The equivalence of team theory's integral equations and a Cauchy system: sensitivity analysis of a variational problem

Team decision theory studies the problem of how a group of decision makers should use information to coordinate their actions. Mathematically, the task is to find functions that maximize an objective functional. The Euler equations take the form of a system of integral equations. In this paper, it will be shown that a class of such integral equations has solutions that are identical to the solutions of a system of initial-valued integrodifferential equations. This Cauchy system describes the sensitivity of the solutions to underlying parameters and provides an efficient technique for solving difficult team decision problems. An analysis of a profit maximizing firm demonstrates the usefulness of the Cauchy system.     

Generalized solutions of mixed problems for first-order partial functional differential equations

A theorem on the existence of solutions and their continuous dependence upon initial boundary conditions is proved. The method of bicharacteristics is used to transform the mixed problem into a system of integral functional equations of the Volterra type. The existence of solutions of this system is proved by the method of successive approximations using theorems on integral inequalities. Classical solutions of integral functional equations lead to generalized solutions of the original problem. Differential equations with deviated variables and differential integral problems can be obtained from the general model by specializing given operators. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 6, pp. 804–828, June, 2006.     

Existence of solutions to Hamilton-Jacobi functional differential equations

This paper deals with the Cauchy problem for nonlinear first order partial functional differential equations. The unknown function is the functional variable in the equation and the partial derivatives appear in a classical sense. A theorem on the local existence of a generalized solution is proved. The initial problem is transformed into a system of functional integral equations for an unknown function and for their partial derivatives with respect to spatial variables. The existence of solutions of this system is proved by using a method of successive approximations. A method of bicharacteristics and integral inequalities are applied.     

Fundamental Solutions of Some Linear Operator Equations and Applications

A concept of a fundamental solution is introduced for linear operator equations given in some functional spaces. In the case where this fundamental solution does not exist, the representation of the solution is found by the concept of a generalized fundamental solution, which is introduced for operators with nontrivial and generally infinite-dimensional kernels. The fundamental and generalized fundamental solutions are also investigated for a class of Fredholm-type operator equations. Some applications are given for one-dimensional generally nonlocal hyperbolic problems with trivial, finite- and infinite-dimensional kernels. The fundamental and generalized fundamental solutions of such problems are constructed as particular solutions of a system of integral equations or an integral equation. These fundamental solutions become meaningful in a general case when the coefficients are generally nonsmooth functions satisfying only some conditions such as p-integrablity and boundedness.     

Approximations of Solutions to Abstract Neutral Functional Differential Equation

In the present work, we study the approximations of solutions to the abstract neutral functional differential equations with bounded delay. We consider an associated integral equation and a sequence of approximate integral equations. We establish the existence and uniqueness of the solutions to every approximate integral equation using the fixed point arguments. We then prove the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. Next, we consider the Faedo–Galerkin approximations of the solutions and prove some convergence results. Finally, we demonstrate the application of the results established.     

A general adjoint relation for functional differential and Volterra integral equations with application to control

A general adjoint relation is developed between solutions of linear functional differential equations and linear Volterra integral equations. Several useful representations for solutions of such equations arise as a consequence of the adjoint relationship. These representations are then used to obtain directly several results for controlling systems described by either linear functional differential equations or linear Volterra integral equations.This work was supported by the National Science Foundation under Grant No. GK-5798.     

一类具有无穷时滞中立型非稠定脉冲随机泛函微分方程积分解的存在性

本文讨论了一类具有无穷时滞中立型非稠定脉冲随机泛函微分方程,利用Sadovskii不动点原理等工具得到了其积分解的存在性,给出其在一类二阶无穷时滞中立型非稠定脉冲随机偏微分方程积分解的存在性中的应用.     

On the convergence of collocation solutions in continuous piecewise polynomial spaces for Volterra integral equations

This paper fills an important gap in the convergence analysis of collocation solutions in spaces of continuous piecewise polynomials for Volterra integral equations of the second kind. Our analysis is then extended to Volterra functional integral equations of the second kind with constant delays.     

