Involutive Distributions,Invariant Manifolds,and Defining Equations

We introduce the notion of an invariant solution relative to an involutive distribution. We give sufficient conditions for existence of such a solution to a system of differential equations. In the case of an evolution system of partial differential equations we describe how to construct auxiliary equations for functions determining differential constraints compatible with the original system. Using this theorem, we introduce linear and quasilinear defining equations which enable us to find some classes of involutive distributions, nonclassical symmetries, and differential constraints. We present examples of reductions and exact solutions to some partial differential equations stemming from applications.     

Linear measure functional differential equations with infinite delay

We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.     

A class of stochastic differential equations with pathwise unique solutions

We propose a new method viz., using stochastic partial differential equations to study the pathwise uniqueness of stochastic (ordinary) differential equations. We prove the existence and pathwise uniqueness of a class of stochastic differential equations with coefficients in suitable Hermite-Sobolev class using our approach.     

On the symmetry classification and conservation laws for quasilinear differential equations of second order

We obtain a sufficient condition for the absence of tangent transformations admitted by quasilinear differential equations of second order and a sufficient condition for the linear autonomy of the operators of the Lie group of transformations admitted by weakly nonlinear differential equations of second order. We prove a theorem concerning the structure of conservation laws of first order for weakly nonlinear differential equations of second order. We carry out the classification by first-order conservation laws for linear differential equations of second order with two independent variables.     

二阶复域微分方程亚纯解的不动点与超级

研究了亚纯函数系数的二阶线性微分方程解的不动点及超级问题,得到了有关复域微分方程亚纯解的不动点性质,并且由于受到微分方程的制约,其性质与一般亚纯函数的不动点性质相比,显得十分有趣.     

Small solutions of nonlinear differential equations near branching points

We construct parametric families of small branching solutions to nonlinear differential equations of the nth order near branching points. We use methods of the analytical theory of branching solutions of nonlinear equations and the theory of differential equations with a regular singular point. We illustrate the general existence theorems with an example of a nonlinear differential equation in a certain magnetic insulation problem.     

Traveling waves in excitable media

We consider a two-component reaction-diffusion model that describes the oxygenation of CO molecules on the surface of platinum in the one-dimensional case. The partial differential equations of the model are reduced to a system of ordinary differential equations. We show that the system of partial differential equations with fixed parameter values has a family of autowave solutions running along the spatial axis at various velocities. These solutions are described by some singular attractors and limit cycles of the corresponding period in the system of ordinary differential equations.     

On One Class of Systems of Differential Equations and on Retarded Equations

We establish a connection between solutions to a broad class of large systems of ordinary differential equations and solutions to retarded differential equations. We prove that solving the Cauchy problem for systems of ordinary differential equations reduces to solving the initial value problem for a retarded differential equation as the number of equations increases unboundedly. In particular, the class of systems under consideration contains a system of differential equations which arises in modeling of multiphase synthesis.     

Dichotomies for generalized ordinary differential equations and applications

In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.     

Measure functional differential equations and functional dynamic equations on time scales

We study measure functional differential equations and clarify their relation to generalized ordinary differential equations. We show that functional dynamic equations on time scales represent a special case of measure functional differential equations. For both types of equations, we obtain results on the existence and uniqueness of solutions, continuous dependence, and periodic averaging.     

The invariance principle for nonautonomous differential equations with discontinuous right-hand side

We study limit differential inclusions for nonautonomous differential equations with discontinuous right-hand side and Filippov solutions. Using Lyapunov functions with derivatives of constant sign, we establish an analog of LaSalle’s invariance principle. We study differential equations with either measurable or piecewise continuous right-hand side.     

Solving homogeneous fractional differential equations of Euler type

We study linear homogeneous differential equations with three left Riemann-Liouville fractional derivatives; these equations are analogs of Euler ordinary differential equations. By using the direct and inverse Mellin transforms and residue theory, we obtain a complete system of linearly independent solutions. As a corollary, related results are proved for Euler ordinary differential equations.     

Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations

We prove the comparison theorems for scalar stochastic differential equations in the case of different diffusion coefficients. Conditions are given of stability with probability 1 with respect to the trivial solution to stochastic differential equations with random coefficients. The results remain valid for deterministic analogs of stochastic differential equations with symmetric integrals.     

Measure functional differential equations with infinite delay

We introduce measure functional differential equations with infinite delay and an axiomatically described phase space. We show how to transform these equations into generalized ordinary differential equations whose solutions take values in a suitable infinite-dimensional Banach space. Even in the special case of functional equations with finite delay, our result improves the existing one by imposing weaker conditions on the right-hand side.     

On meromorphic solutions of linear partial differential equations of second order

This paper is concerned with entire and meromorphic solutions of linear partial differential equations of second order with polynomial coefficients. We will characterize entire solutions for a class of partial differential equations associated with the Jacobi differential equations, and give a uniqueness theorem for their meromorphic solutions in the sense of the value distribution theory, which also applies to general linear partial differential equations of second order. The results are complemented by various examples for completeness.     

Existence of solutions for a class of abstract differential equations with nonlocal conditions

We discuss the existence of mild, classical and strict solutions for a class of abstract differential equations with nonlocal conditions. Our technical approach allows the study of partial differential equations with nonlocal conditions involving partial derivatives or nonlinear expressions of the solution. Some concrete applications to partial differential equations are considered.     

Riccati微分方程特解新求法的研究

通过对一般Riccati方程进行初等变换,使之变为特殊的Riccati方程,然后利用公式、观察实验,或利用二阶微分方程的特解,或利用一阶微分方程组的特解等方法,求得这些Riccati方程的特解.     

On the stability of abstract monotone impulsive differential equations in terms of two measures

We consider differential equations in a Banach space subjected to an impulsive influence at fixed times. It is assumed that a partial ordering is introduced in the Banach space by using a normal cone and that the differential equations are monotone with respect to the initial data. We propose a new approach to the construction of comparison systems in finite-dimensional spaces without using auxiliary Lyapunov-type functions. On the basis of this approach, we establish sufficient conditions for the stability of this class of differential equations in terms of two measures. In this case, a Birkhoff measure is chosen as the measure of initial displacements, and the norm in the given Banach space is used as the measure of current displacements. We present some examples of investigations of the impulsive systems of differential equations in the critical cases and linear impulsive systems of partial differential equations.     

On the construction of non-affine jump-diffusion models

We describe a method for construction of jump analogues of certain one-dimensional diffusion processes satisfying solvable stochastic differential equations. The method is based on the reduction of the original stochastic differential equations to the ones with linear diffusion coefficients, which are reducible to the associated ordinary differential equations, by using the appropriate integrating factor processes. The analogues are constructed by means of adding the jump components linearly into the reduced stochastic differential equations. We illustrate the method by constructing jump analogues of several diffusion processes and expand the notion of market price of risk to the resulting non-affine jump-diffusion models.     

Quasi-periodic solutions for perturbed autonomous delay differential equations

This work discusses the persistence of quasi-periodic solutions for delay differential equations. We prove that the perturbed system possesses a quasi-periodic solution under appropriate hypotheses if an unperturbed linear system has quasi-periodic solutions. We extend some well-known results on ordinary differential equations to delay differential equations.