We propose a new definition of renormalized solution to linear equation with self-adjoint operator generating a Markov semigroup and bounded Borel measure on the right-hand side. We give a uniqueness result and study the structure of solutions to truncated equations.
Via Carleman estimates we prove uniqueness and continuous dependence results for lateral Cauchy problems for linear integro-differential parabolic equations without initial conditions. The additional information supplied prescribes the conormal derivative of the temperature on a relatively open subset of the lateral boundary of the space-time domain.
In this paper we are interested on the well-posedness of Dirichlet problems associated to integro-differential elliptic operators of order $α< 1$ in a bounded smooth domain $Ω$ . The main difficulty arises because of losses of the boundary condition for sub and supersolutions due to the lower diffusive effect of the elliptic operator compared with the drift term. We consider the notion of viscosity solution with generalized boundary conditions, concluding strong comparison principles in $\barΩ$ under rather general assumptions over the drift term. As a consequence, existence and uniqueness of …
In this work we prove the uniqueness of solutions to the nonlocal linear equation $L φ- c(x)φ= 0$ in $\mathbb{R}$, where $L$ is an elliptic integro-differential operator, in the presence of a positive solution or of an odd solution vanishing only at zero. As an application, we deduce the nondegeneracy of layer solutions (bounded and monotone solutions) to the semilinear problem $L u = f(u)$ in $\mathbb{R}$ when the nonlinearity is of Allen-Cahn type. To our knowledge, this is the first work where such uniqueness and nondegeneracy results are proven in the nonlocal framework when the Caffarelli…
The existence and uniqueness in Hölder spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order α\in(0,2) is investigated. The principal part of the operator has kernel m(t,x,y)/|y|^{d+α} with a bounded nondegenerate m, Hölder in x and measurable in y. The result is applied to prove the uniqueness of the corresponding martingale problem.
We give a partial uniqueness result concerning comparable renormalized solutions of the nonlinear elliptic problem $-\diw(\aop(x,Du))=μ$ in $Ω$, $u=0$ on $\partialΩ$, where $μ$ is a Radon measure with bounded variation on $Ω$.
This paper is committed to establishing the assumptions essential for the existence and uniqueness results of a fractional functional integrodifferential equation (FFIDE) having a derivative of generalized Hilfer type. Using the Picard operator method, and Banach fixed point theorem, we obtain the existence and uniqueness solution to the proposed problem. Along with this, the Ulam-Hyers Mittag-Leffler (UHML) stability is discussed via Pachpatte's inequality. For supporting our results, an illustrative example will be introduced.
This paper deals with the existence and uniqueness of solutions for a nonlinear boundary value problem involving a sequential $ψ$-Hilfer fractional integro-differential equations with nonlocal boundary conditions. The existence and uniqueness of solutions are established for the considered problem by using the Banach contraction principle, Sadovski's fixed point theorem, and Krasnoselskii-Schaefer fixed point theorem due to Burton and Kirk. In addition, the Ulam-Hyers stability of solutions is discussed. Finally, the obtained results are illustrated by examples.
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces and in Sobolev-Slobodeckij spaces. Generalisations to stochastic integro-differential equations, arising in filtering theory of jump diffusions, will be given in a forthcoming paper.
The weak-strong uniqueness for solutions to reaction-cross-diffusion systems in a bounded domain with no-flux boundary conditions is proved. The system generalizes the Shigesada-Kawasaki-Teramoto population model to an arbitrary number of species. The diffusion matrix is neither symmetric nor positive definite, but the system possesses a formal gradient-flow or entropy structure. No growth conditions on the source terms are imposed. It is shown that any renormalized solution coincides with a strong solution with the same initial data, as long as the strong solution exists. The proof is based o…
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.
We prove several important results concerning existence and uniqueness of pseudo almost automorphic (paa) solutions with measure for integro-differential equations with reflection. We use the properties of almost automorphic functions with measure and the Banach fixed point theorem, and we discuss two linear and nonlinear cases. We conclude with an example and some observations.
In this article, We investigate an inverse problem of determining the time-dependent source factor in parabolic integro-differential equations from boundary data. We establish the uniqueness and the conditional stability estimate of Hölder type for the inverse source problem in a cylindrical shaped domain. Our methodology is based on the Bukhgeim-Klibanov method by means of the Carleman estimate. Here we also derive the "time-like" Carleman estimate for parabolic integro-differential equations.
We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other results, we will prove both the existence and uniqueness of the solutions to the obstacle problem, and that these solutions inherit regularity properties, such as boundedness, continuity and Hölder continuity (up to the boundary), from the obstacle.
We introduce a one parameter family of non-linear, non-local integro-differential equations and its limit equation. These equations originate from a derivation of the linear Boltzmann equation using the framework of bosonic quantum field theory. We show the existence and uniqueness of strong global solutions for these equations, and a result of uniform convergence on every compact interval of the solutions of the one parameter family towards the solution of the limit equation.
