Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property

In this paper we consider infinite horizon backward doubly stochastic differential equations (BDSDEs for short) coupled with forward stochastic differential equations, whose terminal functions are non-degenerate. For such kind of BDSDEs, we study the existence and uniqueness of their solutions taking values in weighted L ^p (dx)?L ²(dx) space (p ≥ 2), and obtain the stationary property for the solutions.     

The convolution method for fourier expansions. The case of generalized transmission conditions of crack (screen) type in piecewise inhomogeneous media

We consider boundary value problems for the equation ? _x (K ? _x ?) + KL[?] = 0 in the space R ⁿ with generalized transmission conditions of the type of a strongly permeable crack or a weakly permeable screen on the surface x = 0. (Here L is an arbitrary linear differential operator with respect to the variables y ₁, …, y _n?1.) The coefficients K(x) > 0 are monotone functions of certain classes in the regions separated by the screen x = 0. The desired solution has arbitrary given singular points and satisfies a sufficiently weak condition at infinity.We derive formulas expressing the solutions of the above-mentioned problems in the form of simple quadratures via the solutions of the considered equation with a constant coefficient K for given singular points in the absence of a crack or a screen. In particular, the obtained formulas permit one to solve boundary value problems with generalized transmission conditions for equations with functional piecewise continuous coefficients in the framework of the theory of harmonic functions.     

Removable singularities of solutions of semi-elliptic equations

Let P(D) be a quasihomogeneous semi-elliptic linear differential operator with constant coefficients in ? ⁿ . We prove a metric criterion for the removability of singular sets of solutions of the equation P(D)f = 0 in function classes defined by solutions of this equation with the use of local approximations in mean.     

Existence of positive solutions for a general nonlinear eigenvalue problem

Let Ω R n be a bounded domain, H = L 2 (Ω), L : D(L) H → H be an unbounded linear operator, f ∈ C(■× R, R) and λ∈ R. The paper is concerned with the existence of positive solutions for the following nonlinear eigenvalue problem Lu = λf (x, u), u ∈ D(L), which is the general form of nonlinear eigenvalue problems for differential equations. We obtain the global structure of positive solutions, then we apply the results to some nonlinear eigenvalue problems for a second-order ordinary differential equation and a fourth-order beam equation, respectively. The discussion is based on the fixed point index theory in cones.     

Non-Monotonic Behavior of One-Signed Solutions of Quasilinear Differential Equations

We consider a class of the second-order quasilinear differential equations. By deriving relations between certain types of monotonic solutions of the quasilinear equation and corresponding reciprocal half-linear equation on a finite interval (a, b), we obtain criteria for all solutions of the main equation, which do not change sign in (a, b), to be non-monotonic in (a, b). This work is also extended to a perturbed half-linear equation as well as to the half-line \((a,\infty )\).     

New approach to the solution of the classical sine-Gordon equation and its generalizations

We obtain new exact solutions U(x, y, z, t) of the three-dimensional sine-Gordon equation. The three-dimensional solutions depend on an arbitrary function F(α) whose argument is a function α(x, y, z, t). The ansatz α is found from an equation linear in (x, y, z, t) whose coefficients are arbitrary functions of α that should satisfy a system of algebraic equations. By this method, we solve the classical and a generalized sine-Gordon equation; the latter additionally contains first derivatives with respect to (x, y, z, t). We separately consider an equation that contains only the first derivative with respect to time. We present approaches to the solution of the sine-Gordon equation with variable amplitude. The considered methods for solving the sine-Gordon equation admit a natural generalization to the case of integration of the same types of equations in a space of arbitrarily many dimensions.     

