An approximate method via Taylor series for stochastic functional differential equations

The subject of this paper is an analytic approximate method for stochastic functional differential equations whose coefficients are functionals, sufficiently smooth in the sense of Fréchet derivatives. The approximate equations are defined on equidistant partitions of the time interval, and their coefficients are general Taylor expansions of the coefficients of the initial equation. It will be shown that the approximate solutions converge in the Lp-norm and with probability one to the solution of the initial equation, and also that the rate of convergence increases when degrees in Taylor expansions increase, analogously to real analysis.     

Continuous block implicit hybrid one-step methods for ordinary and delay differential equations

A class of high order continuous block implicit hybrid one-step methods has been proposed to solve numerically initial value problems for ordinary and delay differential equations. The convergence and Aω-stability of the continuous block implicit hybrid methods for ordinary differential equations are studied. Alternative form of continuous extension is constructed such that the block implicit hybrid one-step methods can be used to solve delay differential equations and have same convergence order as for ordinary differential equations. Some numerical experiments are conducted to illustrate the efficiency of the continuous methods.     

Fourier multipliers and periodic solutions of delay equations in Banach spaces

In this paper we characterize the existence and uniqueness of periodic solutions of inhomogeneous abstract delay equations and establish maximal regularity results for strong solutions. The conditions are obtained in terms of R-boundedness of linear operators determined by the equations and Lp- Fourier multipliers. Periodic mild solutions are also studied and characterized.     

Generalized Hyers-Ulam stability for general additive functional equations in quasi-β-normed spaces

In 1940 S.M. Ulam proposed the famous Ulam stability problem. In 1941 D.H. Hyers solved the well-known Ulam stability problem for additive mappings subject to the Hyers condition on approximately additive mappings. The first author of this paper investigated the Hyers-Ulam stability of Cauchy and Jensen type additive mappings. In this paper we generalize results obtained for Jensen type mappings and establish new theorems about the Hyers-Ulam stability for general additive functional equations in quasi-β-normed spaces.     

On semi-R-boundedness and its applications

R-Boundedness is a randomized boundedness condition for sets of operators which in recent years has found many applications in the maximal regularity theory of evolution equations, stochastic evolution equations, spectral theory and vector-valued harmonic analysis. However, in some situations additional geometric properties such as Pisier's property (α) are required to guaranty the R-boundedness of a relevant set of operators. In this paper we show that a weaker property called semi-R-boundedness can be used to avoid these geometric assumptions in the context of Schauder decompositions and the H^∞-calculus. Furthermore, we give weaker conditions for stochastic integrability of certain convolutions.     

Global Hopf bifurcation for differential equations with state-dependent delay

We develop a global Hopf bifurcation theory for a system of functional differential equations with state-dependent delay. The theory is based on an application of the homotopy invariance of S¹-equivariant degree using the formal linearization of the system at a stationary state. Our results show that under a set of mild conditions the information about the characteristic equation of the formal linearization with frozen delay can be utilized to detect the local Hopf bifurcation and to describe the global continuation of periodic solutions for such a system with state-dependent delay.     

Limit-point criteria for semi-degenerate singular Hamiltonian differential systems with perturbation terms

Some limit-point criteria are obtained for higher-dimensional semi-degenerate singular Hamiltonian differential systems with perturbation potential terms by using M(λ)-theory. Results in this paper cover many previous results of Hartman, Levinson, Titchmarsh and Read.     

Exponential asymptotic property of a parallel repairable system with warm standby under common-cause failure

We discuss exponential asymptotic property of the solution of a parallel repairable system with warm standby under common-cause failure. This system can be described by a group of partial differential equations with integral boundary. First we show that the positive contraction C₀-semigroup T(t) [Weiwei Hu, Asymptotic stability analysis of a parallel repairable system with warm standby under common-cause failure, Acta Anal. Funct. Appl. 8 (1) (2006) 5-20] which is generated by the operator corresponding to these equations is a quasi-compact operator. Then by using [Weiwei Hu, Asymptotic stability analysis of a parallel repairable system with warm standby under common-cause failure, Acta Anal. Funct. Appl. 8 (1) (2006) 5-20] that 0 is an eigenvalue of the operator with algebraic index one and the C₀-semigroup T(t) is contraction, we conclude that the spectral bound of the operator is zero. By using the above results the exponential asymptotical stability of the time-dependent solution of the system follows easily.     

Conservation laws for some compacton equations using the multiplier approach

This paper is an application of the variational derivative method to the derivation of the conservation laws for partial differential equations. The conservation laws for (1+1) dimensional compacton k(2,2) and compacton k(3,3) equations are studied via multiplier approach. Also the conservation laws for (2+1) dimensional compacton Zk(2,2) equation are established by first computing the multipliers.     

An analytic approximate method for solving stochastic integrodifferential equations

In this paper we compare the solution of a general stochastic integrodifferential equation of the Ito type, with the solutions of a sequence of appropriate equations of the same type, whose coefficients are Taylor series of the coefficients of the original equation. The approximate solutions are defined on a partition of the time-interval. The rate of the closeness between the original and approximate solutions is measured in the sense of the Lp-norm, so that it decreases if the degrees of these Taylor series increase, analogously to real analysis. The convergence with probability one is also proved.     

