A linear matrix equation: a criterion for block similarity

In this paper we study a homogeneous linear matrix equation related to the block similarity of rectangular matrices. We obtain the dimension of the vector space of its solutions and we describe these solutions. We give a characterization of the block similarity by rank tests. We extend Roth's criterion to the corresponding non homogeneous equation.     

Construction of global‐in‐time solutions to Kolmogorov‐Feller pseudodifferential equations with a small parameter using characteristics

Using an idea going back to Madelung, we construct global in time solutions to the transport equation corresponding to the asymptotic solution of the Kolmogorov‐Feller equation describing a system with diffusion, potential and jump terms. To do that we use the construction of a generalized delta‐shock solution of the continuity equation for a discontinuous velocity field. We also discuss corresponding problem of asymptotic solution construction (Maslov tunnel asymptotics).     

Euler-Poincaré reduction in principal fibre bundles and the problem of Lagrange

We compare Euler-Poincaré reduction in principal fibre bundles, as a constrained variational problem on the connections of this fibre bundle and constraint defined by the vanishing of the curvature of the connection, with the corresponding problem of Lagrange. Under certain cohomological condition we prove the equality of the sets of critical sections of both problems with the one obtained by application of the Lagrange multiplier rule. We compute the corresponding Cartan form and characterise critical sections as the set of holonomic solutions of the Cartan equation and, in particular, under a certain regularity condition for the problem, we prove the holonomy of any solution of this equation.     

Antiquantization of deformed Heun-class equations

We consider deformed Heun-class equations, i.e., equations of the Heun class with an added apparent singularity. We prove that each deformed Heun-class equation under antiquantization realizes a transfer from the Heun-class equation to the corresponding Painlevé equation, and we completely list such transfers.     

The approximate solution of integro‐ differential equations

We consider a class of partial integro‐differential equations with appropriate conditions and its corresponding equation in the field of Mikusiński operators. As is usual in numerical analysis, we construct the corresponding difference equation, determine its solution, analyze its character and treat it as the approximate solution of the considered problem. We also estimate the error of approximation.     

An optimal Gauss–Markov approximation for a process with stochastic drift and applications

We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein–Uhlenbeck type process, by using direct methods of calculus of variations. We show that general power cost functionals satisfy the conditions for existence and uniqueness of the approximation. We provide some examples of general interest and we give bounds on the goodness of the corresponding approximations. Finally, we focus on a model of a neuron embedded in a simple network and we study the approximation of its activity, by exploiting the aforementioned results.     

Eine Integralgleichungsmethode für akustische Reflexionsprobleme an lokal gestörten Ebenen

In this paper we consider the reflection of acoustic waves at an unbounded surface which coincides with a plane outside a sufficiently large sphere. We prove uniqueness and existence theorems for the corresponding boundary value problems for the reduced wave equation with Dirichlet and Neumann data by employing integral equation methods.     

A mixed problem with Tricomi and Frankl conditions for the gellerstedt equation with a singular coefficient

We consider a generalized Tricomi equation with a singular coefficient. For this equation in a mixed domain we study the corresponding problem in the case, when a part of the boundary characteristic is free of boundary conditions; the deficient Tricomi condition is equivalently substituted by a nonlocal Frankl condition on a segment of the degeneration line. We prove that the stated problem is well-posed.     

Collective behavior models with vision geometrical constraints: Truncated noises and propagation of chaos

We consider large systems of stochastic interacting particles through discontinuous kernels which has vision geometrical constrains. We rigorously derive a Vlasov–Fokker–Planck type of kinetic mean-field equation from the corresponding stochastic integral inclusion system. More specifically, we construct a global-in-time weak solution to the stochastic integral inclusion system and derive the kinetic equation with the discontinuous kernels and the inhomogeneous noise strength by employing the 1-Wasserstein distance.     

Averaging the trajectory attractor of a nonlinear wave equation with rapidly oscillating right-hand side

We consider a nonlinear nonautonomous hyperbolic equation with dissipation and with a small parameter multiplying the highest derivative with respect to time. This equation also involves a rapidly oscillating external force. Using a standard technique for constructing the trajectory attractor, we can prove the convergence of the attractor of a nonlinear nonautonomous hyperbolic equation with dissipation to the attractor of the corresponding parabolic equation.     

Difference equations with a point interaction

In this paper, we consider an impulsive second‐order difference equation on the whole axis. We determine eigenvalues, spectral singularities, continuous spectrum corresponding to this difference equation with an impulsive condition by using the asymptotic properties of Jost functions, and uniqueness theorems of analytic functions. Finally, we demonstrate that the impulsive difference equation has finite number of eigenvalues and spectral singularities with finite multiplicities under certain conditions.     