On the determination of the potential function from given orbits

The paper deals with the problem of finding the field of force that generates a given (N ? 1)-parametric family of orbits for a mechanical system with N degrees of freedom. This problem is usually referred to as the inverse problem of dynamics. We study this problem in relation to the problems of celestial mechanics. We state and solve a generalization of the Dainelli and Joukovski problem and propose a new approach to solve the inverse Suslov’s problem. We apply the obtained results to generalize the theorem enunciated by Joukovski in 1890, solve the inverse Stäckel problem and solve the problem of constructing the potential-energy function U that is capable of generating a bi-parametric family of orbits for a particle in space. We determine the equations for the sought-for function U and show that on the basis of these equations we can define a system of two linear partial differential equations with respect to U which contains as a particular case the Szebehely equation. We solve completely a special case of the inverse dynamics problem of constructing U that generates a given family of conics known as Bertrand’s problem. At the end we establish the relation between Bertrand’s problem and the solutions to the Heun differential equation. We illustrate our results by several examples.     

Solvability of a type of one-dimensional pseudodifferential operators

The paper suggests an approach to one-dimensional pseudodifferential equations of nonnegative order, whose symbols are of the form A ₁(ξ) + th(kx + ω)A ₂(ξ). The method is based on reduction of the considered pseudodifferential equation to an integral equation. Some integral representations of solutions are found.     

A fractional spectral method with applications to some singular problems

In this paper we propose and analyze fractional spectral methods for a class of integro-differential equations and fractional differential equations. The proposed methods make new use of the classical fractional polynomials, also known as Müntz polynomials. We first develop a kind of fractional Jacobi polynomials as the approximating space, and derive basic approximation results for some weighted projection operators defined in suitable weighted Sobolev spaces. We then construct efficient fractional spectral methods for some integro-differential equations which can achieve spectral accuracy for solutions with limited regularity. The main novelty of the proposed methods is that the exponential convergence can be attained for any solution u(x) with u(x ^1/λ ) being smooth, where λ is a real number between 0 and 1 and it is supposed that the problem is defined in the interval (0,1). This covers a large number of problems, including integro-differential equations with weakly singular kernels, fractional differential equations, and so on. A detailed convergence analysis is carried out, and several error estimates are established. Finally a series of numerical examples are provided to verify the efficiency of the methods.     

Complex vector measure and integral over manifolds with locally finite variations

It is well known that any compactly supported continuous complex differential n-form can be integrated over real n-dimensional C¹ manifolds in C^m (m ≥ n). For n = 1, the integral along any locally rectifiable curve is defined. Another generalization is the theory of currents (linear functionals on the space of compactly supported C^∞ differential forms). The topic of the article is the integration of measurable complex differential (n, 0)-forms (containing no \(d{\bar z_j}\)) over real n-dimensional C⁰ manifolds in C^m with locally finite n-dimensional variations (a generalization of locally rectifiable curves to dimensions n > 1). The last result is that a real n-dimensional manifold C¹ embedded in C^m has locally finite variations, and the integral of a measurable complex differential (n, 0)-form defined in the article can be calculated by a well-known formula.     

Galerkin finite element method and error analysis for the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. These equations can be derived from the Nernst-Planck equation for electro-diffusion in smooth homogeneous cylinders. Fractional cable equations are introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, a Galerkin finite element method(GFEM) is presented for the numerical simulation of the fractional cable equation(FCE) involving two integro-differential operators. The proposed method is based on a semi-discrete finite difference approximation in time and Galerkin finite element method in space. We prove that the numerical solution converges to the exact solution with order O(τ+h^l+1) for the lth-order finite element method. Further, a novel Galerkin finite element approximation for improving the order of convergence is also proposed. Finally, some numerical results are given to demonstrate the theoretical analysis. The results show that the numerical solution obtained by the improved Galerkin finite element approximation converges to the exact solution with order O(τ²+h^l+1).     

