On the stability of sheet invariant sets of two-dimensional periodic systems

In the paper small C ¹-perturbations of differential equations are considered. The concepts of a weakly hyperbolic set K and a sheet ? for a system of ordinary differential equation are introduced. Lipschitz property is not assumed to hold. It is shown that if the perturbation is small enough, then there is a continuous mapping h: ? → ? ^Y , where ? ^Y is a sheet of the perturbed system.     

Numerical Integration of a Class of Ordinary Differential Equations on the General Linear Group of Matrices

This paper concerns with the numerical solution of a class of ordinary differential equations on G l(n), the set of all n×n nonsingular real matrices. In particular, we consider matrix dynamical systems of the form Y′=Y ^?T F(Y). The presence of the inverse of the solution and of possible escape times make the numerical solution of this kind of differential equations somewhat worrisome. Here, we suggest some numerical techniques to avoid some problems arising in its numerical solution.     

Dichotomies and moving singularities

We consider a linear differential system ε ^σ Φ (t,ε)Y′ =A(t, ε)Y, with ε a small parameter and Φ(t, ε) a function which may vanish in the domain of definition. Under some conditions imposed on the eigenvalues of the matrixA(t, ε), there exists an invertible matrixH(t, ε) which is continuous on ([0,a] × [0, ε₀]). The transformationY=H(t, ε)Z takes then dimensional linear system into two differential systems of orderk andn?k respectively, withk. Thus the investigaton ofn dimensional systems encountered in singular perturbation as well as in stability theory is considerably simplified.     

Upper and lower bounds for solutions of generalized two-point boundary value problems

This paper is concerned with two-point boundary value problems for systems of differential equations and integro-differential equations. If ?, ψ and Φ, Ψ are functions which satisfy certain differential (integro-differential) inequalities, then the given problem has a solutionu ^* such that ?≦u ^*≦ψ and Φ≦u ^*′≦Ψ.     

Approximation of a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle

The Dirichlet problem for a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle is considered. The higher order derivatives of the equations are multiplied by a perturbation parameter ?², where ? takes arbitrary values in the interval (0, 1]. When ? vanishes, the system of parabolic equations degenerates into a system of ordinary differential equations with respect to t. When ? tends to zero, a parabolic boundary layer with a characteristic width ? appears in a neighborhood of the boundary. Using the condensing grid technique and the classical finite difference approximations of the boundary value problem, a special difference scheme is constructed that converges ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 , where \(N = \mathop {\min }\limits_s N_s \), N ^s + 1 and N ₀ + 1 are the numbers of mesh points on the axes x _s and t, respectively.     

Stability of Stochastic Delay Differential Equation with a Small Parameter

Abstract

Stochastic delay differential equations with wideband noise perturbations is considered. First it is shown that the perturbed system converges weakly to a stochastic delay differential equation driven by a Brownian motion. Stability and asymptotic properties of stochastic delay differential equations with a small parameter are developed. It is shown that the properties such as stability, recurrence, etc., of the limit system with time lag is preserved for the solution x ^?(·) of the underlying delay equation for ? > 0 small enough. Perturbed Liapunov function method is used in the analysis.     

A conforming decomposition theorem,a piecewise linear theorem of the alternative,and scalings of matrices satisfying lower and upper bounds

A scaling of a nonnegative matrixA is a matrixXAY ^?1, whereX andY are nonsingular, nonnegative diagonal matrices. Some condition may be imposed on the scaling, for example, whenA is square,X=Y or detX=detY. We characterize matrices for which there exists a scaling that satisfies predetermined upper and lower bound. Our principal tools are a piecewise linear theorem of the alternative and a theorem decomposing a solution of a system of equations as a sum of minimal support solutions which conform with the given solutions.     

Quantum three-body problems

A scheme for dealing with the quantum three-body problem is presented to separate the rotational degrees of freedom completely from the internal ones. In this method, the three-body Schrodinger equation is reduced to a system of coupled partial differential equations, depending only upon three internal variables. For arbitrary total orbital angular momentum / and the parity (? 1) ^l+λ (λ = 0 or 1), the number of the equations in this system isl = 1 ?λ. By expanding the wavefunction with respect to a complete set of orthonormal basis functions, the system of equations is further reduced to a system of linear algebraic equations.     

