On solutions to the equation for improving additives in regression problems

In this article, we consider the problem of finding a solution to a functional equation which in a special way depends on the distribution of a random variable. Such equations naturally arise in construction of consistent estimates in regression problems in the case when the variances of the main observations depend on underlying unknown parameter and the regression coefficients are determined with random errors. A simple example of a regression problem is demonstrated when the equation under consideration occurs.     

Systems of equations of Kolmogorov type

We consider one class of degenerate parabolic systems of equations of the type of diffusion equation with Kolmogorov inertia. For systems whose coefficients may depend only on the time variable, we construct a fundamental matrix of solutions of the Cauchy problem and obtain estimates for this matrix and all its derivatives. Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 12, pp. 1650–1663, December, 2008.     

Uniform and optimal estimates for solutions to singularly perturbed parabolic equations

The Cauchy problem for singularly perturbed parabolic equations is considered, and weighted L²-estimates as well as certain decay properties of bounded classical solutions to it are established. These do not depend on the value of the small perturbation parameter, and allow to prove global in time existence of strong solutions to certain boundary-value problems for ultraparabolic equations with unbounded coefficients. Optimal decay estimates are proved for such solutions. All results concerning ultraparabolic equations apply, in particular, to the Kolmogorov equation for diffusion with inertia, to the (linear) Fokker-Planck equation, to the linearized Boltzmann equation, and to some nonlinear integro-differential ultraparabolic equations of the Fokker-Planck type, arising from biophysics. Optimal decay estimates are derived for global in time strong solutions to such equations.     

Subsonic solutions for compressible transonic potential flows

We establish an existence theorem for transonic isentropic potential flows where the subsonic region is bounded by the sonic line and thus the governing equation may become degenerate on the boundary partly or entirely. It has been conjectured by experiments and numerical studies that the self-similar multidimensional flow changes its type, namely, hyperbolic far from the origin (supersonic region) and elliptic near the origin (subsonic region). Furthermore, the potential equation has a different nonlinearity compared to other transonic problems such as the unsteady transonic small disturbance equation, the nonlinear wave equation, and the pressure gradient equation. Namely, the coefficients of the potential equation depend on the gradients while others are independent of the gradients. We provide techniques to handle the gradients, establish interior and boundary gradient estimates for the potential flow in a convex region, and answer the conjecture, that is, the flow is strictly elliptic and the region is subsonic.     

Boundary estimates for the first-order derivatives of a solution to a nondivergent parabolic equation with composite right-hand side and coefficients of lower-order derivatives

A linear parabolic equation with special singularities is studied. A priori boundary estimates are established for the maximum of the modulus of the gradient of a solution and for the Hölder constants as well. These estimates depend linearly on the functions appearing on the right-hand side of the equation. Bibliography: 7 titles.     

Generalized G-convergence for quasilinear elliptic differential operators

Generalized G-convergence for a quasilinear elliptic differential equation is defined and studied. The equation describes heat conduction in the cores of large electric transformers. The coefficients of the equation depend on temperature and the corresponding differential operator is neither potential nor monotone. A theory which generalizes the classical G-convergence is proposed. The theory is applied to the homogenization of the quasilinear elliptic differential equation with periodic coefficients.     

Investigation of the Solutions of Linear Systems of Difference Equations with Random Coefficients

The aim of the present paper is to give an equation which defines the moments equations for the solutions of linear systems of difference equations with random coefficients. Further we consider the cases when the coefficients depend on or do not depend on a Markov chain. Moreover, we investigate the stability of the null solutions for a linear system of difference equations in the mean and in the mean square.     

Resolvent estimates in homogenisation of periodic problems of fractional elasticity

We provide operator-norm convergence estimates for solutions to a time-dependent equation of fractional elasticity in one spatial dimension, with rapidly oscillating coefficients that represent the material properties of a viscoelastic composite medium. Assuming periodicity in the coefficients, we prove operator-norm convergence estimates for an operator fibre decomposition obtained by applying to the original fractional elasticity problem the Fourier–Laplace transform in time and Gelfand transform in space. We obtain estimates on each fibre that are uniform in the quasimomentum of the decomposition and in the period of oscillations of the coefficients as well as quadratic with respect to the spectral variable. On the basis of these uniform estimates we derive operator-norm-type convergence estimates for the original fractional elasticity problem, for a class of sufficiently smooth densities of applied forces.     

Finding discontinuities in the coefficients of the linear nonstationary transport equations

An X-ray tomography problem that is an inverse problem for the transport differential equation is set up and investigated. The absorption and single scattering of particles are taken into account. The transport equation is nonstationary (its coefficients and the unknown function depend on time), involves multiple energy levels, and its coefficients can undergo jump discontinuities with respect to the spatial variable (in other words, the medium in which the process proceeds is inhomogeneous). The sought object is the set on which the coefficients of the equation suffer a discontinuity, which corresponds to the search for the boundaries between the different substances composing the sensed medium.     

