au=0   in   ]0,T[u(0)=u0,       u′(0)=u1,whereu′is the derivative in the sense of distributions and|A12u|is theH-norm ofA12u. We prove the existence and uniqueness of global classical solution.

Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density

2013 ◽  
Vol 16 (2) ◽  
Author(s):  
Rudolf Gorenflo ◽  
Yuri Luchko ◽  
Mirjana Stojanović
Keyword(s):  
Cauchy Problem ◽  
Wave Equation ◽  
Fundamental Solution ◽  
Probability Density ◽  
Monotone Functions ◽  
Diffusion Wave ◽  
Completely Monotone ◽  
The Cauchy Problem ◽  
Fourier And Laplace Transforms ◽  
Distributed Order

AbstractIn this paper, the Cauchy problem for the spatially one-dimensional distributed order diffusion-wave equation $\int_0^2 {p(\beta )D_t^\beta u(x,t)d\beta } = \frac{{\partial ^2 }} {{\partial x^2 }}u(x,t) $ is considered. Here, the time-fractional derivative D tβ is understood in the Caputo sense and p(β) is a non-negative weight function with support somewhere in the interval [0, 2]. By employing the technique of the Fourier and Laplace transforms, a representation of the fundamental solution of the Cauchy problem in the transform domain is obtained. The main focus is on the interpretation of the fundamental solution as a probability density function of the space variable x evolving in time t. In particular, the fundamental solution of the time-fractional distributed order wave equation (p(β) ≡ 0, 0 ≤ β < 1) is shown to be non-negative and normalized. In the proof, properties of the completely monotone functions, the Bernstein functions, and the Stieltjes functions are used.

scholarly journals The Randomized American Option as a Classical Solution to the Penalized Problem

2015 ◽  
Vol 2015 ◽  
pp. 1-5
Author(s):  
Guillaume Leduc
Keyword(s):  
Cauchy Problem ◽  
Brownian Motion ◽  
Classical Solution ◽  
Penalty Method ◽  
Infinitesimal Generator ◽  
American Option ◽  
Geometric Brownian Motion ◽  
Uniform Bound ◽  
Option Value ◽  
The Cauchy Problem

We connect the exercisability randomized American option to the penalty method by showing that the randomized American option valueuis the uniqueclassicalsolution to the Cauchy problem corresponding to thecanonicalpenalty problem for American options. We also establish a uniform bound forAu, whereAis the infinitesimal generator of a geometric Brownian motion.

scholarly journals Existence and Uniqueness of Solutions for a Type of Generalized Zakharov System

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Rui Li ◽  
Xing Lin ◽  
Zongwei Ma ◽  
Jingjun Zhang
Keyword(s):  
Cauchy Problem ◽  
Global Existence ◽  
Energy Conservation ◽  
Classical Solution ◽  
Sobolev Spaces ◽  
Existence And Uniqueness ◽  
Uniqueness Of Solutions ◽  
Zakharov System ◽  
The Cauchy Problem ◽  
Global Existence And Uniqueness

We study the Cauchy problem for a type of generalized Zakharov system. With the help of energy conservation and approximate argument, we obtain global existence and uniqueness in Sobolev spaces for this system. Particularly, this result implies the existence of classical solution for this generalized Zakharov system.

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