The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order α\in(0,2) is investigated. The principal part of the operator has kernel m(t,x,y)/|y|^{d+α} with a bounded nondegenerate m, Hölder in x and measurable in y. The lower order part has bounded and measurable coefficients. The result is applied to prove the existence and uniqueness of the corresponding martingale problem.
The aim of this article is to investigate the uniqueness of solution of an inverse problem for ultrahyperbolic equations. We first reduce the inverse problem to a Cauchy problem for an integro-differential equation and then by using a pointwise Carleman type inequality we prove the uniqueness.
A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces.
We deal with existence, uniqueness, and regularity for solutions of the boundary value problem $$ \begin{cases} {\mathcal L}^s u = μ&\quad \text{in $Ω$}, u(x)=0 \quad &\text{on} \ \ \mathbb{R}^N\backslashΩ, \end{cases} $$ where $Ω$ is a bounded domain of $\mathbb{R}^N$, $μ$ is a bounded radon measure on $Ω$, and ${\mathcal L}^s$ is a nonlocal operator of fractional order $s$ whose kernel $K$ is comparable with the one of the factional laplacian.
Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of Hölder spaces of functions whose regularity is defined by a radially O-regularly varying Lévy measure. Existence and uniqueness and the estimates of the solution are derived.
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 equation arises, for example, in a filtering problem with a jump signal and jump observation process.
In this article we study the inverse problem of thermoacoustic tomography (TAT) on a medium with attenuation represented by a time- convolution (or memory) term, and whose consideration is motivated by the modeling of ultrasound waves in heterogeneous tissue via fractional derivatives with spatially dependent parameters. Under the assumption of being able to measure data on the whole boundary, we prove uniqueness and stability, and propose a convergent reconstruction method for a class of smooth variable sound speeds. By a suitable modification of the time reversal technique, we obtain a Neuma…
In this paper, we establish a new uniqueness result of a (continuous) viscosity solution for some integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver, assumption which is classically assumed in the literature of viscosity solution of equation with a non local term. Our method strongly relies on the link between IPDEs and backward stochastic differential equations (BSDEs in short) with jumps for which we already know that the solution exists and is unique. In the second part of the paper, we deal with the IPDE w…
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in Hölder-type spaces defined by a scalable Lévy measure. Probabilistic representations are used to prove continuity of the operator. Existence and uniqueness of the solution are established and some regularity estimates are obtained.
We establish a weak-strong uniqueness principle for solutions to entropy-dissipating reaction-diffusion equations: As long as a strong solution to the reaction-diffusion equation exists, any weak solution and even any renormalized solution must coincide with this strong solution. Our assumptions on the reaction rates are just the entropy condition and local Lipschitz continuity; in particular, we do not impose any growth restrictions on the reaction rates. Therefore, our result applies to any single reversible reaction with mass-action kinetics as well as to systems of reversible reactions wit…
We show that there are continuous, $W^{1,p}$ ($p<d-1$), incompressible vector fields for which uniqueness of solutions to the continuity equation fails.
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some rough probability density function estimates of the associated Levy process are used as well.
In this paper, we prove the existence and uniqueness of nonnegative renormalized solutions for the fractional p(x)-Laplacian problem with L1 data. Our results are new even in the constant exponent fractional p-Laplacian equation case.
Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying Hörmander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable, possibly nonsymmetric, Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying Hörmander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensional Levy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependenc…
In this paper we introduce a natural function class and prove the existence and uniqueness of both nonnegative renormalized solutions and entropy solutions for the fractional p-Laplacian parabolic problem with L^1 data. And moreover, we obtain the equivalence of renormalized solutions and entropy solutions and establish a comparison result.
We extend the notion of viscosity solutions for path-dependent PDEs introduced by Ekren et al. [Ann. Probab. 42 (2014), no. 1, 204-236] to path-dependent integro-differential equations and establish well-posedness, i.e., existence, uniqueness, and stability, for a class of semilinear path-dependent integro-differential equations with uniformly continuous data. Closely related are non-Markovian backward SDEs with jumps, which provide a probabilistic representation for solutions of our equations. The results are potentially useful for applications using non-Markovian jump-diffusion models.
By means of Banach fixed point theorem , the uniqueness of Boltzmann Equation generalizaled Solutions in Sobolev spaces in $L^1(\mathbb{R}^+\times \mathbb{R}^n\times \mathbb{R}^n)$, can be proved as well as Boltzmann Equation renormalized solutions uniqueness
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some probability density function estimates of the associated Levy process are used as well.
