On the strong and weak solutions of stochastic differential equations governing Bessel processes

We prove that the δ-dimensional Bessel process (δ > 1) is a strong solution of a stochastic differential equation of the special form. The purpose of this paper is to investigate whether there exist other (weak and strong) solutions of these equations. This leads us to the conclusion that Zvonkin's theorem cannot be extended to stochastic differential equations with an unbounded drift.     

Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients

We prove an existence theorem for weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients. A weak solution of an equation is understood as a weak solution of a stochastic differential inclusion constructed on the basis of the equation. We derive conditions providing the absence of blow-up in weak solutions.     

各项异性椭圆方程基本解的存在性

证明了右端可测的各项异性椭圆方程基本解的存在性,其中应用了各项异性Sobolev空间和Lebesgue空间.首先得到近似方程的解,然后通过对这些解的子列取极限,得到原方程的解.关键是要有一个近似函数空间以及近似方程的先验估计.最后运用Vitali定理证明了原方程基本解的存在性,推广和改进了已有方程.     

Funktionenfamilien mit einem Maximumprinzip und elliptische Differentialgleichungen II

The present paper deals with the application of the theory developed in part I to some elliptic differential equations. Representations of solutions of this differential equations are given by generalized power series and by Bergman integral operators respectively. For in an annulus bounded solutions a generalisation of the three circle theorem due to Hadamard is derived in two different manners. The application of theorems of part I gives the first case and the second one uses the aid of a fundamental system of solutions of an associated ordinary differential equation. This fundamental system is also represented by an integral operator of Bergman type.     

求解非线性互补问题的微分方程方法

本文构造了一种求解非线性互补问题的微分方程方法.在一定条件下,证明了微分方程系统的平衡点是非线性互补问题的解并且基于一般微分方程系统的数值积分建立了一个数值算法.在适当的条件下,证明了此算法产生的序列解是收敛的.本文最后给出了数值结果,该结果表明了此微分方程方法的有效性.     

Oscillation criteria for even order differential equations

Summary Three theorems concerning oscillatory properties of solutions of even order ordinary differential equations are given. One theorem gives sufficient conditions for all solutions of (*) y⁽²ⁿ⁾(x) + f(y(x))p(x) = 0 to possess an infinite number of zeroes on the positive x axis. Another theorem gives sufficient conditions for all solutions of the general homogeneous linear equation of order 2n to have the same oscillatory property. Finally a necessary condition is given for (*) to have a solution with a last zero. This research was carried out under the support of Grant NSF GP-2067 with the National Science Foundation.     

Weak convergence of approximate solutions of random equations

Approximations of random operator equations are considered where the stochastic inputs and the underlying deterministic equation are approximated simultaneously. The main convergence result asserts that, under reasonable and verifiable assumptions, a sequence of weak solutions of approximate random equations converges weakly to a weak solution of the original equation. It is shown that this theorem extends and unifies results already known. We apply our theory to approximations of random differential equations involving stochastic processes with discontinuous paths and to projection methods for nonlinear random Hammerstein integral equations in spaces of integrable functions.     

Approximation Technique for Fractional Evolution Equations with Nonlocal Integral Conditions

We consider a class of fractional evolution equations with nonlocal integral conditions in Banach spaces. New existence of mild solutions to such a problem are established using Schauder fixed-point theorem, diagonal argument and approximation techniques under the hypotheses that the nonlinear term is Carathéodory continuous and satisfies some weak growth condition, the nonlocal term depends on all the value of independent variable on the whole interval and satisfies some weak growth condition. This work may be viewed as an attempt to develop a general existence theory for fractional evolution equations with general nonlocal integral conditions. Finally, as a sample of application, the results are applied to a fractional parabolic partial differential equation with nonlocal integral condition. The results obtained in this paper essentially extend some existing results in this area.     

Properties of solutions of stochastic differential equations with standard and fractional Brownian motions

We show that conditions ensuring the existence of strong and weak solutions of stochastic differential equations with standard and fractional Brownian motions guarantee the continuous dependence of these solutions on the initial conditions and right-hand sides. We prove a theorem on the uniform continuity of conditional expectations of strong solutions.     

Asymptotic behavior and decay rate estimates for a class of semilinear evolution equations of mixed order

In this article we present a unified approach to study the asymptotic behavior and the decay rate to a steady state of bounded weak solutions of nonlinear, gradient-like evolution equations of mixed first and second order. The proof of convergence is based on the Lojasiewicz-Simon inequality, the construction of an appropriate Lyapunov functional, and some differential inequalities. Applications are given to nonautonomous semilinear wave and heat equations with dissipative, dynamical boundary conditions, a nonlinear hyperbolic-parabolic partial differential equation, a damped wave equation and some coupled system.     