An expanded mixed finite element approach via a dual–dual formulation and the minimum residual method

We apply an expanded mixed finite element method, which introduces the gradient as a third explicit unknown, to solve a linear second-order elliptic equation in divergence form. Instead of using the standard dual form, we show that the corresponding variational formulation can be written as a dual–dual operator equation. We establish existence and uniqueness of solution for the continuous and discrete formulations, and provide the corresponding error analysis by using Raviart–Thomas elements. In addition, we show that the corresponding dual–dual linear system can be efficiently solved by a preconditioned minimum residual method. Some numerical results, illustrating this fact and the rate of convergence of the mixed finite element method, are also provided.     

Compatible Lie Brackets and the Yang-Baxter Equation

We show that any pair of compatible Lie brackets with a common invariant form produces a nonconstant solution of the classical Yang-Baxter equation. We describe the corresponding Poisson brackets, Manin triples, and Lie bialgebras. It turns out that all bialgebras associated with the solutions found by Belavin and Drinfeld are isomorphic to some bialgebras generated by our solutions. For any compatible pair, we construct a double with a common invariant form and find the corresponding solution of the quantum Yang-Baxter equation for this double. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 2, pp. 195–207, February, 2006.     

The eigenvalue problem for solitary waves of a boussinesq equation,via a generalization of the rouché theorem

We consider the study of an eigenvalue problem obtained by linearizing about solitary wave solutions of a Boussinesq equation. Instead of using the technique of Evans functions as done by Pego and Weinstein in [R. Pego and M. Weinstein, Convective Linear Stability of Solitary Waves for Boussinesq equation. AMS, 99, 311–375] for this particular problem, we perform Fourier analysis to characterize solutions of the eigenvalue problem in terms of a multiplier operator and use the strong relationship between the eigenvalue problem for the linearized Boussinesq equation and the eigenvalue problem associated with the linearization about solitary wave solutions of a special form of the KdV equation. By using a generalization of the Rouché Theorem and the asymptotic behavior of the Fourier symbol corresponding to the eigenvalues problem for the Boussinesq equation and the Fourier symbol corresponding to the eigenvalues problem for the KdV equation, we show nonexistence of eigenvalues with respect to weighted space in a planar region containing the right-half plane.     

Direct solution methods for singular integral equations with nonnegative indices

In this paper we consider a complete singular integral equation with the Cauchy kernel on the real axis and a bisingular integral equation on a plane with a degenerate characteristic part. We theoretically substantiate the polynomial methods of moments and collocation in the case of nonnegative indices. We also prove the convergence of the method of mechanical quadratures for the corresponding one-dimensional equation.     

Fractional diffusion-type equations with exponential and logarithmic differential operators

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi et al. (2001)): the first equation considered here is obtained by adding an exponential differential (or shift) operator expressed in terms of the Riesz–Feller derivative. We prove that this produces a random component in the time-argument of the corresponding stable process, which is represented by the so-called Poisson process with drift. Analogously, if we add, to the space-fractional diffusion equation, a logarithmic differential operator involving the Riesz-derivative, we obtain, as a solution, the transition semigroup of a stable process subordinated by an independent gamma subordinator with drift. Finally, we show that an extension of the space-fractional diffusion equation, containing both the fractional shift operator and the Feller integral, is satisfied by the transition density of the process obtained by time-changing the stable process with an independent linear birth process with drift.     

Preconditioned Iterative Methods for Scattered Data Interpolation

The scattered data interpolation problem in two space dimensions is formulated as a partial differential equation with interpolating side conditions. The system is discretized by the Morley finite element space. The focus of this paper is to study preconditioned iterative methods for the corresponding discrete systems. We introduce block diagonal preconditioners, where a multigrid operator is used for the differential equation part of the system, while we propose an operator constructed from thin plate radial basis functions for the equations corresponding to the interpolation conditions. The effect of the preconditioners are documented by numerical experiments.     

Existence and uniqueness of solutions for Fokker–Planck equations on Hilbert spaces

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, the existence and uniqueness of a measure valued solution, for the corresponding Fokker–Planck equation. In particular, we verify the Chapman–Kolmogorov equations and get an evolution system of transition probabilities for the stochastic dynamics informally given by the stochastic differential equation.     

Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility

We modify the Hu-Øksendal and Elliot-van der Hoek approach to arbitrage-free financial markets driven by a fractional Brownian motion that is defined on a white noise space. We deduce and solve a Black–Scholes fractional equation for constant volatility and outline the corresponding equation with stochastic volatility. As an auxiliary result, we produce some simple conditions implying the existence of the Wick integral w.r.t. fractional noise.