Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps

In this paper, we study the existence and uniqueness of mild solutions of neutral stochastic evolution equations with infinite delay and Poisson jumps in real separable Hilbert spaces. We study the continuous dependence of solutions on the initial value. The nonlinear term in our equations are not assumed to Lipschitz continuous. The results of this paper generalize and improve some known results.     

随机微分方程的强解

在这篇文章中我们通过一种去掉扩散系数的变换证明了随机微分方程强解的存在唯一性.     

Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps

We prove an existence and uniqueness result for non-linear time-advanced backward stochastic partial differential equations with jumps (ABSPDEJs). We then apply our results to study a time-advanced backward type of stochastic generalized porous medium equations with jumps.     

Nonelliptic Schrödinger equations

Summary Nonelliptic Schr?dinger equations are defined as multidimensional nonlinear dispersive wave equations whose linear part in the space variables is not an elliptic equation. These equations arise in a natural fashion in several contexts in physics and fluid mechanics. The aim of this paper is twofold. First, a brief survey is made of the main nonelliptic Schr?dinger equations known by the authors, with emphasis on water waves. Second, a theory is developed for the Cauchy problem for selected examples. The method is based on linear estimates which are strongly related to the dispersion relation of the problem.     

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian coefficient. We also derive two comparison theorems by applying a general Girsanov theorem and the linearized technique on the coefficient. By these we first show the existence and uniqueness of minimal solution for one-dimensional BSDE with jumps when its coefficient is continuous and has a linear growth. Then we give a general Feynman-Kac formula for a class of parabolic types of second-order partial differential and integral equations (PDIEs) by using the solution of corresponding BSDE with jumps. Finally, we exploit above Feynman-Kac formula and related comparison theorem to provide a probabilistic formula for the viscosity solution of a quasi-linear PDIE of parabolic type.     

无界停时终端非李氏系数带跳倒向随机微分方程的解及拟线性椭圆型偏微分积分方程解的概率表示

对终端为无界停时的带跳倒向随机微分方程,在非李氏条件下证得了解的存在唯一性.推导出这类方程解的若干收敛定理与解对参数的连续依赖性,还得到了关于拟线性随圆型偏微分积分方程解的概率表示.     

Global flow generated by coupled system of Schrödinger-BBM equations

The Cauchy problem for Schrödinger-BBM type coupled equations is studied, which approximately describes the nonlinear dynamics of one-dimensional Langmuir and ion-acoustic waves. Global well-posedness of the problem is proved in space L² × L² and H¹ × H¹ under suitable conditions.     

Exponential stability of second-order stochastic evolution equations with Poisson jumps

This paper is concerned with the exponential stability problem of second-order nonlinear stochastic evolution equations with Poisson jumps. By using the stochastic analysis theory, a set of novel sufficient conditions are derived for the exponential stability of mild solutions to the second-order nonlinear stochastic differential equations with infinite delay driven by Poisson jumps. An example is provided to demonstrate the effectiveness of the proposed result.     

Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise

In this paper we solve an infinite-horizon linear quadratic control problem for a class of differential equations with countably infinite Markov jumps and multiplicative noise. The global solvability of the associated differential Riccati-type equations is studied under detectability hypotheses. A nonstochastic, operatorial approach is used. Some properties of the linear stochastic systems, such as stability, stabilizability and detectability, are also discussed on the basis of a new solution representation result. A generalized Ito's formula which applies to infinite dimensional stochastic differential equations with countably infinite Markov jumps is also provided.     

正规战争的随机微分方程模型

分析了战争中双方战斗人数的不确定性因素,论述了战争中战斗人数是一个随机过程,从而建立了正规战的随机微分方程模型.根据Ito微积分公式,导出了这个随机微分方程的It解.计算了战斗人数这一随机过程的期望,给出了依据所建立的随机微分方程模型预测战争胜负的判据.最后以硫磺岛战争为例,给出了美、日双方胜负的可能性的分析和数据模拟计算.     

Travelling wave and similarity solutions to nonlinear evolution type equations through inverse variational and symmetry methods

Shallow water equations are usually modelled by nonlinear KdV type equations of which various generalisations now exist. For example there are vector versions of the modified KdV equation and shallow water equations with nonlinear internal waves. We discuss the reduction and solutions of these and other large classes of such type of equations using inverse variational and symmetry methods.     