Global analysis for strong solutions to the equations of a ferrofluid flow model

In this paper we are concerned with the differential system proposed by Shliomis to describe the motion of an incompressible ferrofluid submitted to an external magnetic field. The system consists of the Navier-Stokes equations, the magnetization equations and the magnetostatic equations. No regularizing term is added to the magnetization equations. We prove the local existence of unique strong solution for the Cauchy problem and establish a finite time blow-up criterion of strong solutions. Under the smallness assumption of the initial data and the external magnetic field, we prove the global existence of strong solutions and derive a decay rate of such small solutions in L²-norm.     

Liouville-Green asymptotic approximation for a class of matrix differential equations and semi-discretized partial differential equations

A Liouville-Green (or WKB) asymptotic approximation theory is developed for the class of linear second-order matrix differential equations Y^″=[f(t)A+G(t)]Y on [a,+∞), where A and G(t) are matrices and f(t) is scalar. This includes the case of an “asymptotically constant” (not necessarily diagonalizable) coefficient A (when f(t)≡1). An explicit representation for a basis of the right-module of solutions is given, and precise computable bounds for the error terms are provided. The double asymptotic nature with respect to both t and some parameter entering the matrix coefficient is also shown. Several examples, some concerning semi-discretized wave and convection-diffusion equations, are given.     

Some well-posed functional equations which generate semigroups

Consider the abstract linear functional equation (FE) (Dx)(t) = f(t) (t ? 0), x(t) = ?(t) (t ? 0) in a Banach space B. A theorem is proven which contains the following result as a special case. Let Y(R; B; η) be a L^p-space or C₀-space on R = (?t8, ∞), with a suitable weight function η, and with values in B. Let D be a closed (unbounded) causal linear operator in Y(R; B; η), which commutes with translations. Suppose that D + λI has a continuous causal inverse for some complex λ, and that D restricted to those functions in Y(R;B;η) which vanish on R^? = (?∞, 0] has a continuous causal inverse. Then (FE) generates a strongly continuous semigroup of translation type on a Banach space, which is essentially the cross product of the restriction of the domain of D to R^? and Y(R⁺; B; η). Examples with B = Cⁿ on how the theory applies to a neutral functional differential equation, a difference equation, a Volterra integrodifferential equation (with nonintegrable kernel but integrable resolvent), and a fractional order functional differential equation are given. Also, an abstract neutral functional differential equation in a Hilbert space is studied and applications to an abstract Volterra integrodifferential equation in a Banach space are indicated.     

Sturm–Liouville problems in weighted spaces in domains with non-smooth edges. II

We consider a (generally, noncoercive) mixed boundary value problem in a bounded domain D of Rⁿ for a second order elliptic differential operator A(x, ?). The differential operator is assumed to be of divergent form in D and the boundary operator B(x, ?) is of Robin type on ?D. The boundary of D is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset Y ? ?D and control the growth of solutions near Y. We prove that the pair (A, B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set Y. Moreover, we prove the completeness of root functions related to L.     

Analysis of nonlinear integral equations with Erdélyi-Kober fractional operator

This paper initiates the investigation of nonlinear integral equations with Erdélyi-Kober fractional operator. Existence and uniqueness results of solutions in a closed ball are obtained by using a directly computational method and Schauder fixed point theorem via a weakly singular integral inequality due to Ma and Pec?ari? [20]. Meanwhile, three certain solutions sets Y_K,σ, Y_1,λ and Y_1,1, which tending to zero at an appropriate rate t^−ν, 0 < ν = σ (or λ or 1) as t → +∞, are constructed and local stability results of solutions are obtained based on these sets respectively under some suitable conditions. Two examples are given to illustrate the results.     

Lipschitz stability of operators in Banach spaces

We consider approximations of an arbitrarymap F: X → Y between Banach spaces X and Y by an affine operator A: X → Y in the Lipschitz metric: the difference F — A has to be Lipschitz continuous with a small constant ? > 0. In the case Y = ? we show that if F can be affinely ?-approximated on any straight line in X, then it can be globally 2?-approximated by an affine operator on X. The constant 2? is sharp. Generalizations of this result to arbitrary dual Banach spaces Y are proved, and optimality of the conditions is shown in examples. As a corollary we obtain a solution to the problem stated by Zs. Páles in 2008. The relation of our results to the Ulam-Hyers-Rassias stability of the Cauchy type equations is discussed.     

