Tropical discretization: ultradiscrete Fisher–KPP equation and ultradiscrete Allen–Cahn equation

A systematic approach to the construction of ultradiscrete analogues for differential systems is presented. This method is tailored to first-order differential equations and reaction–diffusion systems. The discretizing method is applied to Fisher–KPP equation and Allen–Cahn equation. Stationary solutions, travelling wave solutions and entire solutions of the resulting ultradiscrete systems are constructed.     

New Solutions to the Ultradiscrete Soliton Equations

New solutions to the ultradiscrete soliton equations, such as the Box–Ball system, the Toda equation, etc. are obtained. One of the new solutions which we call a "negative-soliton" satisfies the ultradiscrete KdV equation (Box–Ball system) but there is not a corresponding traveling wave solution for the discrete KdV equation. The other one which we call a "static-soliton" satisfies the ultradiscrete Toda equation but there is not a corresponding traveling wave solution for the discrete Toda equation. A collision of a soliton with a negative-soliton generates many balls in a box over the capacity of the box in the Box–Ball system, while a collision of a soliton with the static-soliton describes, in the ultradiscrete limit, transmission of a soliton through junctions of a "nonuniform Toda equation." We have obtained exact solutions describing these phenomena.     

On the optimal control of integral-functional equations

The problem of the optimal control of stochastic integral-functional equations of neutral type with an intergral quality functional is considered. For the case of a linear quadratic problem an explicit form of the optimal control is presented.

A class of equations which originated in the synthesis of Volterra equations, and stochastic differential equations with after-effects of neutral type are discussed. The problem of the optimal control of such systems is an essential development of the theory of controlled differential equations /1–8/. Examples of real objects whose mathematical models contain equations with an after-effect are discussed in /9/. A study of integral equations of neutral type is essential in controlling the motion of bodies in a continuous medium, /10/. Volterra equations first arose in the theory of creep and form the basis of this theory /11, 12/.     

Difference Galois theory of linear differential equations

We develop a Galois theory for linear differential equations equipped with the action of an endomorphism. This theory is aimed at studying the difference algebraic relations among the solutions of a linear differential equation. The Galois groups here are linear difference algebraic groups, i.e., matrix groups defined by algebraic difference equations.     

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.     

Representation of solutions and stability of linear differential-difference equations in a Banach space

In this paper the theory of linear delay differential equations is extended in three directions. One, the underlying phase space is allowed to be a Banach space so that equations with unbounded operators may be considered. Two, the delay is permitted to be effective over an infinite interval and a connection is made between this type of system and neutral systems whose delay is effective over a finite interval. Three, a theory of uniform asymptotic stability for linear delay differential equations in a Hilbert space is developed.     

Oscillation result for half‐linear dynamic equations on timescales and its consequences

We study oscillatory properties of half‐linear dynamic equations on timescales. Via the combination of the Riccati technique and an averaging method, we find the domain of oscillation for many equations. The presented main result is not the conversion of a known result from the theory of differential or difference equations, ie, we obtain new results for the timescales (for differential equations) and (for difference equations). Half‐linear equations generalize linear equations (in fact, they coincide with certain one‐dimensional PDEs with p‐Laplacian), but the main result is new also for linear differential and difference equations. The corresponding corollaries and examples are given as well.     

Series solutions of coupled differential equations with one regular singular point

We consider two linear second-order ordinary differential equations. r=0 is a regular singular point of these equations. Applying the classical Method of Frobenius, we do not obtain any indicial equation and therefore no solution, because the differential equations are coupled.

In this paper, we present an extended Method of Frobenius on a coupled system of two ordinary differential equations. These equations come from the micropolar theory, which is one of the three kinds of the new 3M physics.     

Existence of dichotomies and invariant splittings for linear differential systems I

This paper is concerned with linear time-varying ordinary differential equations. Sufficient conditions are given for the existence of an exponential dichotomy for a class of equations which includes those with Bohr almost-periodic coefficients. The problem is treated in the context of linear skew-product flows, where it becomes clear how to generalize to the case of fiber-preserving flows on vector bundles. Both continuous and discrete flows are treated and the results apply to the linearized variational equation for a time-varying vector field on a manifold as well as the linearization of a diffeomorphism acting on a manifold. Sufficient conditions are given for a diffeomorphism on a manifold to be an Anosov diffeomorphism. For linear skew-product flows arising from ordinary differential equations our theory is a partial generalization of Floquet theory to the almost-periodic case.     

Linear independence of root equations forM/G/1 type Markov chains

There is a classical technique for determining the equilibrium probabilities ofM/G/1 type Markov chains. After transforming the equilibrium balance equations of the chain, one obtains an equivalent system of equations in analytic functions to be solved. This method requires finding all singularities of a given matrix function in the unit disk and then using them to obtain a set of linear equations in the finite number of unknown boundary probabilities. The remaining probabilities and other measures of interest are then computed from the boundary probabilities. Under certain technical assumptions, the linear independence of the resulting equations is established by a direct argument involving only elementary results from matrix theory and complex analysis. Simple conditions for the ergodicity and nonergodicity of the chain are also given.     