Delay-range-dependent robust H filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters

This paper investigates the problem of robust H^∞ filtering for uncertain stochastic time-delay systems with Markovian jump parameters. Both the state dynamics and measurement of the system are corrupted by Wiener processes. The time delay varies in an interval and depends on the mode of operation. A Markovian jump linear filter is designed to guarantee robust exponential mean-square stability and a prescribed disturbance attenuation level of the resulting filter error system. A novel approach is employed in showing the robust exponential mean-square stability. The exponential decay rate can be directly estimated using matrices of the Lyapunov-Krasovskii functional and its derivative. A delay-range-dependent condition in the form of LMIs is derived for the solvability of this H^∞ filtering problem, and the desired filter can be constructed with solutions of the LMIs. An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.     

Essential self-adjointness of Dirichlet operators on a path space with Gibbs measures via an SPDE approach

The main objective of this paper is to prove the essential self-adjointness of Dirichlet operators in L²(μ) where μ is a Gibbs measure on an infinite volume path space C(R,Rd). This operator can be regarded as a perturbation of the Ornstein-Uhlenbeck operator by a nonlinearity and corresponds to a parabolic stochastic partial differential equation (= SPDE, in abbreviation) on R. In view of quantum field theory, the solution of this SPDE is called a P₁(?)-time evolution.     

Generalized spherical and simplicial coordinates

Elementary trigonometric quantities are defined in l2,p analogously to that in l2,2, the sine and cosine functions are generalized for each p>0 as functions sinp and cosp such that they satisfy the basic equation p|cosp(φ)|+p|sinp(φ)|=1. The p-generalized radius coordinate of a point ξ∈Rn is defined for each p>0 as . On combining these quantities, ln,p-spherical coordinates are defined. It is shown that these coordinates are nearly related to ln,p-simplicial coordinates. The Jacobians of these generalized coordinate transformations are derived. Applications and interpretations from analysis deal especially with the definition of a generalized surface content on ln,p-spheres which is nearly related to a modified co-area formula and an extension of Cavalieri's and Torricelli's indivisibeln method, and with differential equations. Applications from probability theory deal especially with a geometric interpretation of the uniform probability distribution on the ln,p-sphere and with the derivation of certain generalized statistical distributions.     

On discretizations of invariant foliations over inertial manifolds

Invariant foliations over inertial manifolds of partial differential equations under numerical discretizations are studied. It is proved that the numerical method considered as a discrete dynamical system has C¹-close invariant foliations. The rate of the C¹-convergence is estimated as well.     

Eventual differentiability of functional differential equations in Banach spaces

This paper concerns the regularity of a functional differential equation in the form: , t>0, where A is the generator of an analytic semigroup on a Banach space X, and B₁,B₂ are α(γ−A)-bounded linear operator for 0<α<1. By spectral analysis, it is shown that the associated solution semigroup of this equation is eventually differentiable.     

Property (w) and perturbations II

This note is a continuation of a previous article [P. Aiena, M.T. Biondi, Property (w) and perturbations, J. Math. Anal. Appl. 336 (2007) 683-692] concerning the stability of property (w), a variant of Weyl's theorem, for a bounded operator T acting on a Banach space, under finite-dimensional perturbations K commuting with T. A counterexample shows that property (w) in general is not preserved under finite-dimensional perturbations commuting with T, also under the assumption that T is a-isoloid.     

Solutions of nonlinear evolution inclusions

In this paper, the solution of the nonlinear evolution inclusion problem of the form u^′(t)+B(t,u(t))∋f(t) is studied. In this problem, the operators are of type (M) or type (S₊), which are different from those of pseudo-monotone operators that had been studied by many authors. At the same time, we study the perturbation problem. In fact, many kinds of evolution equations can be generalized by this problem. The former results are improved and generalized by our conclusions, and we will give more applications.     

Convergence of a stochastic particle approximation for fractional scalar conservation laws

We are interested in a probabilistic approximation of the solution to scalar conservation laws with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation is based on a stochastic differential equation driven by an α-stable Lévy process and involving a nonlinear drift. The approximation is constructed using a system of particles following a time-discretized version of this stochastic differential equation, with nonlinearity replaced by interaction. We prove convergence of the particle approximation to the solution of the conservation law as the number of particles tends to infinity whereas the discretization step tends to 0 in some precise asymptotics.     

Divergence points of self-similar measures satisfying the OSC

Recently, Barreira and Schmeling (2000) [1] and Chen and Xiong (1999) [2] have shown, that for self-similar measures satisfying the SSC the set of divergence points typically has the same Hausdorff dimension as the support K. It is natural to ask whether we obtain a similar result for self-similar measures satisfying the OSC. However, with only the OSC satisfied, we cannot do most of the work on a symbolic space and then transfer the results to the subsets of Rd, which makes things more difficult. In this paper, by the box-counting principle we show that the set of divergence points has still the same Hausdorff dimension as the support K for self-similar measures satisfying the OSC.     

Estimates of the dilatation function of Beurling-Ahlfors extension

In this paper we estimate the dilatation function of the Beurling-Ahlfors extension in the most general case. By introducing ?h,m-function, we obtain an inequality which is sharp up to a constant.