An integral geometry lemma and its applications: The nonlocality of the Pavlov equation and a tomographic problem with opaque parabolic objects

Written in the evolutionary form, the multidimensional integrable dispersionless equations, exactly like the soliton equations in 2+1 dimensions, become nonlocal. In particular, the Pavlov equation is brought to the form v_t = v_xv_y - ?_x^-1?_y[v_y + v_x²], where the formal integral ?_x^?1 becomes the asymmetric integral \( - \int_x^\infty {dx'} \). We show that this result could be guessed using an apparently new integral geometry lemma. It states that the integral of a sufficiently general smooth function f(X, Y) over a parabola in the plane (X, Y) can be expressed in terms of the integrals of f(X, Y) over straight lines not intersecting the parabola. We expect that this result can have applications in two-dimensional linear tomography problems with an opaque parabolic obstacle.     

Some Properties of a Singular Integral Equation with Non-Carleman Shift

We study the distribution of roots of the function W(z) = 1?λl^?z cot(πz), z ∈ C, where l ∈ (0, 1) and λ ∈ C are parameters. The results are applied to the problem on the solvability and number of solutions of a singular integral equation in various function spaces.     

Exact soliton solutions of a D-dimensional nonlinear Schrödinger equation with damping and diffusive terms

In the present study, we apply function transformation methods to the D-dimensional nonlinear Schrödinger (NLS) equation with damping and diffusive terms. As special cases, this method applies to the sine-Gordon, sinh-Gordon, and other equations. Also, the results show that these equations depend on only one function that can be obtained analytically by solving an ordinary differential equation. Furthermore, certain exact solutions of these three equations are shown to lead to the exact soliton solutions of a D-dimensional NLS equation with damping and diffusive terms. Finally, our results imply that the planar solitons, N multiple solitons, propagational breathers, and quadric solitons are solutions to the sine-Gordon, sinh-Gordon, and D-dimensional NLS equations.     

Discrete nonlinear hyperbolic equations. Classification of integrable cases

We consider discrete nonlinear hyperbolic equations on quad-graphs, in particular on ?². The fields are associated with the vertices and an equation of the form Q(x ₁, x ₂, x ₃, x ₄) = 0 relates four vertices of one cell. The integrability of equations is understood as 3D-consistency, which means that it is possible to impose equations of the same type on all faces of a three-dimensional cube so that the resulting system will be consistent. This allows one to extend these equations also to the multidimensional lattices ? ^N . We classify integrable equations with complex fields x and polynomials Q multiaffine in all variables. Our method is based on the analysis of singular solutions.     

Removable singularities of solutions of linear uniformly elliptic second order equations

Let L be a uniformly elliptic linear second order differential operator in divergence form with bounded measurable real coefficients in a bounded domain G ? ?ⁿ (n ? 2). We define classes of continuous functions in G that contain generalized solutions of the equation L? = 0 and have the property that the compact sets removable for such solutions in these classes can be completely described in terms of Hausdorff measures.     

Thue equations and CM-fields

We obtain a polynomial-type upper bounds for the size and the number of the integral solutions of Thue equations \(F(X,Y) = b\) defined over a totally real number field K, assuming that F(X, 1) has a root \(\alpha \) such that \(K(\alpha )\) is a CM-field. Furthermore, we give an algorithm for the computation of the integral solutions of such an equation.     

Local solvability of the k-Hessian equations

We give a classification of second-order polynomial solutions for the homogeneous k-Hessian equation σ_k[u] = 0. There are only two classes of polynomial solutions: One is convex polynomial; another one must not be(k + 1)-convex, and in the second case, the k-Hessian equations are uniformly elliptic with respect to that solution. Based on this classification, we obtain the existence of C∞local solution for nonhomogeneous term f without sign assumptions.     

Uniqueness of conservative solutions for nonlinear wave equations via characteristics

For some classes of one-dimensional nonlinear wave equations, solutions are Hölder continuous and the ODEs for characteristics admit multiple solutions. Introducing an additional conservation equation and a suitable set of transformed variables, one obtains a new ODE whose right hand side is either Lipschitz continuous or has directionally bounded variation. In this way, a unique characteristic can be singled out through each initial point. This approach yields the uniqueness of conservative solutions to various equations, including the Camassa-Holm and the variational wave equation u_tt ? c(u)(c(u)u_x )_x = 0, for general initial data in H¹(R).