An Estimate for a Fundamental Solution of a Parabolic Equation with Drift on a Riemannian Manifold

We construct a fundamental solution for a parabolic equation with drift on a Riemannian manifold of nonpositive curvature. We obtain some estimates for this fundamental solution that depend on the conditions on the drift field.     

Optimal control of coefficients in linear elliptic equations i. existence of optimal controls

In the paper the problem of existence of optimal control is considered for a control problem with a linear elliptic equation whose coefficients depend on the control.     

Insensitizing controls for a forward stochastic heat equation

The existence of insensitizing controls for a forward stochastic heat equation is considered. To develop the duality, we obtain observability estimates for linear forward and backward coupled stochastic heat equations with general coefficients, by means of some global Carleman estimates. Furthermore, the constant in the observability inequality is estimated by an explicit function of the norm of the involved coefficients in the equation. As far as we know, our paper is the first one to address the problem of insensitizing controls for stochastic partial differential equations.     

Approximations to solutions of the zakai filtering equation

Mean square estimates are obtained for approximations to solutions of Zakai's equation which depend on the values of the observation process at the points of a regular partition in time     

Explicit stability conditions for integro-differential equations with periodic coefficients

New explicit stability conditions are derived for a linear integro-differential equation with periodic operator coefficients. The equation under consideration describes oscillations of thin-walled viscoelastic structural members driven by periodic loads. To develop stability conditions two approaches are combined. The first is based on the direct Lyapunov method of constructing stability functionals. It allows stability conditions to be derived for unbounded operator coefficients, but fails to correctly predict the critical loads for high-frequency excitations. The other approach is based on transforming the equation under consideration in such a way that an appropriate ‘differential’ part of the new equation would possess some reserve of stability. Stability conditions for the transformed equation are obtained by using a technique of integral estimates. This method provides acceptable estimates of the critical forces for periodic loads, but can be applied to equations with bounded coefficients only. Combining these two approaches, we derive explicit stability conditions which are close to the Floquet criterion when the integral term vanishes. These conditions are applied to the stability problem for a viscoelastic bar compressed by periodic forces. The effect of material and structural parameters on the critical load is studied numerically. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

The master Painlevé VI heat equation

Given the second-order scalar Lax pair of the sixth Painlevé equation, we build a generalized heat equation with rational coefficients which does not depend any more on the Painlevé variable.     

Mesh adaptation based on functional a posteriori estimates with Raviart-Thomas approximation

Adaptive algorithms based on functional a posteriori estimates for the Dirichlet problem for the stationary diffusion equation with jump discontinuities in the equation coefficients are compared. The algorithms have been implemented in MATLAB with the use of both standard finite element approximations and the zero-order Raviart-Thomas approximation. The adaptation results are analyzed using indicators of the local error distribution. Specifically, sequences of finite-element partitions, effectivity indices of estimates, and relative errors of approximate solutions are compared.     

On an Optimal Filtration Problem for One-Dimensional Diffusion Processes

We find a method that reduces the solution of a problem of nonlinear filtration of one-dimensional diffusion processes to the solution of a linear parabolic equation with constant diffusion coefficients whose remaining coefficients are random and depend on the trajectory of the observable process. The method consists in reducing the initial filtration problem to a simpler problem with identity diffusion matrix and subsequently reducing the solution of the parabolic Itô equation for the filtered density to solving the above-mentioned parabolic equation. In addition, the filtered densities of both problems are connected by a sufficiently simple formula.     

Strichartz Estimates on Asymptotically de Sitter Spaces

In this article we prove a family of local (in time) weighted Strichartz estimates with derivative losses for the Klein–Gordon equation on asymptotically de Sitter spaces and provide a heuristic argument for the non-existence of a global dispersive estimate on these spaces. The weights in the estimates depend on the mass parameter and disappear in the “large mass” regime. We also provide an application of these estimates to establish small-data global existence for a class of semilinear equations on these spaces.     

Error bounds for numerical solutions of ordinary differential equations

Summary An a posteriori error bound, for an approximate solution of a system of ordinary differential equations, is derived as the solution of a Riccati equation. The coefficients of the Riccati equation depend on an eigenvalue of a matrix related to a Jacobian matrix, on a Lipschitz constant for the Jacobian matrix, and on the approximation defect. An upper bound is computable as the formal solution of a sequence of Riccati equations with constant coefficients. This upper bound may sometimes be used to control step length in a numerical method.     

Properties of a solution of the mixed problem for an ultraparabolic equation with memory term

The mixed problem for an ultraparabolic equation is considered. The uniqueness and the existence of a solution of the problem are established. Some estimates of the solution that depend on the kernel of an integral operator are found.