On the reducibility of linear differential operators with unbounded operator coefficients

Results on the reducibility of linear differential operators with unbounded operator coefficients to differential operators with a simpler structure are obtained.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 5, pp. 587–595, May, 1993.     

Direct solution of a riccati equation arising in stochastic control theory

We study a regulator problem for a system governed by a linear stochastic differential equation with unbounded coefficients in Hilbert spaces.     

Irregular Boundary Value Problems with Discontinuous Coefficients and the Eigenvalue Parameter

In this study, a Birkhoff-irregular boundary value problem for linear ordinary differential equations of the second order with discontinuous coefficients and the spectral parameter has been considered. Therefore, at the discontinuous point, two additional boundary conditions (called transmission conditions) have been added to the boundary conditions. The eigenvalue parameter is of the second degree in the differential equation and of the first degree in a boundary condition. The equation contains an abstract linear operator which is (usually) unbounded in the space Lq(−1, 1). Isomorphism and coerciveness with defects 1 and 2 are proved for this problem. The case of the biharmonic equation is also studied.     

General decay pathwise stability of neutral stochastic differential equations with unbounded delay

Without the linear growth condition, by the use of Lyapunov function, this paper establishes the existence-and-uniqueness theorem of global solutions to a class of neutral stochastic differential equations with unbounded delay, and examines the pathwise stability of this solution with general decay rate. As an application of our results, this paper also considers in detail a two-dimensional unbounded delay neutral stochastic differential equation with polynomial coefficients.     

Linear difference and differential operators with unbounded operator coefficients in weight spaces

We describe the spectrum of linear difference and differential operators with unbounded operator coefficients in weight spaces.     

Spectral analysis of higher order differential operators with unbounded coefficients

Higher even order linear differential operators with unbounded coefficients are studied. For these operators the eigenvalues of the characteristic polynomials fall into distinct classes or clusters. Consequently the spectral properties, deficiency indices and spectra, of the underlying differential operators are superpositions of the contributions from the individual clusters. These results are based on a quantitative improvement of Levinson's Theorem. Our methods will also be applicable to other classes of linear differential operators.     

Existence and uniqueness results in weighted spaces for Dirichlet problem in unbounded domains

Ricerche di Matematica - We study the Dirichlet problem for a second order linear elliptic partial differential equation with discontinuous coefficients in unbounded domains. We establish an...     

Some properties of majorants of Lyapunov exponents for systems with unbounded coefficients

A number of well-known results on majorants of Lyapunov exponents of linear differential systems with bounded coefficients on the half-line (such as their simultaneous attainability in the class of infinitesimal perturbations, belonging to the second Baire class in the compact-open topology, etc.) are generalized to systems with unbounded coefficients.     

Completeness of security markets and solvability of linear backward stochastic differential equations

For a standard Black-Scholes type security market, completeness is equivalent to the solvability of a linear backward stochastic differential equation (BSDE, for short). An ideal case is that the interest rate is bounded, there exists a bounded risk premium process, and the volatility matrix has certain surjectivity. In this case the corresponding BSDE has bounded coefficients and it is solvable leading to the completeness of the market. However, in general, the risk premium process and/or the interest rate could be unbounded. Then the corresponding BSDE will have unbounded coefficients. For this case, do we still have completeness of the market? The purpose of this paper is to discuss the solvability of BSDEs with possibly unbounded coefficients, which will result in the completeness of the corresponding market.     

A priori bounds in weighted spaces

In unbounded domains we state some a priori bounds for solutions of the Dirichlet problem for linear second order elliptic differential equations in nondivergence form with discontinuous coefficients in weighted spaces. The weight function is related to the distance function from a fixed subset S of ∂Ω.     

Parabolic Ito equations and second fundamental inequality

The paper studies stochastic partial differential equations of parabolic type with Dirichlet boundary conditions. Solvability, uniqueness, and a priori estimates similar to the second fundamental inequality are obtained for bounded and unbounded domains. For the case of discontinuous coefficients, some Cordes type conditions that ensure solvability are suggested.     

On admissible perturbations for exponential dichotomy

In this work we obtain an optimal upper bound for exponential dichotomy roughness in infinite-dimensional Banach spaces. Unlike some previous works, we do not assume bounded growth. We consider linear, non-autonomous ordinary differential equations with bounded and unbounded coefficients.     

