Solutions of Tikhonov Functional Equations and Applications to Multiplication Operators on Szegö Spaces

We consider a natural representation of solutions for Tikhonov functional equations. This will be done by applying the theory of reproducing kernels to the approximate solutions of general bounded linear operator equations (when defined from reproducing kernel Hilbert spaces into general Hilbert spaces), by using the Hilbert–Schmidt property and tensor product of Hilbert spaces. As a concrete case, we shall consider generalized fractional functions formed by the quotient of Bergman functions by Szegö functions considered from the multiplication operators on the Szegö spaces.     

Sur une classe d’equations du type parabolique lineaires

The application of the variational method for the existence theorem, developped by J. L. Lions, for the evolution equations in Hilbert spaces to a considerably large class of systems of linear partial differential equations of parabolic type is studied by defining Hilbert spaces in relation to the elliptic operator of the system, and an example insired by the system of equations for a viscous gas is examined.     

Solutions of fractional gas dynamics equation by a new technique

In this paper, a novel technique is formed to obtain the solution of a fractional gas dynamics equation. Some reproducing kernel Hilbert spaces are defined. Reproducing kernel functions of these spaces have been found. Some numerical examples are shown to confirm the efficiency of the reproducing kernel Hilbert space method. The accurate pulchritude of the paper is arisen in its strong implementation of Caputo fractional order time derivative on the classical equations with the success of the highly accurate solutions by the series solutions. Reproducing kernel Hilbert space method is actually capable of reducing the size of the numerical work. Numerical results for different particular cases of the equations are given in the numerical section.     

Existence results for non-linear singular integral equations with hilbert kernel in banach spaces

A class of non-linear singular integral equations with Hilbert kernel and a related class of quasi-linear singular integro-differential equations are investigated by applying Schauder's fixed point theorem in Banach spaces.      

Petrovskii elliptic systems in the extended Sobolev scale

Petrovskii elliptic systems of linear differential equations given on a closed smooth manifold are investigated in the extended Sobolev scale. This scale consists of all Hilbert spaces that are interpolation spaces with respect to the Hilbert Sobolev scale. Theorems of solvability of the elliptic systems in the extended Sobolev scale are proved. An a priori estimate for solutions is obtained, and their local regularity is studied.     

Well-posed solvability of volterra integro-differential equations in Hilbert space

We study the well-posed solvability of initial value problems for abstract integrodifferential equations with unbounded operator coefficients in a Hilbert space. These equations are an abstract form of linear partial integro-differential equations that arise in the theory of viscoelasticity and have a series of other important applications. We obtain results on the wellposed solvability of the considered integro-differential equations in weighted Sobolev spaces of vector functions defined on the positive half-line and ranging in a Hilbert space.     

Hilbert and Hilbert—Samuel polynomials and partial differential equations

Systems of linear partial differential equations with constant coefficients are considered. The spaces of formal and analytic solutions of such systems are described by algebraic methods. The Hilbert and Hilbert—Samuel polynomials for systems of partial differential equations are defined.     

Uniqueness for Solutions of Fokker–Planck Equations on Infinite Dimensional Spaces

We develop a general technique to prove uniqueness of solutions for Fokker–Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker–Planck equations in Hilbert spaces with Kolmogorov operators with irregular coefficients and both non-degenerate or degenerate second order part.     

On the Asymptotic Behavior of Solutions of Linear Differential Equations

We present sufficient conditions for the linear asymptotic equilibrium of linear differential equations in Hilbert and Banach spaces. The results obtained are applied to studying the asymptotic equivalence of two linear differential equations.     

