Cauchy problem for a second-order ordinary differential equation with a continual derivative

For a second order linear ordinary differential equation with a continual derivative, we construct a fundamental solution. By using the fundamental solution, we find the solution of the Cauchy problem for the considered equation.     

On the Solution of a Singular Cauchy Problem for a First-Order Differential Equation Unsolved with Respect to the Derivative of an Unknown Function

For a first-order ordinary differential equation, we establish conditions under which a singular Cauchy problem has a unique continuously differentiable solution with required asymptotic behavior.     

Sufficient tests for the existence and uniqueness of a solution of the cauchy problem for a differential equation with a hysteresis nonlinearity

For a differential equation with a hysteresis nonlinearity of general type, which can be time-varying, we obtain sufficient conditions for the existence and uniqueness of a solution of the Cauchy problem similar to the well-known Cauchy-Picard, Peano, Perron, and Rosenblatt theorems for ordinary differential equations. We consider examples in which a test for the solution uniqueness similar to the Perron-Rosenblatt theorem is applied to specific differential equations with hysteresis nonlinearities of the form of the Prandtl model of a viscoelastic fiber and a time-varying nonlinearity.     

The Bogoljubov-Krylov averaging principle and the Cauchy problem for ordinary differential equations on the half-line

An existence and uniqueness theorem for the Cauchy problem for an ordinary differential equation on the half-line is proved under the hypothesis that the Cauchy problem for the averaged equation has a unique solution. A comparison between the exponential stability of the original equation and the averaged equation is also made. The results established below may be considered as anlogues of the classical Bogoljubov theorem for bounded solutions; they also provide a natural generalization of Mitropol'skij's averaging principle.     

A class of systems of ordinary differential equations of large dimension

We consider the Cauchy problem for a class of systems of ordinary differential equations of large dimension.We prove that, for sufficiently large number of equations, the last component of a solution to the Cauchy problem is an approximate solution to the initial value problem for a delay differential equation. Estimates of the approximation are obtained.     

What Is a Quantum Stochastic Differential Equation from the Point of View of Functional Analysis?

We prove that a quantum stochastic differential equation is the interaction representation of the Cauchy problem for the Schrödinger equation with Hamiltonian given by a certain operator restricted by a boundary condition. If the deficiency index of the boundary-value problem is trivial, then the corresponding quantum stochastic differential equation has a unique unitary solution. Therefore, by the deficiency index of a quantum stochastic differential equation we mean the deficiency index of the related symmetric boundary-value problem.In this paper, conditions sufficient for the essential self-adjointness of the symmetric boundary-value problem are obtained. These conditions are closely related to nonexplosion conditions for the pair of master Markov equations that we canonically assign to the quantum stochastic differential equation.     

On the properties of solutions to a class of nonlinear systems of differential equations of large dimension

We consider the Cauchy problem for a class of nonlinear systems of differential equations of large dimension, establish some properties of solutions, and prove that for a sufficiently large number of differential equations the last component of the solution is an approximate solution to the initial value problem for a delay differential equation.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

Multisummability of formal solutions to the Cauchy problem for some linear partial differential equations

The paper considers the Cauchy problem for linear partial differential equations of non-Kowalevskian type in the complex domain. It is shown that if the Cauchy data are entire functions of a suitable order, the problem has a formal solution which is multisummable. The precise bound of the admissible order of entire functions is described in terms of the Newton polygon of the equation.     

The Cauchy problem for a singularly perturbed Volterra integro-differential equation

The Cauchy problem for a singularly perturbed Volterra integro-differential equation is examined. Two cases are considered: (1) the reduced equation has an isolated solution, and (2) the reduced equation has intersecting solutions (the so-called case of exchange of stabilities). An asymptotic expansion of the solution to the Cauchy problem is constructed by the method of boundary functions. The results are justified by using the asymptotic method of differential inequalities, which is extended to a new class of problems.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Strong solutions of semilinear stochastic partial differential equations

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives, we consider the equation in the context of power scale generated by a strongly elliptic differential operator. Application of semigroup arguments then yields the existence of a continuous strong solution.     

Operator approach to the Cauchy-Kovalevskaya theorem

For operator differential equations in a Banach space, we present the conditions for initial data which are necessary and sufficient for the Cauchy problem to have a solution in the class of analytic, entire, or exponential-type entire vector functions. In the case where an operator differential equation is a system of partial differential equations, the sufficient condition obtained coincides with the well-known Cauchy-Kovalevskaya theorem on the solvability of the Cauchy problem in the class of analytic functions. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Matematychni Metody ta Fizyko-Mekhanichni Polya, Vol. 41, No. 2, pp. 7–12, April–June, 1998.     

Formal Solutions of an Evolution Equation of Riemann Type

A general implicit solution to a multivariable quasilinear first-order partial differential equation of evolution type for a scalar function is demonstrated. A formal power series solution to the Cauchy problem for this equation is shown to possess succinct Taylor coefficients.     

求解一类Helmholtz方程Cauchy问题的中心差分正则化方法

Helmholtz方程Cauchy问题是严重不适定问题,本文我们在一个带形区域上考虑了一类Helmholtz方程Cauchy问题:已知Cauchy数据u(0,y)=g(y),在区间0＜x＜1上求解.我们用半离散的中心差分方法得到了这一问题的正则化解,给出了正则化参数的选取规则,得到了误差估计.     

The maximal nonuniqueness classes of solutions to the Cauchy problem for linear equations

We study linear partial differential equations with increasing coefficients in a half-plane. We establish maximal nonuniqueness classes of solutions to the Cauchy problem for these equations. The proof is based on a new estimation method for a solution to the dual differential equation with a parameter.     

A singular solution with smooth initial data for a semilinear parabolic equation

We consider the Cauchy problem for a parabolic partial differential equation with a power nonlinearity. Our concern in this paper is the existence of a singular solution with smooth initial data. By using the Haraux-Weissler equation, it is shown that there exist singular forward self-similar solutions. Using this result, we also obtain a sufficient condition for the singular solution with general initial data including smooth initial data.     

On Free Stochastic Differential Equations

The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.     

The continuous dependence of solutions to Volterra equations with locally contracting operators on parameters

For a Volterra equation in a function space we obtain conditions for the unique existence of a global or maximally extended solution and its continuous dependence on equation parameters. Based on these results, we state conditions for the solvability of the Cauchy problem for a differential equation with delay and the continuous dependence of solutions on the right-hand side of the equation, on the delay, on the initial condition, and the history.