A generalization of Vinograd's theorem for dynamical systems

The theory of dynamical systems has been expanded by the introduction of local dynamical systems [10, 4, 9] and local semidynamical systems [1]. Using integral curves of autonomous ordinary differential equations to illustrate these generalizations, we find that, roughly, the integral curves form a local dynamical system if solutions exist and are unique without requiring existence for all time, and the integral curves form a local semidynamical system if solutions exist and are unique in the positive sense but need not exist for all positive time. In addition to autonomous ordinary differential equations, the enlarged theory of dynamical systems has applications to nonautonomous ordinary differential equations, certain partial differential equations, functional differential equations, and Volterra Integral equations [9, 1, 2, 8], respectively. All of these have metric phase spaces. Since many dynamic considerations are invariant to reparameterizations, it is of interest to known when a local dynamical (or semidynamical) system can be reparameterized to yield a “global” dynamical (or semidynamical) system. For autonomous ordinary differential equations, Vinograd [7] has shown that the local dynamical system on an open subset ofRⁿ formed by integral curves is isomorphic (in the sense of Nemytskii and Stepanov) to a global dynamical system. In an extensive study of isomorphisms, Ura [12] has expanded the Gottschalk-Hedlund notion of an isomorphism and restated Vinograd's result in terms of a reparameterization. In this paper we study the problem of finding a global dynamical (or semidynamical) system which is isomorphic to a given local system. A necessary and sufficient condition is found which is then used to show that the Vinograd result holds on metric spaces.     

Improving the accuracy of solutions of the linear second kind volterra integral equations system by using the taylor expansion method

This paper presents a new and an efficient method for determining solutions of the linear second kind Volterra integral equations system. In this method, the linear Volterra integral equations system using the Taylor series expansion of the unknown functions transformed to a linear system of ordinary differential equations. For determining boundary conditions we use a new method. This method is effective to approximate solutions of integral equations system with a smooth kernel, and a convolution kernel. An error analysis for the proposed method is provided. And illustrative examples are given to represent the efficiency and the accuracy of the proposed method.     

Interaction of a hollow cylinder of finite length and a plate with a cylindrical cavity with a rigid insert

Two problems of the interaction of a hollow circular cylinder with load-free ends and an unbounded plate with a cylindrical cavity and a symmetrically imbedded rigid insert are considered. Homogeneous solutions are found and the generalized orthogonality of these solutions is used when the modified boundary conditions are satisfied. As a result, we have a system of two integral equations in functions of the displacements of the outer and inner surfaces of the hollow cylinder. These functions are sought in the form of sums of a trigonometric series and a power function with a root singularity. The ill-posed infinite systems of linear algebraic equations obtained are regularized by the introduction of small positive parameters. Since the elements of the matrices of the systems as well as the contact stresses are defined by poorly converging numerical and functional series, an efficient method for calculating of the remainders of the above-mentioned series is developed. Formulae are found for the contact pressure distribution function and the integral characteristic. Examples of the calculation of the interaction of the cylinder and the plate with an insert are given.The method of solving contact problems described here has been used earlier1, 2 and the generalized orthogonality of the solutions found for bodies of finite dimensions, that is, for a rectangle and cylinders of finite length, is its basis. Problems for hollow cylinders with a band ² and an insert reduce to a system of two integral equations, and the problem for a rectangle¹ reduces to one integral equation. Solving these integral equations, ill-posed systems of linear algebraic equations are obtained which are subject to regularization³.     