One step semi-explicit methods based on the Cayley transform for solving isospectral flows

This note deals with the numerical solution of the matrix differential system Y′ = [B(t,Y), Y], Y(0) = Y₀, t ⩾ 0, where Y₀ is a real constant symmetric matrix, B maps symmetric into skew-symmetric matrices, and [B(t,Y),Y] is the Lie bracket commutator of B(t,Y) and Y, i.e. [B(t,Y),Y] = B(t,Y)Y − YB(t,Y). The unique solution of (1) is isospectral, that is the matrix Y(t) preserves the eigenvalues of Y₀ and is symmetric for all t (see [1, 5]). Isospectral methods exploit the Flaschka formulation of (1) in which Y(t) is written as Y(t) = U(t)Y₀U^T(t), for t ⩾ 0, where U(t) is the orthogonal solution of the differential system U′ = B(t, UY₀U^T)U, U(0) = I, t ⩾ 0, (see [5]). Here a numerical procedure based on the Cayley transform is proposed and compared with known isospectral methods.     

Closed subsets of the domain whose image has the dimension of the range

It is shown that if dim Y < ∞ and if f(X) = Y is a mapping between compact metric spaces such that 1 ? m ? dim f^-1(y)?n for all y ? Y, then there exists a closed set K ? X such that dim K ? n ? m and dim f(K) = dim Y. This answers a question posed by J. Keesling and D. Wilson.     

Uniqueness of analytic continuation: Necessary and sufficient conditions

Necessary and sufficient conditions for uniqueness of analytic continuation are investigated for a system of m ? 1 first-order linear homogeneous partial differential equations in one unknown, with complex-valued $\text{b}$^∞ coefficients, in some connected open subset of $\text{R}$^k, k ? 2. The type of system considered is one for which there exists a real k-dimensional, $\text{b}$^∞, connected C-R submanifold M^k of $\text{C}$ⁿ, for k, n ? 2, such that the system may be identified with the induced Cauchy-Riemann operators on M^k. The question of uniqueness of analytic continuation for a system of partial differential equations is thus transformed to the question of uniqueness of analytic continuation for C-R functions on the manifold M^k ? Cⁿ. Under the assumption that the Levi algebra of M^k has constant dimension, it is shown that if the excess dimension of this algebra is maximal at every point, then M^k has the property of uniqueness of analytic continuation for its C-R functions. Conversely, under certain mild conditions, it is shown that if M^k has the property of uniqueness of analytic continuation for all $\text{b}$^∞ C-R functions, and if the Levi algebra has constant dimension on all of M^k, then the excess dimension must be maximal at every point of M^k.     

A method for computing lowest eigenvalues of symmetric polynomial differential operators by semidefinite programming

A method for computing global minima of real multivariate polynomials based on semidefinite programming was developed by N.Z. Shor, J.B. Lasserre and P.A. Parrilo. The aim of this article is to extend a variant of their method to noncommutative symmetric polynomials in variables X and Y satisfying YX−XY=1 and X^*=X, Y^*=−Y. Global minima of such polynomials are defined and showed to be equal to minima of the spectra of the corresponding differential operators. We also discuss how to exploit sparsity and symmetry. Several numerical experiments are included. The last section explains how our theory fits into the framework of noncommutative real algebraic geometry.     

A global characterization of the Fu?ík spectrum for a system of ordinary differential equations

The Fu?ík spectrum for systems of second order ordinary differential equations with Dirichlet or Neumann boundary values is considered: it is proved that the Fu?ík spectrum consists of global C¹ surfaces, and that through each eigenvalue of the linear system pass exactly two of these surfaces. Further qualitative, asymptotic and symmetry properties of these spectral surfaces are given. Finally, related problems with nonlinearities which cross asymptotically some eigenvalues, as well as linear-superlinear systems are studied.