Boundary Value and Inverse Problems for Some Classes of Nonclassical Operator-Differential Equations

We consider the solvability of boundary value problems and some inverse problems for operator-differential equations of odd order which can be referred to as mixed type equations since the coefficient of the higher order time derivative can change sign. Studying the general classes of boundary value problems with nonlocal boundary conditions, we establish the existence and uniqueness theorems of regular solutions under some conditions on data.

     

Qualitative properties and classification of solutions to elliptic equations with Stein-Weiss type convolution part

In this paper, we study the qualitative properties and classification of the solutions to the elliptic equations with Stein-Weiss type convolution part. Firstly, we study the qualitative properties, such as the symmetry, regularity and asymptotic behavior of the positive solutions. Secondly, we classify the non-positive solutions by proving some Liouville type theorems for the finite Morse index solutions and stable solutions to the nonlocal elliptic equations with double weights.

     

Entire solutions for some Fermat type functional equations concerning difference and partial differential in ℂ2

The main purpose of this paper is concerned with the existence and the forms of transcendental entire solutions of several Fermat type functional equations concerning difference and partial differential in ?², by utilizing the Nevanlinna theory of meromorphic functions in several complex variables. Some results are obtained to give the forms of entire solutions for such equations, which are some improvements and generalizations of the previous theorems given by Xu and Cao, Liu and Dong. Moreover, some examples are given to show that there are great differences in the forms of transcendental entire solutions with finite order of Fermat type functional equations between in several complex variables and in a single complex variable.

     

Über das Verfahren der zentralen Differenzen zur Lösung des Cauchyproblems für partielle Differentialgleichungen

The Cauchy-problem for Hermitian systems of partial differential equations and for equations of Schrödinger type is treated in some detail. Difference methods producing solutions even for large time intervals are discussed with special regard to stability properties.

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Diese Arbeit wurde vom Schwedischen Technischen Forschungsrat und der staatlichen schwedischen Rechenzentrale (MNA) unterstützt.     

On Solvability of Integro-Differential Equations

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.

     

Fixed Points and Hyper Order of Differential Polynomials Generated by Solutions of Differential Equation

This article studies the problem on the fixed points and hyper-order of differential polynomials generated by solutions of two type of second order differential equations. Because of the control of differential equation, we can obtain some precise estimates of their hyper-order and fixed points.     

An Asymptotic Method for Reducing Systems of Differential Equations with Almost-Periodic Matrices

An asymptotic method for reducing nonautonomous systems of differential equations with matrices represented as sums of matrix functions of different periods to systems with almost-constant matrices is proposed. On the basis of the proposed method, sufficient conditions for the asymptotic stability of solutions of systems of differential equations of this type are derived.

     

Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

In this paper we investigate several properties of the stabilizing solution of a class of systems of Riccati type differential equations with indefinite sign associated to controlled systems described by differential equations with Markovian jumping.

We show that the existence of a bounded on R ₊ and stabilizing solution for this class of systems of Riccati type differential equations is equivalent to the solvability of a control-theoretic problem, namely disturbance attenuation problem.

If the coefficients of the considered system are theta;-periodic functions then the stabilizing solution is also theta;-periodic and if the coefficients are asymptotic almost periodic functions, then the stabilizing solution is also asymptotic almost periodic and its almost periodic component is a stabilizing solution for a system of Riccati type differential equations defined on the whole real axis. One proves also that the existence of a stabilizing and bounded on R ₊ solution of a system of Riccati differential equations with indefinite sign is equivalent to the existence of a solution to a corresponding system of matrix inequalities. Finally, a minimality property of the stabilizing solution is derived.     

