ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS, WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS, AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO- DIFFERENTIAL EQUATIO

Ｉｔ’ｓｗｅｌｌ＿ｋｎｏｗｎｔｈａｔｔｈｅｓｏｌｕｔｉｏｎｓｏｆｂａｃｋｗａｒｄｓｔｏｃｈａｓｔｉｃｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓ(ＢＳＤＥｓ)ｐｌａｙａｎｉｍｐｏｒｔａｎｔｒｏｌｅｉｎｔｈｅｆｉｎａｎｃｉａｌｍａｒｋｅｔ(ＳｅｅＲｅｆ.[1]).ＷｉｔｈｕｎｂｏｕｎｄｅｄｓｔｏｐｐｉｎｇｔｉｍｅｓτａｓｔｅｒｍｉｎａｌｓｕｎｄｅｒｔｈｅＬｉｐｓｃｈｉｔｚｃｏｎｄｉｔｉｏｎｓａｎｄｃｏｎｄｉｔｉｏｎｔｈａｔｔｅｒｍｉｎａｌｓｓａｔｉｓｆｙＥ｜ξ｜2ｅＫ(τ∧Ｔ)≤ｃ0<∞,0≤Ｔ<∞ｏｒξ=0,Ｒｅｆｓ…     

Maximum principles for generalized solutions of quasi-linear elliptic equations

1　IntroductionandMainRrsultsSincethe 1 950s,therehasbeenarapidprogressinthestudyoftheregularitytheoryforgeneralizedsolutionsofsecond_orderlinearellipticequationsindivergenceformwithseveralvariables,whichhasplayedanimportantroleinthestudyofquasi_linearequations (seeRefs.[1 ,2 ] ) .But,inspiteofthefactthatMorry[3 ]provedtheFredholmAlternativetheoremwithrespecttotheexistenceofgeneralizedsolutionsofsecond_orderlinearellipticequationsindivergenceform (whichisageneralizationoftheclassicaltheory)a…     

Nonlinear vibration of a two-mass system with nonlinear stiffnesses

An analytical approach is developed for nonlinear free vibration of a conservative, two-degree-of-freedom mass–spring system having linear and nonlinear stiffnesses. The main contribution of the proposed approach is twofold. First, it introduces the transformation of two nonlinear differential equations of a two-mass system using suitable intermediate variables into a single nonlinear differential equation and, more significantly, the treatment a nonlinear differential system by linearization coupled with Newton’s method and harmonic balance method. New and accurate higher-order analytical approximate solutions for the nonlinear system are established. After solving the nonlinear differential equation, the displacement of two-mass system can be obtained directly from the governing linear second-order differential equation. Unlike the common perturbation method, this higher-order Newton–harmonic balance (NHB) method is valid for weak as well as strong nonlinear oscillation systems. On the other hand, the new approach yields simple approximate analytical expressions valid for small as well as large amplitudes of oscillation unlike the classical harmonic balance method which results in complicated algebraic equations requiring further numerical analysis. In short, this new approach yields extended scope of applicability, simplicity, flexibility in application, and avoidance of complicated numerical integration as compared to the previous approaches such as the perturbation and the classical harmonic balance methods. Two examples of nonlinear two-degree-of-freedom mass–spring system are analyzed and verified with published result, exact solutions and numerical integration data.     

Solving systems of nonlinear difference equations by the multiple scales perturbation method

In this paper, we apply an improved version of the multiple scales perturbation method to a system of weakly nonlinear, regularly perturbed ordinary difference equations. Such systems arise as a result of the discretization of a system of nonlinear differential equations, or as a result in the stability analysis of nonlinear oscillations. In our procedure, asymptotic approximations of the solutions of the difference equations will be constructed which are valid on long iteration scales.     

Finite Dimensional State Representation of Linear and Nonlinear Delay Systems

We consider the question of when delay systems, which are intrinsically infinite dimensional, can be represented by finite dimensional systems. Specifically, we give conditions for when all the information about the solutions of the delay system can be obtained from the solutions of a finite system of ordinary differential equations. For linear autonomous systems and linear systems with time-dependent input we give necessary and sufficient conditions and in the nonlinear case we give sufficient conditions. Most of our results for linear renewal and delay differential equations are known in different guises. The novelty lies in the approach which is tailored for applications to models of physiologically structured populations. Our results on linear systems with input and nonlinear systems are new.     

Applications of the group of equations of motion of a polytropic gas

The machinery of Lie theory (groups and algebras) is applied to the system of equations governing the unsteady flow of a polytropic gas. The action on solutions of transformation groups which leave the equations invariant is considered. Using the invariants of the transformation groups, various symmetry reductions are achieved in both the steady state and the unsteady cases. These reduce the system of partial differential equations to systems of ordinary differential equations for which some closed-form solutions are obtained. It is then illustrated how each solution in the steady case gives rise to time-dependent solutions.     