Stationary Schr?dinger equation in nonrelativistic quantum mechanics and the functional integral

We formulate a method for representing solutions of homogeneous second-order equations in the form of a functional integral or path integral. As an example, we derive solutions of second-order equations with constant coefficients and a linear potential. The method can be used to find general solutions of the stationary Schr?dinger equation. We show how to find the spectrum and eigenfunctions of the quantum oscillator equation. We obtain a solution of the stationary Schr?dinger equation in the semiclassical approximation, without a singularity at the turning point. In that approximation, we find the coefficient of transmission through a potential barrier. We obtain a representation for the elastic potential scattering amplitude in the form of a functional integral.     

滞后型泛函微分方程的有界变差解

本文研究了一类滞后型泛函微分方程的有界变差解.利用Henstock-Kurzweil积分与Schauder不动点定理,在Henstock-Kurzweil积分下,得到了这类滞后型泛函微分方程有界变差解的存在性定理,推广了一些相关的结果.     

Nonlocal problem with integral conditions for a system of hyperbolic equations in characteristic rectangle

We consider a nonlocal problem with integral conditions for a system of hyperbolic equations in rectangular domain. We investigate the questions of existence of unique classical solution to the problemunder consideration and approaches of its construction. Sufficient conditions of unique solvability to the investigated problem are established in the terms of initial data. The nonlocal problem with integral conditions is reduced to an equivalent problem consisting of the Goursat problem for the system of hyperbolic equations with functional parameters and functional relations. We propose algorithms for finding a solution to the equivalent problem with functional parameters on the characteristics and prove their convergence. We also obtain the conditions of unique solvability to the auxiliary boundary-value problem with an integral condition for the system of ordinary differential equations. As an example, we consider the nonlocal boundary-value problem with integral conditions for a two-dimensional system of hyperbolic equations.     

Externality and Hamilton-Jacobi equations

The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well known [9]. In fact the value function, defined as the infimum of the cost functional, satisfies in the viscosity sense an appropriate Hamilton-Jacobi-Bellman equation. In this paper we consider several control problems such that the cost functional associated to each problem depends explicitly on the value functions of the other problems. This leads to a system of Hamilton-Jacobi-Bellman equations. This is known, in economic context [14] cap XI, as an externality problem. In these problems may occur a lack of uniqueness of the value functions. We give conditions to ensure existence, uniqueness of the value functions and an implicit integral representation formula. Moreover, under uniqueness assumption, we prove that the variational solutions of the associated Hamilton-Jacobi system converge asymptotically to the value functions. We prove also an uniqueness theorem in the case of viscosity solutions of Hamilton-Jacobi-Bellman system.     

On Solvability of Regular Hypoelliptic Equations in ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

In this paper the unique solvability of regular hypoelliptic equations in multianisotropic weighted functional spaces is proved by means of special integral representation of functions through a regular operator. The existence of the solutions is proved by constructing approximate solutions using multianisotropic integral operators.     

Banach空间非线性脉冲Hammerstein积分方程解的存在性

研究了Banach空间中定义在无穷区间R+上具有无穷多个脉冲点的Hammerstein积分方程解的存在性.利用MLnch不动点定理,建立了该类方程解的存在定理,并给出实例说明了该定理在无穷维脉冲积分方程组中的应用.     

积分方程的周期解与一致最终有界性

讨论了具有无限时滞的Ｖｏｌｔｅｒｒａ积分方程的周期解和一致最终有界性．把泛函微分方程中的一个著名定理,即一致有界性和一致最终有界性保证周期解的存在性,推广到积分方程．     

Existence of asymptotically stable solutions for a mixed functional nonlinear integral equation in N variables

Motivated by recent known results about the solvability of nonlinear functional integral equations in one, two or N variables, this paper proves the existence of asymptotically stable solutions for a mixed functional integral equation in N variables with values in a general Banach space via a fixed point theorem of Krasnosels'ki?  type. In order to illustrate the results obtained here, an example is given.     

An embedding theorem for integral equations

In this paper, an embedding theorem is established for a system of nonlinear integral equations of the Volterra type. The main result is basic in the development of a maximum principle for an optimal control problem in which the state variables are determined as solutions to integral equations.