Integro-Differential Equations over a Closed Circuit with Gaussian Function in the Kernel

Integro-differential equations with kernels including hypergeometric Gaussian function that depends on the arguments ratio are studied over a closed curve in the complex plane. Special cases of the equations considered are the special integro-differential equation with Cauchy kernel, equations with power and logarithmic kernels. By means of the curvilinear convolution operator with the kernel of special kind, the equations with derivatives are reduced to the equations without derivatives. We find out the connection between special cases of the above-mentioned convolution operator and the known integral representations of piecewise analytical functions applied in the study of boundary value problems of the Riemann type. The correct statement of Noetherian property for the investigated class of equations is given. In this case, the operators corresponding to the equations are considered acting from the space of summable functions into the space of fractional integrals of the curvilinear convolution type. Examples of integro-differential equations solvable in a closed form are given.

     

Quasi-sure analysis of two-parameter stochastic differential equations

We prove a Stroock-Varadhan type quasi-sure limit theorem for stochastic differential equations in the plane.     

Sur les solutions bornées et presque périodiques des équations et inéquations d'évolution

Summary We show some existence et uniqueness theorems for the bounded and almost periodic solution of some non linear equations and inequalities of evolution.

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lavoro eseguito usufruendo di una borsa di studio del C.N.R. presso l'Università di Parigi.

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Entrata in Redazione il 25 giugno 1971.     

Basic Theory of Fuzzy Difference Equations

The notion of fuzzy difference equation is introduced. Using Lyapunov type of function a comparison theorem for the fuzzy difference equation is obtained in terms of ordinary difference equations, which is used as a tool to study the stability results of the fuzzy difference equations.     

Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Abstract

In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Itô type in finite dimensional space.     

Justification de la méthode des échelles multiples pour une classe d'équations aux dérivées partielles

Summary We study the two-scales method for the approximate resolution of a type of partial differential equations arising in the theory of slightly viscoelastic vibrations. An estimates of the error is given.

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Entrata in Redazione il 20 febbraio 1977.     

Some Solvable Stochastic Control Problems With Delay

We consider optimal harvesting of systems described by stochastic differential equations with delay. We focus on those situations where the value function of the harvesting problem depends on the initial path of the process in a simple way, namely through its value at 0 and through some weighted averages

A verification theorem of variational inequality type is proved. This is applied to solve explicitly some classes of optimal harvesting delay problems     

Comparison Method of Stability Analysis of Semilinear Time-Delay Stochastic Evolution Equation

Abstract

In this paper, we set up the comparison theorem between the mild solution of semilinear time-delay stochastic evolution equation with general time-delay variable and the solution of a class (1-dimension) deterministic functional differential equation, by using the Razumikhin–Lyapunov type functional and the theory of functional differential inequalities. By applying this comparison theorem, we give various types of the stability comparison criteria for the semilinear time-delay stochastic evolution equations. With the aid of these comparison criteria, one can reduce the stability analysis of semilinear time-delay stochastic evolution equations in Hilbert space to that of a class (1-dimension) deterministic functional differential equations. Furthermore, these comparison criteria in special case have been applied to derive sufficient conditions for various stability of the mild solution of semilinear time-delay stochastic evolution equations. Finally, the theories are illustrated with some examples.     

Numerical Approximation of Neutral Differential Equations on Infinite Interval

In this paper we study numerical approximation of linear neutral differential equations on infinite interval using equations with piecewise constant arguments. As an application of our approximation results, we obtain stability theorems for some classes of linear delay and neutral difference equations.     

Second Order Scalar Functional Differential Equations with Piecewise Constant Arguments

The study of functional differential equations with piecewise constant arguments usually results in a study of certain related difference equations. In this paper we consider certain neutral functional differential equations of this type and the associated difference equations. We give conditions under which such equations with almost periodic time dependence will have unique almost periodic solutions, and for certain autonomous cases, we obtain certain stability results and also conditions for chaotic behavior of solutions. We are particularly concerned with such equations which are partially discretized versions of non-forced Duffing equations.     

Equazioni ellittiche del secondo ordine di tipo Cordes con termini di ordine inferiore

Summary I study the spectrum of linear second order elliptic partial differentiat equations of Cordes type with lower order terms.

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Lavoro eseguito nell'ambito dell'attività dei gruppi di ricerca matematica del Consiglio Nazionale delle Ricerche.

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Entrata in Redazione il 26 ottobre 1969.