The Cauchy problem for the wave equation with Lévy Laplacian

We present the solution of the Cauchy problem (the initial-value problem in the whole space) for the wave equation with infinite-dimensional Lévy Laplacian Δ _L , $$ \frac{{\partial ^2 U(t,x)}} {{\partial t^2 }} = \Delta _L U(t,x) $$ in two function classes, the Shilov class and the Gâteaux class.     

On the convergence of the Lavrent’ev method for an integral equation of the first kind with involution

The convergence in the mean-square metric of the Lavrent’ev regularizationmethod for an integral equation with involution is established. The proof of the convergence is based on studying the behavior of the resolvent of a certain integro-differential equation related to the original equation.     

Asymptotic behavior in the trailing edge domain of the solution of the KdV equation with an initial condition of the “threshold type”

We derive a new integral equation that linearizes the Cauchy problem for the Korteweg—de Vries equation for the initial condition of the threshold type, where the initial function vanishes as x- and tends to some periodic function as x+. We also expand the solution of the Cauchy problem into a radiation component determined by the reflection coefficient and a component determined by the nonvanishing initial condition. For the second component, we derive an approximate determinant formula that is valid for any t0 and x(-,X _N), where X _N with the unboundedly increasing parameter N that determines the finite-dimensional approximation to the integral equation. We prove that as t, the solution of the Cauchy problem in the neighborhood of the trailing edge decays into asymptotic solitons, whose phases can be explicitly evaluated in terms of the reflection coefficient and other parameters of the problem.     

Smooth solution of a nonlocal Fokker–Planck equation associated with stochastic systems with Lévy noise

It is shown that the solution of a nonlocal Fokker–Planck equation is smooth with respect to both time and space variable whenever the divergence of the smooth drift has a lower bound.     

The solution of the equation AX + BX ⋆ = 0

We give a complete solution of the matrix equation AX?+?BX ^??=?0, where A, B?∈?? ^m×n are two given matrices, X?∈?? ^n×n is an unknown matrix, and ? denotes the transpose or the conjugate transpose. We provide a closed formula for the dimension of the solution space of the equation in terms of the Kronecker canonical form of the matrix pencil A?+?λB, and we also provide an expression for the solution X in terms of this canonical form, together with two invertible matrices leading A?+?λB to the canonical form by strict equivalence.     

Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process

The Euler scheme is a well-known method of approximation of solutions of stochastic differential equations (SDEs). A lot of results are now available concerning the precision of this approximation in case of equations driven by a drift and a Brownian motion. More recently, people got interested in the approximation of solutions of SDEs driven by a general Lévy process. One of the problem when we use Lévy processes is that we cannot simulate them in general and so we cannot apply the Euler scheme. We propose here a new method of approximation based on the cutoff of the small jumps of the Lévy process involved. In order to find the speed of convergence of our approximation, we will use results about stability of the solutions of SDEs.     

A priori estimates of the solution of the dirichlet problem for the Monge-ampére equation in weight spaces

One proves that a priori boundedness of the norm of the solution of the problem det(U_xx)=f(x,u,u_x)>>0,u¦=0. The magnitudes of the exponents,() depends on whether the arguments u p occur or not in f (x,u,p).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 125, pp. 74–90, 1983.     

On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients

We construct a stochastic flow generated by an stochastic differential equation with its drift being a function of bounded variation and its noise being a stable process with exponent from (1,2). It is proved that the flow is non-coalescing and Sobolev differentiable with respect to the initial data. The representation for the derivative is given.     

The Hölder continuity of the solution map to the b-family equation in weak topology

We prove that the solution map of the $b$ -family equation is Hölder continuous as a map from a bounded set of $H^s(\mathbb{R }), s>\frac{3}{2}$ with $H^r(\mathbb{R })$ ( $0\le r<s$ ) topology, to $C([0, T], H^r(\mathbb{R }))$ for some $T>0$ . Moreover, we show that the obtained exponent of the Hölder continuity is optimal when $s-1<r<s$ .     

Expansion in the eigenfunctions of the schrödinger equation with a potential having a periodic asymptotic behavior

A theorem is proved regarding the expansion in the eigenfunctions of the one-dimensional Schrödinger equationL = ?d ^z/dx ²+q(x)(?∞<x<∞)with a potential q(x), satisfying the condition $$\int\limits_0^{ + \infty } {(1 + x^2 )|q(x) - q_ \pm (x)|dx< \infty ,} $$ where q±(x) are periodic functions.     

The boundary integral method for the steady rotating Navier–Stokes equations in exterior domain (I): the existence of solution

In this paper, we apply the boundary integral method to the steady rotating Navier–Stokes equations in exterior domain. Introducing some open ball which decomposes the exterior domain into a finite domain and a infinite domain, we obtain a coupled problem by the steady rotating Navier–Stokes equations in finite domain and a boundary integral equation without using the artificial boundary condition. For the coupled problem, we show the existence of solution in a convex set.     

Qualitative properties of solutions of an integral equation associated with the Benjamin–Ono–Zakharov–Kuznetsov operator

We study qualitative properties of solutions of an integral equation associated the Benjamin–Ono–Zakharov–Kuznetsov operator. We establish the regularity of the positive solutions without the assumption of being in fractional Sobolev–Liouville spaces. Moreover we show that the solutions are axially symmetric. Furthermore we establish Lipschitz continuity and the decay rate of the solutions.     

On the formulation of a BEM in the Bézier–Bernstein space for the solution of Helmholtz equation

This paper proposes a novel boundary element approach formulated on the Bézier-Bernstein basis to yield a geometry-independent field approximation. The proposed method is geometrically based on both computer aid design (CAD) and isogeometric analysis (IGA), but field variables are independently approximated from the geometry. This approach allows the appropriate approximation functions for the geometry and variable field to be chosen. We use the Bézier–Bernstein form of a polynomial as an approximation basis to represent both geometry and field variables. The solution of the element interpolation problem in the Bézier–Bernstein space defines generalised Lagrange interpolation functions that are used as element shape functions. The resulting Bernstein–Vandermonde matrix related to the Bézier–Bernstein interpolation problem is inverted using the Newton-Bernstein algorithm. The applicability of the proposed method is demonstrated solving the Helmholtz equation over an unbounded region in a two-and-a-half dimensional (2.5D) domain.     

The structure of semiclassical asymptotic expansions of antisymmetric solutions of the stationary Schrödinger equation

We consider the semiclassical asymptotics of eigenfunctions for the Hamiltonian of a quantum-mechanical system ofN identical fermions withd degrees of freedom without spin interaction. In the one-dimensional case (d=1), examples are known in which the ground antisymmetric state in the semiclassical limit is the product ofN(N−1)/2 two-particle wave functions. We construct a nontrivial generalization of this property ford>1. Translated fromMatematicheskie Zametki, Vol. 67, No. 2, pp. 257–269, February, 2000.     

Solitary wave solution of the Zakharov–Kuznetsov equation in plasmas with power law nonlinearity

In this paper, we obtain an exact 1-soliton solution of the Zakharov–Kuznetsov equation, with power law nonlinearity, by the solitary wave ansatz method. A couple of conserved quantities of this equation are also calculated by using this 1-soliton solution.