Solutions to a class of Schrödinger equations

We establish existence and multiplicity of solutions to a class of nonlinear Schrödinger equations with, e.g., ``atomic' Hamiltonians, via critical point theory.

     

Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields

We prove an existence and uniqueness result for a general class of backward stochastic partial differential equations (SPDE) with jumps. This is a type of equations, which appear as adjoint equations in the maximum principle approach to optimal control of systems described by SPDE driven by Lévy processes.     

Stochastic wave equation of pure jumps: Existence,uniqueness and invariant measures

In this paper, we investigate a class of nonlinear damped stochastic hyperbolic equations with jumps. The jump component considered here is described as a Poisson point process. This paper is divided into two parts. The first part deals with existence and uniqueness of global weak and strong solutions to this type of equations, based on the energy approach. The second part devotes to the existence and support of invariant measures corresponding to the weak solution semi-group, based on Markov property of the solution.     

Existence,Uniqueness and Stability of Mild Solutions for Time-Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay

In this paper, we study a class of time-dependent stochastic evolution equations with Poisson jumps and infinite delay. We establish the existence, uniqueness and stability of mild solutions for these equations under non-Lipschitz condition with Lipschitz condition being considered as a special case. An application to the stochastic nonlinear wave equation, with Poisson jumps and infinite delay, is given to illustrate the obtained theory.     

Dispersive Blow-Up Ⅱ.Schr(o)dinger-Type Equations,Optical and Oceanic Rogue Waves

Addressed here is the occurrence of point singularities which owe to the fo-cusing of short or long waves,a phenomenon labeled dispersive blow-up.The context of this investigation is linear and nonlinear,strongly dispersive equations or systems of equa-tions.The present essay deals with linear and nonlinear Schr(o)dinger equations,a class of fractional order SchrSdinger equations and the linearized water wave equations,with and without surface tension. Commentary about how the results may bear upon the formation of rogue waves in fluid and optical environments is also included.     

应用全新G′/（G+G′）展开方法求解广义非线性Schr?dinger方程和耦合非线性Schr?dinger方程组

研究了一种全新的G′/（G+G′）展开方法,并应用这种方法讨论了广义非线性Schr?dinger方程和一类耦合非线性Schr?dinger方程组新形式的精确解,包括双曲余切函数解、余切函数解和有理函数解.全新G′/（G+G′）展开方法不但直接而有效地求出方程的新精确解,而且扩大了解的范围,这种新方法对于研究偏微分方程具有广泛的应用意义.     

非线性随机积分和微分方程组的解*

在本文中我们首先对具有随机定义域的连续随机算子组证明了Darbao型不动点定理。应用此定理我们给出了非线性随机Volterra积分方程组和非线性随机微分方程组的Cauchy问题解的存在性准则。这些随机方程组的极值随机解的存在性和随机比较结果也被获得。我们的定理改进和推广Tyaughn,Lakshmikantham,Lakshmikantham-Leela,DeBlast-Myjak和第一作者的相应结果。     

On the stability of solitary-wave solutions of model equations for long waves

Summary After a review of the existing state of affairs, an improvement is made in the stability theory for solitary-wave solutions of evolution equations of Korteweg-de Vries-type modelling the propagation of small-amplitude long waves. It is shown that the bulk of the solution emerging from initial data that is a small perturbation of an exact solitary wave travels at a speed close to that of the unperturbed solitary wave. This not unexpected result lends credibility to the presumption that the solution emanating from a perturbed solitary wave consists mainly of a nearby solitary wave. The result makes use of the existing stability theory together with certain small refinements, coupled with a new expression for the speed of propagation of the disturbance. The idea behind our result is also shown to be effective in the context of one-dimensional regularized long-wave equations and multidimensional nonlinear Schr?dinger equations.     

Boundary value problems for mixed type equations and applications

In this paper we outline a general method for finding well-posed boundary value problems for linear equations of mixed elliptic and hyperbolic type, which extends previous techniques of Berezanskii, Didenko, and Friedrichs. This method is then used to study a particular class of fully nonlinear mixed type equations which arise in applications to differential geometry.