scholarly journals On the Cauchy Problem for a Nonlinear Kolmogorov Equation

2003 ◽  
Vol 35 (3) ◽  
pp. 579-595 ◽  
Author(s):  
Andrea Pascucci ◽  
Sergio Polidoro
Keyword(s):  
Cauchy Problem ◽  
Kolmogorov Equation ◽  
The Cauchy Problem

scholarly journals On the superposition principle for Fokker-Planck-Kolmogorov equations

2019 ◽  
Vol 487 (5) ◽  
pp. 483-486
Author(s):  
V. I. Bogachev ◽  
M. Röckner ◽  
S. V. Shaposhnikov
Keyword(s):  
Cauchy Problem ◽  
Superposition Principle ◽  
Martingale Problem ◽  
Kolmogorov Equation ◽  
Kolmogorov Equations ◽  
The Cauchy Problem ◽  
Fokker Planck

We give a generalization of the so-called superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a solution to the corresponding martingale problem.

GENERALIZED SOLUTIONS OF THE CAUCHY PROBLEM FOR SYSTEMS OF NONLINEAR PARABOLIC EQUATIONS AND DIFFUSION PROCESSES

2012 ◽  
Vol 12 (01) ◽  
pp. 1150001 ◽  
Author(s):  
YANA BELOPOLSKAYA ◽  
WOJBOR A. WOYCZYNSKI
Keyword(s):  
Cauchy Problem ◽  
Parabolic Equations ◽  
Diffusion Processes ◽  
Stochastic Approach ◽  
Generalized Solution ◽  
Nonlinear Parabolic Equations ◽  
Kolmogorov Equation ◽  
Generalized Solutions ◽  
Nonlinear Parabolic ◽  
The Cauchy Problem

The purpose of this paper is to construct both strong and weak solutions (in certain functional classes) of the Cauchy problem for a class of systems of nonlinear parabolic equations via a unified stochastic approach. To this end we give a stochastic interpretation of such a system, treating it as a version of the backward Kolmogorov equation for a two-component Markov process with coefficients depending on the distribution of its first component. To extend this approach and apply it to the construction of a generalized solution of a system of nonlinear parabolic equations, we use results from Kunita's theory of stochastic flows.

On Nonuniqueness of Probability Solutions to the Cauchy Problem for the Fokker–Planck–Kolmogorov Equation

2021 ◽  
Vol 103 (3) ◽  
pp. 108-112
Author(s):  
V. I. Bogachev ◽  
T. I. Krasovitskii ◽  
S. V. Shaposhnikov
Keyword(s):  
Cauchy Problem ◽  
Kolmogorov Equation ◽  
The Cauchy Problem ◽  
Fokker Planck

Cauchy Problem for Equations with Fractional Differentiation Bessel Operator in the Space of Temperate Distributions

2003 ◽  
Vol 8 (1) ◽  
pp. 61-75
Author(s):  
V. Litovchenko
Keyword(s):  
Functional Analysis ◽  
Cauchy Problem ◽  
Fundamental Solution ◽  
Initial Function ◽  
Well Posedness ◽  
Fractional Differentiation ◽  
Basic Tool ◽  
Conjugate Space ◽  
Analysis Technique ◽  
The Cauchy Problem

The well-posedness of the Cauchy problem, mentioned in title, is studied. The main result means that the solution of this problem is usual C∞ - function on the space argument, if the initial function is a real functional on the conjugate space to the space, containing the fundamental solution of the corresponding problem. The basic tool for the proof is the functional analysis technique.

Fundamental Serrin type regularity criteria for 3D MHD fluid passing through the porous medium

Filomat ◽  
2017 ◽  
Vol 31 (5) ◽  
pp. 1287-1293 ◽  
Author(s):  
Zujin Zhang ◽  
Dingxing Zhong ◽  
Shujing Gao ◽  
Shulin Qiu
Keyword(s):  
Cauchy Problem ◽  
Porous Medium ◽  
Regularity Criterion ◽  
Regularity Criteria ◽  
The Cauchy Problem ◽  
Appl Math

In this paper, we consider the Cauchy problem for the 3D MHD fluid passing through the porous medium, and provide some fundamental Serrin type regularity criteria involving the velocity or its gradient, the pressure or its gradient. This extends and improves [S. Rahman, Regularity criterion for 3D MHD fluid passing through the porous medium in terms of gradient pressure, J. Comput. Appl. Math., 270 (2014), 88-99].

scholarly journals A modified Tikhonov regularization method based on Hermite expansion for solving the Cauchy problem of the Laplace equation

2020 ◽  
Vol 18 (1) ◽  
pp. 1685-1697
Author(s):  
Zhenyu Zhao ◽  
Lei You ◽  
Zehong Meng
Keyword(s):  
Cauchy Problem ◽  
Laplace Equation ◽  
Tikhonov Regularization ◽  
Regularization Method ◽  
Regularization Parameter ◽  
Solution Process ◽  
Tikhonov Regularization Method ◽  
Hermite Expansion ◽  
The Cauchy Problem ◽  
Ill Posed

Abstract In this paper, a Cauchy problem for the Laplace equation is considered. We develop a modified Tikhonov regularization method based on Hermite expansion to deal with the ill posed-ness of the problem. The regularization parameter is determined by a discrepancy principle. For various smoothness conditions, the solution process of the method is uniform and the convergence rate can be obtained self-adaptively. Numerical tests are also carried out to verify the effectiveness of the method.

Sign in / Sign up

Export Citation Format

Share Document