Existence of Multiple Positive Perio dic Solutions for Second Order Differential Equations

In this paper, we study the existence of multiple positive periodic solutions for the second order differential equation x′′(t) + p(t)x′(t) + q(t)x(t) = f(t, x(t)).By using Krasnoselskii fixed point theorem, we establish some criteria for the existence and multiple positive periodic solutions for this differential equation.     

On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps

Abstract

In this paper, we use a purely probabilistic approach to study forward‐backward differential equations with Poisson jumps with stopping time as termination. Under some weak monotonicity conditions and Lipschitz conditions, the existence and uniqueness results of solutions are obtained, it may be served as the generalized results contrast to FBDE with Brownian motion. We also derive the convergence theorem of the solutions.     

Positive periodic solutions of impulsive functional differential equations

We study the existence and nonexistence of positive periodic solutions of a non-autonomous functional differential equation with impulses. The equations we study may be of delay, advance or mixed type functional differential equations and the impulses may cause the existence of positive periodic solutions. The methods employed are fixed-point index theorem, Leray-Schauder degree, and upper and lower solutions. The results obtained are new, and some examples are given to illustrate our main results.     

On a nonlinear system consisting of three different types of differential equations

We consider a system consisting of a first order differential equation, a parabolic and an elliptic equation. Existence of weak solutions is proved by using the Schauder fixed point theorem. The paper improves some results of [3, 6] which is illustrated by example     

A Note on Some Sub-Equation Methods and New Types of Exact Travelling Wave Solutions for Two Nonlinear Partial Differential Equations

Sub-equation methods are used for constructing exact travelling wave solutions of nonlinear partial differential equations. The key idea of these methods is to take full advantage of all kinds of special solutions of sub-equation, which is usually a nonlinear ordinary differential equation. We present a function transformation which not only gives us a clear relation among these sub-equation methods, but also can be used to obtain the general solutions of these sub-equations. And then new exact travelling wave solutions of the CKdV-MKdV equation and the CKdV equations as applications of this transformation are obtained, and the approach presented in this paper can be also applied to other nonlinear partial differential equations.      

Dynamics of solutions of the Cauchy problem for semilinear parabolic stochastic partial differential equations with power-law singularities

We prove a comparison theorem for bounded solutions of the Cauchy problem for stochastic partial differential equations of the parabolic type with linear leading part. The drift and diffusion coefficients have locally bounded derivatives with respect to the state variable. We use this comparison theorem to study the dynamics of solutions of an equation with an absorber and an equation with a source.     

Asymptotic stability of solutions for some classes of impulsive differential equations with distributed delay

In this paper we show the asymptotic stability of the solutions of some differential equations with delay and subject to impulses. After proving the existence of mild solutions on the half-line, we give a Gronwall–Bellman-type theorem. These results are prodromes of the theorem on the asymptotic stability of the mild solutions to a semilinear differential equation with functional delay and impulses in Banach spaces and of its application to a parametric differential equation driving a population dynamics model.     

On the asymptotic stability of discontinuous systems analysed via the averaging method

The averaging method is one of the most powerful methods used to analyse differential equations appearing in the study of nonlinear problems. The idea behind the averaging method is to replace the original equation by an averaged equation with simple structure and close solutions. A large number of practical problems lead to differential equations with discontinuous right-hand sides. In a rigorous theory of such systems, developed by Filippov, solutions of a differential equation with discontinuous right-hand side are regarded as being solutions to a special differential inclusion with upper semi-continuous right-hand side. The averaging method was studied for such inclusions by many authors using different and rather restrictive conditions on the regularity of the averaged inclusion. In this paper we prove natural extensions of Bogolyubov’s first theorem and the Samoilenko-Stanzhitskii theorem to differential inclusions with an upper semi-continuous right-hand side. We prove that the solution set of the original differential inclusion is contained in a neighbourhood of the solution set of the averaged one. The extension of Bogolyubov’s theorem concerns finite time intervals, while the extension of the Samoilenko-Stanzhitskii theorem deals with solutions defined on the infinite interval. The averaged inclusion is defined as a special upper limit and no additional condition on its regularity is required.     

Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion

Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov's fixed point theorem and a new version of Schaefer's fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.