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.     

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.     

Strong convergence of approximate solutions for nonlinear hyperbolic equation without convexity

Schonbek [M.E. Schonbek, Convergence of solutions to nonlinear dispersive equations, Comm. Partial Differential Equations 7 (1982) 959-1000] obtained the strong convergence of uniform bounded approximate solutions to hyperbolic scalar equation under the assumption that the flux function is strictly convex. While in this paper, by constructing four families of Lax entropies, we succeed in dealing with the non-convexity with the aid of the well-known Bernstein-Weierstrass theorem, and obtaining the strong convergence of uniform L^∞ or bounded viscosity solutions for scalar conservation law without convexity.     

Asymptotic approximations for second-order linear difference equations in Banach algebras, II

A Liouville-Green (WKB) asymptotic approximation theory is developed for some classes of linear second-order difference equations in Banach algebras. The special case of linear matrix difference equations (or, equivalently, of second-order systems) is emphasized. Rigorous and explicitly computable bounds for the error terms are obtained, and this when both, the sequence index and some parameter that may enter the coefficients, go to infinity. A simple application is made to orthogonal matrix polynomials in the Nevai class.     

Stochastic functional differential equations with infinite delay

The stability and boundedness of the solution for stochastic functional differential equation with finite delay have been studied by several authors, but there is almost no work on the stability of the solutions for stochastic functional differential equations with infinite delay. The main aim of this paper is to close this gap. We establish criteria of pth moment ψγ(t)-bounded for neutral stochastic functional differential equations with infinite delay and exponentially stable criteria for stochastic functional differential equations with infinite delay, and we also illustrate the result with an example.     

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.     

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 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.     

Absolutely convergent Fourier series and function classes

We study the smoothness property of a function f with absolutely convergent Fourier series, and give best possible sufficient conditions in terms of its Fourier coefficients to ensure that f belongs either to one of the Lipschitz classes Lip(α) and lip(α) for some 0<α?1, or to one of the Zygmund classes Λ_∗(1) and λ_∗(1). Our theorems generalize some of those by Boas [R.P. Boas Jr., Fourier series with positive coefficients, J. Math. Anal. Appl. 17 (1967) 463-483] and one by Németh [J. Németh, Fourier series with positive coefficients and generalized Lipschitz classes, Acta Sci. Math. (Szeged) 54 (1990) 291-304]. We also prove a localized version of a theorem by Paley [R.E.A.C. Paley, On Fourier series with positive coefficients, J. London Math. Soc. 7 (1932) 205-208] on the existence and continuity of the derivative of f.     

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.     

Nonlinear elliptic equations with BMO coefficients in Reifenberg domains

We develop a unifying method to obtain the interior and boundary estimates for the weak solution of a nonlinear elliptic partial differential equation of p-Laplacian type with BMO coefficients in a δ-Reifenberg flat domain. Our results greatly improve the known results for such equations.     

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.     

Riesz transforms and conjugacy for Laguerre function expansions of Hermite type

Riesz transforms and conjugate Poisson integrals for multi-dimensional Laguerre function expansions of Hermite type with index α are defined and investigated. It is proved that for any multi-index α=(α₁,…,αd) such that αi?−1/2, αi∉(−1/2,1/2), the appropriately defined Riesz transforms , j=1,2,…,d, are Calderón-Zygmund operators, hence their mapping properties follow from a general theory. Similar mapping results are obtained in one dimension, without excluding α∈(−1/2,1/2), by means of a local Calderón-Zygmund theory and weighted Hardy's inequalities. The conjugate Poisson integrals are shown to satisfy a system of Cauchy-Riemann type equations and to recover the Riesz-Laguerre transforms on the boundary. The two specific values of α, (−1/2,…,−1/2) and (1/2,…,1/2), are distinguished since then a connection with Riesz transforms for multi-dimensional Hermite function expansions is established.     

Uniform stability of solutions of Boltzmann equation for soft potential with external force

The study of Cauchy problem of the Boltzmann equation is important in both theory and applications. Existence of global solutions to the equation and uniform stability of solutions in the absence of external force were introduced in the previous work on the Boltzmann equation. In this paper, we will investigate the uniform stability of solutions in L¹ for the Cauchy problem of the Boltzmann equation when there is an external force for the case of soft potentials.     

Soliton solutions of a BBM(m, n) equation with generalized evolution

We consider a BBM(m, n) equation which is a generalization of the celebrated Benjamin-Bona-Mahony equation with generalized evolution term. By using two solitary wave ansatze in terms of sech^p(x) and tanh^p(x) functions, we find exact analytical bright and dark soliton solutions for the considered model. The physical parameters in the soliton solutions are obtained as function of the dependent model coefficients. The conditions of existence of solitons are presented. Note that, it is always useful and desirable to construct exact analytical solutions especially soliton-type envelope for the understanding of most nonlinear physical phenomena.     

Multiple solutions of two-point nonlinear boundary value problems

A quasi-linear boundary value problem has a solution with properties induced by oscillatory properties of the linear part of an equation. This result is proved for two dimensional systems. Consequences for Φ-Laplacian equations and problems with resonant linear parts are discussed.     

The expected discounted penalty function under a risk model with stochastic income

Quantities of interest in ruin theory are investigated under the general framework of the expected discounted penalty function, assuming a risk model where both premiums and claims follow compound Poisson processes. Both a defective renewal equation and an integral equation satisfied by the expected discounted penalty function are established. Some implications that these equations have on particular quantities such as the discounted deficit and the probability of ultimate ruin are illustrated. Finally, the case when premiums have Erlang(n,β) distribution and the distribution of the claims is arbitrary is investigated in more depth. Throughout the paper specific examples where claims and premiums have particular distributions are provided.     

On the solvable operators generated by uniformly correct problems

A first order differential-operator equation with an operator-coefficient generating a C₀ class semi-group is studied. Boundary conditions for which this equation possesses a unique solution dependent continuously on its right-hand side are derived. Two theorems are formulated and proved.     

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.     

On extension of isometries and approximate isometries between unit spheres

In this paper, we will study the isometric extension problem for L¹-spaces and prove that every surjective isometry from the unit sphere of L¹(μ) onto that of a Banach space E can be extended to a linear surjective isometry from L¹(μ) onto E. Moreover, we introduce the approximate isometric extension problem and show that, if E and F are Banach spaces and E satisfies the property (m) (special cases are L^∞(Γ), C₀(Ω) and L^∞(μ)), then every bijective ?-isometry between the unit spheres of E and F can be extended to a bijective 5?-isometry between their closed unit balls. At last, we will give an example to show that the surjectivity assumption cannot be omitted. Using this, we solve the non-surjective isometric extension problem in the negative.