Abstract differential equations with almost-periodic solutions

In this paper we present some quite simple results concerning almost-periodic solutions of abstract differential equations. We start with a general proposition about linear equations, then we establish some new facts about bounded or relatively compact solutions which become almost-periodic; finally, we study “separation from 0 properties” of non-trivial almost-periodic solutions for equations with bounded or unbounded operator coefficients.     

Generation of analytic semigroups in theL p topology by elliptic operators inR n

Strongly elliptic differential operators with (possibly) unbounded lower order coefficients are shown to generate analytic semigroups of linear operators onL ^p(R ⁿ ), 1≦p≦∞. An explicit characterization of the domain is given for 1<p<∞. An application to parabolic problems is also included. This work has been partially supported by the Research Funds of the Ministero della Pubblica Istruzione. The authors are members of GNAFA (Consiglio Nazionale delle Ricerche).     

On the class of proper linear differential systems with unbounded coefficients

Proper linear differential systems (whose coefficients are not necessarily bounded on the half-line) are defined as systems for which there exists a generalized Lyapunov transformation reducing them to a diagonal system with constant coefficients (Basov). We prove that Lyapunov’s original definition of a proper system and the Perron and Vinograd criteria hold for the class of proper systems as well as for the class of proper systems with uniformly bounded coefficients. We show that the Lyapunov properness criterion for a triangular system fails for systems with unbounded coefficients; namely, we construct an improper system with the following properties: the Lyapunov exponents of all nonzero solutions of that system are finite and exact, and for an arbitrary reduction of this system by a generalized Lyapunov transformation to triangular form, its diagonal coefficients have finite exact mean values, whose set with regard of multiplicities is independent of the choice of the transformation. In addition, we show that the main property of proper systems with uniformly bounded coefficients (preservation of conditional exponential stability as well as the dimension of the exponentially stable manifold and the exponent of the asymptotic behavior of solutions under perturbations of higher-order smallness) holds for proper systems with unbounded coefficients as well.     

On stationarity of stochastic retarded linear equations with unbounded drift operators

This article continues the study of Liu [Statist. Probab. Lett. 78(2008): 1775–1783; Stoch. Anal. Appl. 29(2011): 799–823] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a consequence, the associated stochastic equations have unbounded operators acting on the point or distributed delayed terms, while the operator acting on the instantaneous term generates a strongly continuous semigroup. We present conditions on the delay systems to obtain a unique stationary solution by combining spectrum analysis of unbounded operators and stochastic calculus. A few instructive cases are analyzed in detail to clarify the underlying complexity in the study of systems with unbounded delayed operators.     

The boundary-value problem for linear parabolic equations of the divergence type with measurable coefficients

We prove existence and uniqueness theorems of the first boundary-value problem for nonstrict and nonuniform linear second-order parabolic operators with unbounded leading coefficients. The proof is obtained as a special case of a preliminary result established for certain abstract (i.e., not necessarily differential) equations.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 52, pp. 3–34, 1975.     

Fredholm Theory for a Class of Singular Integral Operators with Carleman Shift and Unbounded Coefficients

A criterion for the Fredholmness of singular integral operators with Carleman shift in L_P(Γ) is obtained, where Γ is either the unit circle or the real line. The approach allows to consider unbounded coefficients in a class related to that of quasicontinuous functions. Applications to Wiener-Hopf-Hankel type operators and operators with linear fractional Carleman shift on IR are included.     

Differentiability of solutions of second-order functional differential equations with unbounded delay

In this paper we study the differentiability of solutions of the second-order semilinear abstract retarded functional differential equation with unbounded delay, specially when the underlying space is reflexive or at least has the Radon–Nikodym property. We apply our results to characterize the infinitesimal generators of several strongly continuous semigroups of linear operators that arise in the theory of linear abstract retarded functional differential equations with unbounded delay on a phase space defined axiomatically.     

Symmetry breaking of systems of linear second-order ordinary differential equations with constant coefficients

We show that the structure of the Lie symmetry algebra of a system of n linear second-order ordinary differential equations with constant coefficients depends on at most n-1 parameters. The tools used are Jordan canonical forms and appropriate scaling transformations. We put our approach to test by presenting a simple proof of the fact that the dimension of the symmetry Lie algebra of a system of two linear second-order ordinary differential with constant coefficients is either 7, 8 or 15. Also, we establish for the first time that the dimension of the symmetry Lie algebra of a system of three linear second-order ordinary differential equations with constant coefficients is 10, 12, 13 or 24.