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Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion

Johanna Dettweiler, J.M.A.M. van Neerven (2006)

Czechoslovak Mathematical Journal

Let A = d / d θ denote the generator of the rotation group in the space C ( Γ ) , where Γ denotes the unit circle. We show that the stochastic Cauchy problem d U ( t ) = A U ( t ) + f d b t , U ( 0 ) = 0 , ( 1 ) where b is a standard Brownian motion and f C ( Γ ) is fixed, has a weak solution if and only if the stochastic convolution process t ( f * b ) t has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...

Convergence estimate for second order Cauchy problems with a small parameter

Branko Najman (1998)

Czechoslovak Mathematical Journal

We consider the second order initial value problem in a Hilbert space, which is a singular perturbation of a first order initial value problem. The difference of the solution and its singular limit is estimated in terms of the small parameter ε . The coefficients are commuting self-adjoint operators and the estimates hold also for the semilinear problem.

Dirichlet problem for parabolic equations on Hilbert spaces

Anna Talarczyk (2000)

Studia Mathematica

We study a linear second order parabolic equation in an open subset of a separable Hilbert space, with the Dirichlet boundary condition. We prove that a probabilistic formula, analogous to one obtained in the finite-dimensional case, gives a solution to this equation. We also give a uniqueness result.

Existence of solutions and monotone iterative method for infinite systems of parabolic differential-functional equations

Stanisław Brzychczy (1999)

Annales Polonici Mathematici

We consider the Fourier first boundary value problem for an infinite system of weakly coupled nonlinear differential-functional equations. To prove the existence and uniqueness of solution, we apply a monotone iterative method using J. Szarski's results on differential-functional inequalities and a comparison theorem for infinite systems.

Generalized Fractional Evolution Equation

Da Silva, J. L., Erraoui, M., Ouerdiane, H. (2007)

Fractional Calculus and Applied Analysis

2000 Mathematics Subject Classification: Primary 46F25, 26A33; Secondary: 46G20In this paper we study the generalized Riemann-Liouville (resp. Caputo) time fractional evolution equation in infinite dimensions. We show that the explicit solution is given as the convolution between the initial condition and a generalized function related to the Mittag-Leffler function. The fundamental solution corresponding to the Riemann-Liouville time fractional evolution equation does not admit a probabilistic...

Monotone iteration for infinite systems of parabolic equations with functional dependence

Anna Pudełko (2007)

Annales Polonici Mathematici

We consider the initial value problem for an infinite system of differential-functional equations of parabolic type. General operators of parabolic type of second order with variable coefficients are considered and the system is weakly coupled. The solutions are obtained by the monotone iterative method. We prove theorems on weak partial differential-functional inequalities as well the existence and uniqueness theorems in the class of continuous bounded functions and in the class of functions satisfying...

New optimal regularity results for infinite-dimensional elliptic equations

Enrico Priola, Lorenzo Zambotti (2000)

Bollettino dell'Unione Matematica Italiana

In questo articolo si ottengono stime di Schauder di tipo nuovo per equazioni ellittiche infinito-dimensionali del secondo ordine con coefficienti Hölderiani a valori nello spazio degli operatori Hilbert-Schmidt. In particolare si mostra che la derivata seconda delle soluzioni è Hilbert-Schmidt.

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