A Class of Singularly Perturbed Generalized Boundary Value Problems for Quasi-Linear Elliptic Equation of Higher Order

ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅａｕｔｈｏｒｓｔｕｄｉｅｄａｃｌａｓｓｏｆｓｉｎｇｕｌａｒｌｙｐｅｒｔｕｒｂｅｄｐｒｏｂｌｅｍｓｉｎ [1]- [8].Ｔｈｉｓｐａｐｅｒｉｎｖｏｌｖｅｓｔｈｅｇｅｎｅｒａｌｉｚｅｄｓｏｌｕｔｉｏｎｏｆｔｈｅｓｉｎｇｕｌａｒｌｙｐｅｒｔｕｒｂｅｄｐｒｏｂｌｅｍｓ.ＮｏｗｗｅｃｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇＤｉｒｉｃｈｌｅｔｐｒｏｂｌｅｍｆｏｒｔｈｅｑｕａｓｉ＿ｌｉｎｅａｒｅｌｌｉｐｔｉｃｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｏｆｈｉｇｈｅｒｏｒｄｅｒεＬ2ｍ[ｕ] ∑ｎ…     

Hopf bifurcation in general Brusselator system with diffusion

The general Brusselator system is considered under homogeneous Neumann boundary conditions. The existence results of the Hopf bifurcation to the ordinary differential equation (ODE) and partial differential equation (PDE) models are obtained. By the center manifold theory and the normal form method, the bifurcation direction and stability of periodic solutions are established. Moreover, some numerical simulations are shown to support the analytical results. At the same time, the positive steady-state solutions and spatially inhomogeneous periodic solutions are graphically shown to supplement the analytical results.     

Application of a modified Lindstedt–Poincaré method in coupled TDOF systems with quadratic nonlinearity and a constant external excitation

An analytical approach is developed for the nonlinear oscillation of a conservative, two-degree-of-freedom (TDOF) mass-spring system with serial combined linear–nonlinear stiffness excited by a constant external force. The main idea of the proposed approach lies in two categories, the first one is the transformation of two nonlinear differential equations of a two-mass system using suitable intermediate variables into a single nonlinear differential equation. Another is the treatment a quadratic nonlinear oscillator (QNO) by the modified Lindstedt–Poincaré (L-P) method presented recently by the authors. The first-order and second-order analytical approximations for the modified L-P method are established for the QNOs with satisfactory results. After solving the nonlinear differential equation, the displacements of two-mass system can be obtained directly from the governing linear second-order differential equation. Unlike the common perturbation method, the modified L-P method is valid for weak as well as strong nonlinear oscillation systems. On the other hand, the new approach yields simple approximate analytical expressions valid for small as well as large amplitudes of oscillation. In short, this new approach yields extended scope of applicability, simplicity, flexibility in application, and avoidance of complicated numerical integration as compared to the previous approaches such as the perturbation and classical harmonic balance methods. Two examples of nonlinear TDOF mass-spring systems excited by a constant external force are selected and the approximate solutions are verified with the exact solutions derived from the Jacobi elliptic function and also the numerical fourth-order Runge–Kutta solutions.     

Reduction de systemes differentiels perturbes

One considers a perturbed ordinary differential system which is then reduced to the non-perturbed corresponding system; i.e. the existence of a global relation between the solutions of the two systems is established. From this it is easy to deduce the difference between two correspondent solutions, and the theorems of existence for particular solutions (periodic, quasiperiodic,…) or integral manifolds, of the initial system.     

Averaging and reduction

This paper deals with the averaging method which is the most useful technique for perturbation for a differential system. We show that in reality it is a reduction of the differential system, i.e. the initial system is replaced by a reduced system and a global connection between the two systems is emphasized. This connection is absolutely necessary in order to associate the solutions of the two systems in a structural way. In addition, this new approach (averaging as reduction) provides us with new reduced systems and the method of averaging is thus greatly extended.     

Positive Solutions of Linear Impulsive Differential Equations

The paper deals with the existence of positive (nonnegative) solutions of linear homogeneous impulsive differential equations. The main result is also applied to the investigation of a similar problem for higher-order linear homogeneous impulsive differential equations. All results are formulated in terms of coefficients of the equations. __________ Published in Neliniini Kolyvannya, Vol. 8, No. 3, pp. 291–297, July–September, 2005.     

Motion of a Graph by <Emphasis Type="Italic">R</Emphasis>-Curvature

We show the existence of weak solutions to the partial differential equation which describes the motion by R-curvature in R ^d , by the continuum limit of a class of infinite particle systems. We also show that weak solutions of the partial differential equation are viscosity solutions and give the uniqueness result on both weak and viscosity solutions.     

