Existence of solutions for non-linear systems of differential-functional equations of parabolic type in an arbitrary domain
A simple proof of the existence of solutions for the two-dimensional Keller-Segel model with measures with all the atoms less than 8π as the initial data is given. This result was obtained by Senba and Suzuki (2002) and Bedrossian and Masmoudi (2014) using different arguments. Moreover, we show a uniform bound for the existence time of solutions as well as an optimal hypercontractivity estimate.
We prove the existence of a renormalized solution to a class of doubly nonlinear parabolic systems.
We investigate the existence of renormalized solutions for some nonlinear parabolic problems associated to equations of the form ⎧ in Q = Ω×(0,T), ⎨ u(x,t) = 0 on ∂Ω ×(0,T), ⎩ in Ω. with s = (N+2)/(N+p) (p-1), , τ = (N+p)/(p-1), r = (N(p-1) + p)/(N+2), and f ∈ L¹(Q).
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
We consider the large time behavior of a solution of a parabolic type equation involving a nonlocal term depending on the unknown function. This equation is proposed as a mathematical model of carbon dioxide transport in concrete carbonation process, and we proved the existence, uniqueness and large time behavior of a solution of this model. In this paper, we derive the exponential decay estimate of the solution of this model under restricted boundary data and initial data.