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1.
We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Lévy noise. We use general large deviations theorems of Varadhan and Bryc coupled with the techniques of Feng and Kurtz (2006) [15], viscosity solutions of integro-partial differential equations in Hilbert spaces, and deterministic optimal control methods. The Laplace limit is identified as a viscosity solution of a Hamilton-Jacobi-Bellman equation of an associated control problem. We also establish exponential moment estimates for solutions of stochastic evolution equations driven by Lévy noise. General results are applied to stochastic hyperbolic equations perturbed by subordinated Wiener process.  相似文献   

2.
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.  相似文献   

3.
This paper studies the approximation of solutions for the incompressible convective Brinkman–Forchheimer (CBF) equations via the artificial compressibility method. We first introduce a family of perturbed compressible CBF equations that approximate the incompressible CBF equations. Then, we prove the existence and convergence of solutions for the compressible CBF equations to the solutions of the incompressible CBF equations.  相似文献   

4.
We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (Lévy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments.  相似文献   

5.
Problems in the mathematical modeling of heat-distribution processes on the basis of more general equations than parabolic equations are considered. We study the general structure of the relations between solutions of various approximations to the generalized heat-conductivity equations. We introduce a notion of singularly perturbed dissipative structures and analyze singularly perturbed blow-up regimes.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 70, pp. 54–60, 1990.  相似文献   

6.
We propose a method of finding the solutions of the equations of perturbed motion of an object-parachute system in analytic form. We perform an analysis of the roots of the characteristic equation of the linearized system. On the basis of the analysis we determine all the solutions of the equations of perturbed motion of the object-parachute system. We exhibit conditions under which the unperturbed motion (descent with slipping) is asymptotically stable.Translated fromDinamicheskie Sistemy, No. 6, 1987, pp. 41–46.  相似文献   

7.
Global existence of solutions for perturbed differential equations   总被引:2,自引:0,他引:2  
In this paper we consider sufficient conditions for the continuability of solutions for perturbed differential equations. We obtain also some results for the global existence of solutions for differential inclusions and for stochastic differential equations of McShane and Ito type. We give an application to the global inversion of local diffeomorphisms.  相似文献   

8.
We consider different iterative methods for computing Hermitian solutions of the coupled Riccati equations of the optimal control problem for jump linear systems. We have constructed a sequence of perturbed Lyapunov algebraic equations whose solutions define matrix sequences with special properties proved under proper initial conditions. Several numerical examples are included to illustrate the effectiveness of the considered iterations.  相似文献   

9.
《随机分析与应用》2013,31(6):1281-1307
The paper is devoted to the generalized stochastic differential equations of the Ito? type whose coefficients are additionally perturbed and dependent on a small parameter. Their solutions are compared with the solutions of the corresponding unperturbed equations. We give conditions under which the solutions of these equations are close in the (2m)-th moment sense on finite intervals or on intervals whose length tends to infinity as the small parameter tends to zero. We also give the degree of the closeness of these solutions.  相似文献   

10.
A new method based on Lie-B(a)cklund symmetry method to solve the perturbed nonlinear evolution equations is presented. New approximate solutions of perturbed nonlinear evolution equations stemming from the exact solutions of unperturbed equations are obtained.This method is a generalization of Burde's Lie point symmetry technique.  相似文献   

11.
We investigate asymptotic expansions of solutions of singularly perturbed transport equations in Markov and semi-Markov media.  相似文献   

12.
We prove the law of iterated logarithm for solutions of stochastic differential equations with perturbed periodic coefficients.  相似文献   

13.
A new method based on Lie-Backlund symmetry method to solve the perturbed nonlinear evolution equations is presented. New approximate solutions of perturbed nonlinear evolution equations stemming from the exact solutions of unperturbed equations are obtained. This method is a generalization of Burde's Lie point symmetry technique.  相似文献   

14.
We propose and justify an algorithm for the construction of asymptotic solutions of singularly perturbed differential equations with impulse action.  相似文献   

15.
We consider initial-boundary value problems for a class of singularly perturbed nonlinear integro-differential equations. In applications, they are referred to as nonlocal reactionadvection-diffusion equations, and their solutions have moving interior transition layers (fronts). We construct the asymptotics of such solutions with respect to a small parameter and estimate the accuracy of the asymptotics. To justify the asymptotics, we use the asymptotic differential inequality method.  相似文献   

16.
We construct an asymptotic expansion for solutions to nonlinear singularly perturbed systems of impulsive differential equations. We successively determine all terms of the asymptotic expansion by means of pseudoinverse matrices and orthoprojections.  相似文献   

17.

We give conditions on the coefficient matrix for certain perturbed linear dynamic equations on time scales ensuring that there exists a bounded solution (which is explicitly given) to which all other solutions converge, and similarly conditions ensuring a bounded solution from which all other solutions diverge. We also consider periodic time scales and corresponding linear dynamic equations with periodic coefficients and prove similar statements about periodic solutions to which all other solutions converge or from which all other solutions diverge.  相似文献   

18.
本文主要讨论扰动色谱方程delta激波解的行成和转换,并讨论上述方程的黎曼问题.当扰动参数趋于零时,通过研究黎曼解的极限,我们可以观察到如下两个重要现象:激波和接触间断重合行成delta激波,一类激波(一个变量含有delta函数).  相似文献   

19.
We apply the imperfect bifurcation theory in Banach spaces to study the exact multiplicity of solutions to a perturbed logistic type equations on a symmetric spatial domain. We obtain the precise bifurcation diagrams.  相似文献   

20.
We characterize the exponential dichotomy of difference equations with infinite delay. We apply the results to study the robustness of exponential dichotomy. This kind of dichotomy gives us relevant information about boundedness of solutions for several perturbed quasi linear systems with infinite delay. Applications to Volterra difference equations are shown.  相似文献   

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