Study on Exact Analytical Solutions for Two Systems of Nonlinear Evolution Equations

ＩｎｔｒｏｄｕｃｔｉｏｎＤｕｒｉｎｇｔｈｅｃｏｕｒｓｅｏｆｓｔｕｄｙｉｎｇｔｈｅｗａｔｅｒｗａｖｅ,ｍａｎｙｃｏｍｐｌｅｔｅｌｙｉｎｔｅｇｒａｂｌｅｍｏｄｅｌｓｗｅｒｅｏｂｔａｉｎｅｄ ,ｓｕｃｈａｓＫｄＶｅｑｕａｔｉｏｎ ,ｍＫｄＶｅｑｕａｔｉｏｎ ,(2 1 )＿ｄｉｍｅｎｓｉｏｎａｌＫＰｅｑｕａｔｉｏｎ ,ｃｏｕｐｌｅｄＫｄＶｅｑｕａｔｉｏｎｓ,ｖａｒｉａｎｔＢｏｕｓｓｉｎｅｓｑｅｑｕａｔｉｏｎｓ ,ＷＫＢｅｑｕａｔｉｏｎｓｅｔｃ .[1- 13 ].Ｉｎｏｒｄｅｒｔｏｆｉｎｄｅｘｐｌｉｔｉｃｅｘａｃｔｓｏｌｕｔｉｏ…     

Study of differential control method for solving chaotic solutions of nonlinear dynamic system

In this paper, we focus on the need to solve chaotic solutions of high-dimensional nonlinear dynamic systems of which the analytic solution is difficult to obtain. For this purpose, a Differential Control Method (DCM) is proposed based on the Mechanized Mathematics-Wu Elimination Method (WEM). By sampling, the computer time of the differential operator of the nonlinear differential equation can be substituted by the differential quotient of solving the variable time of the sample. The main emphasis of DCM is placed on substituting the differential quotient of a small neighborhood of the sample time of the computer system for the differential operator of the equations studied. The approximate analytical chaotic solutions of the nonlinear differential equations governing the high-dimensional dynamic system can be obtained by the method proposed. In order to increase the computational efficiency of the method proposed, a thermodynamics modeling method is used to decouple the variable and reduce the dimension of the system studied. The validity of the method proposed for obtaining approximate analytical chaotic solutions of the nonlinear differential equations is illustrated by the example of a turbo-generator system. This work is applied to solving a type of nonlinear system of which the dynamic behaviors can be described by nonlinear differential equations.     

The solution of Navier equations of classical elasticity using Lie symmetry groups

The analytical solutions of axially-symmetric Navier equations in classical elasticity are found by applying Lie group theory. We investigate two different systems of partial differential equations corresponding elastostatics and elastodynamics problems, and find similarity solutions of both cases by solving the reduced system of ordinary differential equations which have fewer independent variables. As an example of the elastostatics case, the displacements and stress components are obtained for porous, polymeric foam material by using similarity solutions.     

Dynamical Properties of Models for the Calvin Cycle

Modelling the Calvin cycle of photosynthesis leads to various systems of ordinary differential equations and reaction-diffusion equations. They differ by the choice of chemical substances included in the model, the choices of stoichiometric coefficients and chemical kinetics and whether or not diffusion is taken into account. This paper studies the long-time behaviour of solutions of several of these systems, concentrating on the ODE case. In some examples it is shown that there exist two positive stationary solutions. In several cases it is shown that there exist solutions where the concentrations of all substrates tend to zero at late times and others (runaway solutions) where the concentrations of all substrates increase without limit. In another case, where the concentration of ATP is explicitly included, runaway solutions are ruled out.     

SOLUTIONS FOR A SYSTEM OF NONLINEAR RANDOM INTEGRAL AND DIFFERENTIAL EQUATIONS

ＳＯＬＵＴＩＯＮＳＦＯＲＡＳＹＳＴＥＭＯＦＮＯＮＬＩＮＥＡＲＲＡＮＤＯＭＩＮＴＥＧＲＡＬＡＮＤＤＩＦＦＥＲＥＮＴＩＡＬＥＱＵＡＴＩＯＮＳ￥ＤｉｎｇＸｉｅｐｉｎｇ（丁协平）ＷａｎｇＦａｎ（王凡）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，Ｓｉｃｈ...     

Flow reactor models for gas-liquid reactions based on the penetration theory

Flow reactor models for gas-liquid reaction systems are proposed in this paper based on the penetration theory in the isothermal case. The mass transfer mechanism accompanied by a chemical irreversible first-order reaction is mathematically treated in a new way in order to use its results to develop reactor design models conveniently. Analytical solutions can be obtained for the desgin equation system involving linear differential equations by using of either the eigenvalues or the Laplace-transformation and the superposition of the system. In addition, an iteration procedure is given to solve the nonlinear differential equation system numerically. Comparisons of the results from the analytical and numerical solutions are also made graphically.