Convolution equations and nonlinear functional equations

The survey is devoted to applications of nonlinear integral equations to linear convolution equations, their discrete analogues, and also the connection of these equations with problems of radiative transfer, in particular, with the Ambartsumyan equations.Translated from Itogi Nauki i Tekhniki, Seriya Matematicheskii Analiz, Vol. 22, pp. 175–244, 1984.     

A class of integral equations and approximation of p-Laplace equations

Let ${\Omega\subset\mathbb{R}^n}$ be a bounded domain, and let 1 < p < ∞ and σ < p. We study the nonlinear singular integral equation $$ M[u](x) = f_0(x)\quad {\rm in}\,\Omega$$ with the boundary condition u = g ₀ on ?Ω, where ${f_0\in C(\overline\Omega)}$ and ${g_0\in C(\partial\Omega)}$ are given functions and M is the singular integral operator given by $$M[u](x)={\rm p.v.} \int\limits_{B(0,\rho(x))} \frac{p-\sigma}{|z|^{n+\sigma}}|u(x+z)-u(x)|^{p-2} (u(x+z)-u(x))\,{\rm dz},$$ with some choice of ${\rho\in C(\overline\Omega)}$ having the property, 0 < ρ(x) ≤ dist (x, ?Ω). We establish the solvability (well-posedness) of this Dirichlet problem and the convergence uniform on ${\overline\Omega}$ , as σ → p, of the solution u _σ of the Dirichlet problem to the solution u of the Dirichlet problem for the p-Laplace equation νΔ _p u = f ₀ in Ω with the Dirichlet condition u = g ₀ on ?Ω, where the factor ν is a positive constant (see (7.2)).     

Dissipativity of differential equations and the corresponding difference equations

We establish conditions under which the existence of a bounded solution of a difference equation yields the existence of a bounded solution of the corresponding differential equation. We investigate the relationship between the dissipativities of differential and difference equations in terms of Lyapunov functions. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 9, pp. 1249–1256, September, 2006.     

Harmonic analysis of stochastic equations and backward stochastic differential equations

The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations in ${\mathcal{R}^p}$ ( ${p\in [1,\infty)}$ ) and backward stochastic differential equations (BSDEs) in ${\mathcal{R}^p\times \mathcal{H}^p}$ ( ${p\in (1, \infty)}$ ) and in ${\mathcal{R}^\infty\times\overline{L^\infty}^{\rm BMO}}$ , with the coefficients being allowed to be unbounded. In particular, the probabilistic version of Fefferman’s inequality plays a crucial role in the development of our theory, which seems to be new. Several new results are consequently obtained. The particular multi-dimensional linear cases for stochastic differential equations (SDEs) and BSDEs are separately investigated, and the existence and uniqueness of a solution is connected to the property that the elementary solutions-matrix for the associated homogeneous SDE satisfies the reverse Hölder inequality for some suitable exponent p ≥ 1. Finally, some relations are established between Kazamaki’s quadratic critical exponent b(M) of a BMO martingale M and the spectral radius of the stochastic integral operator with respect to M, which lead to a characterization of Kazamaki’s quadratic critical exponent of BMO martingales being infinite.     

Generating equations approach for quadratic matrix equations

We show how Van Loan's method for annulling the (2,1) block of skew‐Hamiltonian matrices by symplectic‐orthogonal similarity transformation generalizes to general matrices and provides a numerical algorithm for solving the general quadratic matrix equation: For skew‐Hamiltonian matrices we find their canonical form under a similarity transformation and find the class of all symplectic‐orthogonal similarity transformations for annulling the (2,1) block and simultaneously bringing the (1,1) block to Hessenberg form. We present a structure‐preserving algorithm for the solution of continuous‐time algebraic Riccati equation. Unlike other methods in the literature, the final transformed Hamiltonian matrix is not in Hamiltonian–Schur form. Three applications are presented: (a) for a special system of partial differential equations of second order for a single unknown function, we obtain the matrix of partial derivatives of second order of the unknown function by only algebraic operations and differentiation of functions; (b) for a similar transformation of a complex matrix into a symmetric (and three‐diagonal) one by applying only finite algebraic transformations; and (c) for finite‐step reduction of the eigenvalues–eigenvectors problem of a Hermitian matrix to the eigenvalues– eigenvectors problem of a real symmetric matrix of the same dimension. Copyright © 1999 John Wiley & Sons, Ltd.     

Second-order type-changing evolution equations with first-order intermediate equations

This paper presents a partial classification for C^∞ type-changing symplectic Monge-Ampère partial differential equations (PDEs) that possess an infinite set of first-order intermediate PDEs. The normal forms will be quasi-linear evolution equations whose types change from hyperbolic to either parabolic or to zero. The zero points can be viewed as analogous to singular points in ordinary differential equations. In some cases, intermediate PDEs can be used to establish existence of solutions for ill-posed initial value problems.     

Connection between the kinetic equations and the equations of hydrodynamics

One investigates the Cauchy problem for the nonlinear Boltzmann equation

Integrability of Riccati equations and stationary Korteweg-de vries equations

By using the Lie infinitesimal method, we establish the correspondence between the integrability of a one-parameter family of Riccati equations and the hierarchy of the higher Korteweg-de Vries equations. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal. Vol. 51, No. 6, pp. 856–860, June, 1999.     

Some nonlinear equations reducible to diffusion-type equations

The problem of the reducibility of a system of second-order quasi-linear parabolic differential equations to diffusion-type equations is considered. An effective solution algorithm is suggested for this problem in the nondegenerate case. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 123, No. 1, pp. 26–37, April, 2000.     