Stochastic evolution equations with general white noise disturbance

Existence and uniqueness theorems are proved for a general class of stochastic linear abstract evolution equations, with a general type of stochastic forcing term. The abstract evolution equation is modeled using an evolution operator (or 2-parameter semigroup) approach and this includes linear partial differential equations and linear differential delay equations. The stochastic forcing term is modeled by defining an Itô stochastic integral with respect to a Hilbert space-valued orthogonal increments process, which can be used to model both Gaussian and non-Gaussian white noise processes. The theory is illustrated by examples of stochastic partial differential equations and delay equations, which arise in filtering problems for distributed and delay systems.     

二阶线性发展方程初值问题的某些推广

本文用压缩半群理论讨论了二阶线性发展方程组的初值问题;还用解析半群讨论了一类变系数的二阶线性发展方程的初值问题,使这一类初值问题的可解性与含t的算子的一阶线性发展方程解的理论统一起来,这是数学力学中的一类重要方程。     

Suboptimality Estimates for the Semi-Discretized LQR Problem for Parabolic PDEs

The linear quadratic regulator problem (LQR) for parabolic partial differential equations (PDEs) has been understood to be an infinite-dimensional Hilbert space equivalent of the finite-dimensional LQR problem known from mathematical systems theory. The matrix equations from the finite-dimensional case become operator equations in the infinite-dimensional Hilbert space setting. A rigorous convergence theory for the approximation of the infinite-dimensional problem by Galerkin schemes in the space variable has been developed over the past decades. Numerical methods based on this approximation have been proven capable of solving the case of linear parabolic PDEs. Embedding these solvers in a model predictive control (MPC) scheme, also nonlinear systems can be handled. Convergence rates for the approximation in the linear case are well understood in terms of the PDE's solution trajectories, as well as the solution operators of the underlying matrix/operator equations. However, in practice engineers are often interested in suboptimality results in terms of the optimal cost, i.e., evaluation of the quadratic cost functional. In this contribution, we are closing this gap in the theory. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Linear measure functional differential equations with infinite delay

We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.     

Dynamics and exact solutions of non-evolutionary partial differential equations

The article presents a new method for constructing exact solutions of non-evolutionary partial differential equations with two independent variables. The method is applied to the linear classical equations of mathematical physics: the Helmholtz equation and the variable type equation. The constructed method goes back to the theory of finite-dimensional dynamics proposed for evolutionary differential equations by B. Kruglikov, O. Lychagina and V. Lychagin. This theory is a natural development of the theory of dynamical systems. Dynamics make it possible to find families that depends on a finite number of parameters among all solutions of PDEs. The proposed method is used to construct exact particular solutions of linear differential equations (Helmholtz equations and equations of variable type).     

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.     

Linear and nonlinear heat equations in $L^q_\delta$ spaces and universal bounds for global solutions

We develop a theory of both linear and nonlinear heat equations in the weighted Lebesgue spaces , where is the distance to the boundary. In particular, we prove an optimal estimate for the heat semigroup, and we establish sharp results on local existence-uniqueness and local nonexistence of solutions for semilinear heat equations with initial values in those spaces. This theory enables us to obtain new types of results concerning positive global solutions of superlinear parabolic problems. Namely, under certain assumptions, we prove that any global solution is uniformly bounded for by a universal constant, independent of the initial data. In all previous results, the bounds for global solutions were depending on the initial data. Received March 15, 2000 / Accepted October 18, 2000 / Published online February 5, 2001     

Boundary and initial-value methods for solving Fredholm equations with semidegenerate kernels

We develop a new approach to the theory and numerical solution of a class of linear and nonlinear Fredholm equations. These equations, which have semidegenerate kernels, are shown to be equivalent to two-point boundary-value problems for a system of ordinary differential equations. Applications of numerical methods for this class of problems allows us to develop a new class of numerical algorithms for the original integral equation. The scope of the paper is primarily theoretical; developing the necessary Fredholm theory and giving comparisons with related methods. For convolution equations, the theory is related to that of boundary-value problems in an appropriate Hilbert space. We believe that the results here have independent interest. In the last section, our methods are extended to certain classes of integrodifferential equations.     

One of the simplest means of accounting for nonlinearity in viscoelastic media

The author examines a simple extension, to the nonlinear case, of memory-type theory based on the Boltzmann-Volterra superposition principle. It is shown that given certain assumptions the quasi-linear theory of viscoelasticity reduces to introduction into the equations of linear memory theory of a single stress- or strain-intensity function. This function is determined from creep or relaxation tests. A successive-approximation method is presented for solving problems of nonlinear viscoelasticity with the aid of the equations introduced. It is shown that in the case of simple loading the equations of the theory of small elastic-plastic deformations are an analog of the equations considered.Mekhanika Polimerov, Vol. 3, No. 2, pp. 207–212, 1967     

Floquet theory and stability of nonlinear integro-differential equations

Summary One of the classical topics in the qualitative theory of differential equations is the Floquet theory. It provides a means to represent solutions and helps in particular for stability analysis. In this paper first we shall study Floquet theory for integro-differential equations (IDE), and then employ it to address stability problems for linear and nonlinear equations.