Constrained stochastic controllability of infinite-dimensional linear systems

The main purpose of this article is to investigate the problem of (ε, δ)-stochastic controllability for linear systems of evolution type in infinite-dimensional spaces, wherein the controls are subjected to norm-bounded constrained sets. Some basic prerequisites of infinite-dimensional measures, in particular, Gaussian distributed type, are discussed. Corresponding to this measure, various properties of (ε, δ)-stochastic attainable sets in Hilbert spaces are studied. Necessary and sufficient conditions for (ε, δ)-stochastic controllability with respect to Hilbert space valued linear systems are obtained. Relationships with the deterministic counterpoint are noted. Pursuit game problems are also considered. Examples on systems governed by stochastic linear partial differential equations and stochastic differential delay equations are given for illustration.     

Study of Volterra integro-differential equations arising in viscoelasticity theory

Volterra integrodifferential equations with unbounded operator coefficients in a Hilbert space that are operator models of integrodifferential equations arising in viscoelasticity theory are studied. These equations are shown to be well-posed in Sobolev spaces of vector functions, and spectral analysis is applied to the operator functions that are the symbols of the given equations.     

Stochastic evolution equations in Hilbert spaces

In this paper we consider Ito's stochastic differential equation in Hilbert spaces. A strong solution is generated by the difference approximation. A regularity result is obtained for solutions to a class of parabolic stochastic partial differential equations. Hyperbolic stochastic evolution equations are also discussed.     

State constrained optimal control problems governed by semilinear equations sup∗

This work deals with necessary conditions of optimality for optimal control problems governed by semilinear differential equations in Hilbert spaces.     

A Series Approach to Stochastic Differential Equations with Infinite Dimensional Noise

This paper considers semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities and with the noise terms driven by sequences of independent scalar Wiener processes (Brownian motions). The interpretation of such equations requires a stochastic integral. By means of a series of Itô integrals, an elementary and direct construction of a Hilbert space valued stochastic integral with respect to a sequence of independent scalar Wiener processes is given. As an application, existence and strong and weak uniqueness for the stochastic differential equation are shown by exploiting the series construction of the integral.     

Sufficient conditions for the asymptotic optimality of projection methods as applied to operator equations

Sufficient conditions are found for the asymptotic optimality of projection methods as applied to linear operator equations in Hilbert spaces. The conditions are applicable to a wide class of equations when asymptotically optimal projection methods are sought for their solution. Applications illustrating the result are presented.     

On a class of stochastic differential equations used in quantum optics

Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we explain how they are derived from purely quantum mechanical models, where the dynamics is represented by a unitary evolution in a Hilbert space, and how they are related to the theory of continual measurements. An essential tool is an isomorphism between the bosonic Fock space and the Wiener space, which allows to connect certain quantum objects with probabilistic ones.     

Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps

The strong solutions approximation approach for mild solutions of stochastic functional differential equations with Markovian switching driven by Lévy martingales in Hilbert spaces is considered. Asymptotic behaviors with a general decay rate for the second moments of mild solutions of the above equations are obtained. An example is given to illustrate our theory.     

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin calculus. For an application, we study an optimal control problem for a stochastic Volterra integral equation driven by a Hilbert space-valued fractional Brownian motion. A Pontryagin-type maximum principle is formulated for the problem and an example is presented.     

Global solutions for a class of hamilton-jacobi equations in hilbert spaces

Existence and uniqueness results for Hamilton-Jacobi equations in Hilbert spaces are given. These solutions allow to find optimal feedback controls for the linear quadratic regulator problem with constrained controls.     

Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces

In this paper, we consider stationarity of a class of second-order stochastic evolution equations with memory, driven by Wiener processes or Lévy jump processes, in Hilbert spaces. The strategy is to formulate by reduction some first-order systems in connection with the stochastic equations under investigation. We develop asymptotic behavior of dissipative second-order equations and then apply them to time delay systems through Gearhart–Prüss–Greiner’s theorem. The stationary distribution of the system under consideration is the projection on the first coordinate of the corresponding stationary results of a lift-up stochastic system without delay on some product Hilbert space. Last, two examples of stochastic damped wave equations with memory are presented to illustrate our theory.