Dendriform equations

We investigate solutions for a particular class of linear equations in dendriform algebras. Motivations as well as several applications are provided. The latter follow naturally from the intimate link between dendriform algebras and Rota–Baxter operators, e.g. the Riemann integral map or Jackson's q-integral.     

Binomial Thue equations,ternary equations and power values of polynomials

We explicitly solve the equation Ax ⁿ   − By ⁿ  = ±1 and, along the way, we obtain new results for a collection of equations Ax ⁿ   − By ⁿ  = z ^m with m ∈ {3, n}, where x, y, z, A, B, and n are unknown nonzero integers such that n ≥ 3, AB = p ^α q ^β with nonnegative integers α and β and with primes 2 ≤ p < q < 30. The proofs depend on a combination of several powerful methods, including the modular approach, recent lower bounds for linear forms in logarithms, somewhat involved local considerations, and computational techniques for solving Thue equations of low degree.     

Transforming algebraic Riccati equations into unilateral quadratic matrix equations

The problem of reducing an algebraic Riccati equation XCX − AX − XD + B = 0 to a unilateral quadratic matrix equation (UQME) of the kind PX ² + QX + R = 0 is analyzed. New transformations are introduced which enable one to prove some theoretical and computational properties. In particular we show that the structure preserving doubling algorithm (SDA) of Anderson (Int J Control 28(2):295–306, 1978) is in fact the cyclic reduction algorithm of Hockney (J Assoc Comput Mach 12:95–113, 1965) and Buzbee et al. (SIAM J Numer Anal 7:627–656, 1970), applied to a suitable UQME. A new algorithm obtained by complementing our transformations with the shrink-and-shift technique of Ramaswami is presented. The new algorithm is accurate and much faster than SDA when applied to some examples concerning fluid queue models.     

Retarded equations on the sphere induced by linear equations

Using a Poincaré compactification, the linear homogeneous system of delay equations {x = Ax(t ? 1) (A is an n × n real matrix) induces a delay system π(A) on the sphere Sⁿ. The points at infinity belong to an invariant submanifold S^{n ? 1} of Sⁿ. For an open and dense set of 2 × 2 matrices A with distinct eigenvalues, the system π(A) has only hyperbolic critical points (including the critical points at infinity). For an open and dense set of 2 × 2matrices $\text{A}$ with complex eigenvalues, the nonwandering set at infinity is the union of an odd number of hyperbolic periodic orbits; if $\text{(}\text{det}\text{A}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{<}\text{3π}\text{2}$, the restriction of $\text{π(}\text{A}\text{)}$ to S¹ is Morse-Smale. For n = 1 there exist periodic orbits of period 4 provided that $\text{?A >}\text{π}\text{2}$ and Hopf bifurcation of a center occurs for ?A near $\text{(}\text{π}\text{2}\text{) + 2kπ, k ? Z}$.     

Differential equations

Book Reviews

Differential equationsC. M. Dafermos, G. Ladas, and G. Papanicolaou (editors): Lecture Notes in Pure and Applied Mathematics 118, Marcel Dekker, New York, Basel, 1989, xiv + 787 pp.     

Convergence of rank-type equations

Convergence results are presented for rank-type difference equations, whose evolution rule is defined at each step as the kth largest of p univariate difference equations. If the univariate equations are individually contractive, then the equation converges to a fixed point equal to the kth largest of the individual fixed points of the univariate equations. Examples are max-type equations for k = 1, and the median of an odd number p of equations, for k = (p + 1)/2. In the non-hyperbolic case, conjectures are stated about the eventual periodicity of the equations, generalizing long-standing conjectures of G. Ladas.     

Interior and boundary difference equations for hyperbolic differential equations

Interior and boundary difference equations are derived for several hyperbolic partial differential equations by means of an integral method. The method is applied to a simple transport equation, to waves in a compressible, isentropic fluid, and to surface waves in shallow water. Boundary conditions treated are (a) a perfectly reflecting boundary, (b) an open boundary with outgoing waves and a specified incoming wave, and (c) a partially reflecting boundary. For open boundaries, the major assumption for the algorithms to be valid is that outgoing waves can be defined, an assumption equivalent to the most general statement of Sommerfeld's radiation condition. The difference equations obtained are conservative, second-order accurate, two time-level, explicit, and stable (for one-dimensional, time-dependent problems) for cΔt/Δx ? 1 where c is the wave speed, Δt is the temporal grid size, and Δx is the spatial grid size. Numerical calculations demonstrate the excellent accuracy of the procedure.     

Solution of a class of partial differential equations. Some diffusion equations

In this article we present the solution of linear partial differential equations of the form ?_tf = L?f, for initial value problems. Also the solution of some diffusion equations will be discussed.     

Homogenization of hyperbolic equations

We consider a self-adjoint matrix elliptic operator A _{ε, ε} > 0, on L ₂(R ^d ;C ⁿ ) given by the differential expression b(D)*g(x/ε)b(D). The matrix-valued function g(x) is bounded, positive definite, and periodic with respect to some lattice; b(D) is an (m × n)-matrix first order differential operator such that m ≥ n and the symbol b(ξ) has maximal rank. We study the operator cosine cos(τA _ε ^1/2 ), where τ ∈ R. It is shown that, as ε → 0, the operator cos(τA _ε ^1/2 ) converges to cos(τ(A ⁰)^1/2) in the norm of operators acting from the Sobolev space H ^s (R ^d ;C ⁿ ) (with a suitable s) to L ₂(R ^d ;C ⁿ ). Here A ₀ is the effective operator with constant coefficients. Sharp-order error estimates are obtained. The question about the sharpness of the result with respect to the type of the operator norm is studied. Similar results are obtained for more general operators. The results are applied to study the behavior of the solution of the Cauchy problem for the hyperbolic equation ? _τ ² u _ε (x, τ) = ?A _ε u _ε (x, τ).