This paper addresses saddle-shaped solutions to the semilinear equation $L_K u = f(u)$ in $\mathbb{R}^{2m}$, where $L_K$ is a linear elliptic integro-differential operator with a radially symmetric kernel $K$, and $f$ is of Allen-Cahn type. Saddle-shaped solutions are doubly radial, odd with respect to the Simons cone $\{(x', x'') \in \mathbb{R}^m \times \mathbb{R}^m \, : \, |x'| = |x''|\}$, and vanish only in this set. We establish the uniqueness and the asymptotic behavior of the saddle-shaped solution. For this, we prove a Liouville type result, the one-dimensional symmetry of positive solu…
We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional integral and differential equations of thermistor type. Several nonlocal problems are considered: with Riemann-Liouville, Caputo, and time-scale fractional operators. Existence and uniqueness of positive solutions are obtained through suitable fixed-point theorems in proper Banach spaces. Additionally, existence and continuation theorems are given, ensuring gl…
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our result extends (and slightly strengthens) the known corresponding results for the classical Laplace operator with zero boundary condition. Our proof, as compared with the known proof for the classical Laplace operator, is entirely new, and is based on the probabilistic potential theory. Its advantage is that it may be applied to a wide class of integro-diffe…
Unraveling Forward and Backward Source Problems for a Nonlocal Integrodifferential Equation: A Journey through Operational Calculus for Dzherbashian-Nersesian Operator
We prove existence and uniqueness of renormalized solutions to general nonlinear parabolic equation in Musielak-Orlicz space avoiding growth restrictions. Namely, we consider \[\partial_t u-\mathrm{div} A(x,\nabla u)= f\in L^1(Ω_T),\] on a Lipschitz bounded domain in $\mathbb{R}^n$. The growth of the weakly monotone vector field $A$ is controlled by a generalized nonhomogeneous and anisotropic $N$-function $M$. The approach does not require any particular type of growth condition of $M$ or its conjugate $M^*$ (neither $Δ_2$, nor $\nabla_2$). The condition we impose on $M$ is continuity of log-…
In this paper we focus on qualitative properties of solutions to a nonlocal nonlinear partial integro-differential equation (PIDE). Using the theory of abstract semilinear parabolic equations we prove existence and uniqueness of a solution in the scale of Bessel potential spaces. Our aim is to generalize known existence results for a wide class of Lévy measures including with a strong singular kernel. As an application we consider a class of PIDEs arising in the financial mathematics. The classical linear Black-Scholes model relies on several restrictive assumptions such as liquidity and compl…
We consider the continuity equation with a nonsmooth vector field and a damping term. In their fundamental paper, DiPerna and Lions proved that, when the damping term is bounded in space and time, the equation is well posed in the class of distributional solutions and the solution is transported by suitable characteristics of the vector field. In this paper, we prove existence and uniqueness of renormalized solutions in the case of an integrable damping term, employing a new logarithmic estimate inspired by analogous ideas of Ambrosio, Lecumberry, and Maniglia, Crippa and De Lellis in the Lagr…
The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract semilinear parabolic equations in order to prove existence and uniqueness of solutions in the scale of Bessel potential spaces. We consider a wide class of Lévy measures satisfying suitable growth conditions near the origin and infinity. The novelty of the paper is the generalization of already known results in the one space dimension to the multidimensional cas…
In this paper, we interest on some class of Stefan type problems. We prove the existence and uniqueness of renormalized solution in anisotropic Sobolev spaces with data belongs to $L^1- data,$ based on the properties of the renormalized trunctions and the generalized monotonicity method in the functional spaces.
We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows associated with the equations. The equations are forward and the derivation of existence does not use the "general theory" of SPDEs. Uniqueness is proved in the class of classical solutions with polynomial growth.
We propose a general strategy for solving nonlinear integro-differential evolution problems with periodic boundary conditions, where no direct maximum/minimum principle is available. This is motivated by the study of recent macroscopic models for active Brownian particles with repulsive interactions, consisting of advection-diffusion processes in the space of particle position and orientation. We focus on one of such models, namely a semilinear parabolic equation with a nonlinear active drift term, whereby the velocity depends on the particle orientation and angle-independent overall particle …
We provide existence and uniqueness of renomalized solutions to a general nonlinear parabolic equation with merely integrable data on a Lipschitz bounded domain in $\mathbb{R}^n$. Namely we study \begin{equation*} \left\{\begin{array}{l } \partial_t u-{\rm div} A(t,x,\nabla u)= f(t,x) \in L^1(Ω_T),\\ u(0,x)=u_0(x)\in L^1(Ω). \end{array}\right. \end{equation*} The growth of the monotone vector field $A$ is assumed to be controlled by a generalized nonhomogeneous and anisotropic $N$-function $M:[0,T)\times Ω\times\mathbb{R}^n \to[0,\infty)$. Existence and uniqueness of renormalized solutions are…