On the theory of convolution equations of the third kind

The autoconvolution equation of the third kind with coefficient of general power type is dealt with by the method of weighted norms developed for equations with coefficients of linear and integer power type in recent joint work of the author with L. Berg, J. Janno, and B. Hofmann. For this equation two existence theorems and a uniqueness theorem are proved. Further, as an auxiliary equation a linear singular integral equation of Abel is treated anew and the existence of solutions to a related class of linear Volterra equations of the third kind is derived.     

On the convergence of a fourth order evolution equation to the Allen-Cahn equation

We construct special sequences of solutions to a fourth order nonlinear parabolic equation of Cahn-Hilliard/Allen-Cahn type, converging to the second order Allen-Cahn equation. We consider the evolution equation without boundary, as well as the stationary case on domains with Dirichlet boundary conditions. The proofs exploit the equivalence of the fourth order equation with a system of two second order elliptic equations with “good signs”.     

Convergence of periodically forced rank-type equations

Consider a difference equation which takes the k-th largest output of m functions of the previous m terms of the sequence. If the functions are also allowed to change periodically as the difference equation evolves, this is analogous to a differential equation with periodic forcing. A large class of such non-autonomous difference equations are shown to converge to a periodic limit, which is independent of the initial condition. The period of the limit does not depend on how far back each term is allowed to look back in the sequence, and is in fact equal to the period of the forcing.     

Using restrictions to accept or reject solutions of radical equations

The standard technique for solving equations with radicals is to square both sides of the equation as many times as necessary to eliminate all radicals. Because the procedure violates logical equivalence, it results in extraneous solutions that do not satisfy the original equation, making it necessary to check all solutions against the original equation. We propose alternative solution procedures that are rigorous and simple to execute where the extraneous solutions can be identified without verification against the original equation. In this article, we review previous literature, establish and illustrate rigorous solution procedures for radical equations of depth 1 (i.e. equations where all radicals can be eliminated in one step), and deal with an ambiguity concerning the definition of real-valued solutions to radical equations. An application to defining the inverse function, resulting in a parametric radical equation, is also explained.     

A universal functional equation

It is shown that the S-chains solving Rubel's universal fourth-order differential equation also satisfy a third-order functional equation.

     

Quasilinear degenerate parabolic equations of Kirchhoff type

We investigate the evolution problem where H is a Hilbert space, A is a self‐adjoint linear non‐negative operator on H with domain D(A), and is a continuous function. We prove that if , and , then there exists at least one global solution, which is unique if either m never vanishes, or m is locally Lipschitz continuous. Moreover, we prove that if for all , then this problem is well posed in H. On the contrary, if for some it happens that for all , then this problem has no solution if with β small enough. We apply these results to degenerate parabolic PDEs with non‐local non‐linearities. Copyright © 1999 John Wiley & Sons, Ltd.     

A global attractor for the plate equation with displacement-dependent damping

We study the long-time behaviour of solutions of the plate equation with nonlinear damping coefficient. We prove under suitable conditions that this equation possesses a global attractor.     

Universal Models of Soliton Hierarchies

We consider commutativity equations and a related new model similar to the Kadomtsev–Petviashvili equation in the Sato theory. Integration of this model equation with three independent variables is based on a generalization of the Dubrovin equations and the recently developed theory of transformations of spectral problems. We give examples of equations with a fractional-power dispersion law that can be linearized in this theory.     

New exact travelling wave solutions of Kawahara type equations

The Auxiliary equation method is used to find analytic solutions for the Kawahara and modified Kawahara equations. It is well known that different types of exact solutions of the given auxiliary equation produce new types of exact travelling wave solutions to nonlinear equations. In this paper, new exact solutions of the auxiliary equation are presented. Using these solutions, many new exact travelling wave solutions for the Kawahara type equations are obtained.     

Differentiability of Backward Stochastic Differential Equations in Hilbert Spaces with Monotone Generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control.     

Dynamics of a rotating layer of an ideal electrically conducting incompressible fluid

A system of nonlinear partial differential equations is considered that models perturbations in a layer of an ideal electrically conducting rotating fluid bounded by spatially and temporally varying surfaces with allowance for inertial forces. The system is reduced to a scalar equation. The solvability of initial boundary value problems arising in the theory of waves in conducting rotating fluids can be established by analyzing this equation. Solutions to the scalar equation are constructed that describe small-amplitude wave propagation in an infinite horizontal layer and a long narrow channel.     

Existence and approximation of nonlocal optimal design problems driven by parabolic equations

This work is a follow‐up to a series of articles by the authors where the same topic for the elliptic case is analyzed. In this article, a class of nonlocal optimal design problem driven by parabolic equations is examined. After a review of results concerning existence and uniqueness for the state equation, a detailed formulation of the nonlocal optimal design is given. The state equation is of nonlocal parabolic type, and the associated cost functional belongs to a broad class of nonlocal integrals. In the first part of the work, a general result on the existence of nonlocal optimal design is proved. The second part is devoted to analyzing the convergence of nonlocal optimal design problems toward the corresponding classical problem of optimal design. After a slight modification of the problem, either on the cost functional or by considering a new set of admissibility, the G‐convergence for the state equation and, consequently, the convergence of the nonlocal optimal design problem are proved.     

New exact solutions of a nonlinear integrable equation

Analytic solutions of the partial differential equations are needed to explain many phenomena seen in thermodynamics, aerodynamics, plasma physics, and other fields. In this paper, variational principle is analyzed of the integrable nonlinear Korteweg–de Vries (KdV) typed equation. In addition, exact solutions of this equation are obtained by using various methods such as direct integration, homogeneous balance method, Exp-function method, and Kudryashov method.     

Approximation and attractivity properties of the degenerated Ginzburg-Landau equation

We are interested in spatially extended pattern forming systems close to the threshold of the first instability in case when the so-called degenerated Ginzburg-Landau equation takes the role of the classical Ginzburg-Landau equation as the amplitude equation of the system. This is the case when the relevant nonlinear terms vanish at the bifurcation point. Here we prove that in this situation every small solution of the pattern forming system develops in such a way that after a certain time it can be approximated by the solutions of the degenerated Ginzburg-Landau equation. In this paper we restrict ourselves to a Swift-Hohenberg-Kuramoto-Shivashinsky equation as a model for such a pattern forming system.     

Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions. The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction--diffusion equations), where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black--Scholes or Hamilton-Jacobi-Bellman type.     

Second-order hyperbolic s.p.d.e.'s driven by homogeneous Gaussian noise on a hyperplane

We study a class of hyperbolic stochastic partial differential equations in Euclidean space, that includes the wave equation and the telegraph equation, driven by Gaussian noise concentrated on a hyperplane. The noise is assumed to be white in time but spatially homogeneous within the hyperplane. Two natural notions of solutions are function-valued solutions and random field solutions. For the linear form of the equations, we identify the necessary and sufficient condition on the spectral measure of the spatial covariance for existence of each type of solution, and it turns out that the conditions differ. In spatial dimensions 2 and 3, under the condition for existence of a random field solution to the linear form of the equation, we prove existence and uniqueness of a random field solution to non-linear forms of the equation.

     

Decay and growth estimates for solutions of second-order and third-order differential-operator equations

We obtained decay and growth estimates for solutions of second-order and third-order differential-operator equations in a Hilbert space. Applications to initial–boundary value problems for linear and nonlinear non-stationary partial differential equations modeling the strongly damped nonlinear improved Boussinesq equation, the dual-phase-lag heat conduction equations, the equation describing wave propagation in relaxing media, and the Moore–Gibson–Thompson equation are given.     

Alternative solution of the inhomogeneous linear differential equation of order two

In this paper, we present an alternative method for solving the general inhomogeneous linear ordinary differential equation (ODE) of order two. The solution appears in the standard form as the sum of the solution of the equivalent homogeneous problem and the particular solution of the inhomogeneous problem at hand. The main advantage of the method exposed herein is that the particular solution is computable from two different integrals. This allows the problem solver to choose the simplest integral with which to work with in order to get the final solution. For illustrative purposes we employ the method presented to aid in the solution of some example problems including the inhomogeneous Klein-Gordon equation.     

The Calogero–Bogoyavlenskii–Schiff Equation in 2+1 Dimensions

We use the classical and nonclassical methods to obtain symmetry reductions and exact solutions of the (2+1)-dimensional integrable Calogero–Bogoyavlenskii–Schiff equation. Although this (2+1)-dimensional equation arises in a nonlocal form, it can be written as a system of differential equations and, in potential form, as a fourth-order partial differential equation. The classical and nonclassical methods yield some exact solutions of the (2+1)-dimensional equation that involve several arbitrary functions and hence exhibit a rich variety of qualitative behavior.     

Nonlocal fractional elliptic equations and applications

The L_p-coercive properties of a nonlocal fractional elliptic equation is studied. Particularly, it is proved that the fractional elliptic operator generated by this equation is sectorial in L_p space and also is a generator of an analytic semigroup. Moreover, by using the L_p-separability properties of the given elliptic operator the maximal regularity of the corresponding nonlocal fractional parabolic equation is established.