l-solutions and stability analysis of difference equations using the Kummer’s test

We address the p-summability and asymptotic stability properties in nonautonomous linear difference equations. We focus our discussion on two kind of difference equations. The first one is a first order system of linear nonautonomous difference equations, and our discussion involves the use of Kummer’s convergence test. The second one is a linear nonautonomous scalar higher order difference equation. In this case our discussion is based on a recently introduced transformation of a higher order system into a first-step recursion, where the companion matrices are well treatable from our point of view. We give insight on our ideas that are behind our methods, prove new results, and show applications.     

Harnack inequalities for stochastic equations driven by Lévy noise

By using coupling argument and regularization approximations of the underlying subordinator, dimension-free Harnack inequalities are established for a class of stochastic equations driven by a Lévy noise containing a subordinate Brownian motion. The Harnack inequalities are new even for linear equations driven by Lévy noise, and the gradient estimate implied by our log-Harnack inequality considerably generalizes some recent results on gradient estimates and coupling properties derived for Lévy processes or linear equations driven by Lévy noise. The main results are also extended to semilinear stochastic equations in Hilbert spaces.     

A Series Solution of the Unsteady Von Kármán Swirling Viscous Flows

A new analytic technique is applied to solve the unsteady viscous flow due to an infinite rotating disk, governed by a set of two fully coupled nonlinear partial differential equations deduced directly from the exact Navier-Stokes equations. The system of coupled nonlinear partial differential equations is replaced by a sequence of uncoupled systems of linear ordinary differential equations. Different from all other previous analytic results, our series solution is accurate and valid for all time in the whole spatial region. Accurate expressions for skin friction coefficients are given, which are valid for all time. Such kind of series solutions have not been reported, to the best of our knowledge.      

Coiflets solutions for Föppl-von Kármán equations governing large deflection of a thin flat plate by a novel wavelet-homotopy approach

In this paper, a novel technique incorporated the homotopy analysis method (HAM) with Coiflets is developed to obtain highly accurate solutions of the Föppl-von Kármán equations for large bending deflection. The characteristic scale transformation is introduced to nondimensionalize the governing equations. The results are obtained for the transformed nondimensional equations, which are in very excellent agreement with analytical ones or numerical benchmarks performing good efficiency and validity. Besides, we notice the nonlinearity of the Föppl-von Kármán equations is closely connected with the load and length-width ratio of the plate. For the case of the plate suffering tremendous loads, the traditional linear theory does not work, while our Coiflets solutions are still very accurate. It is expected that our proposed approach not only keeps the outstanding merits of the HAM technique for handling strong nonlinearity, but also improves on the computational efficiency to a great extent.     

Comparison theorems for noncanonical third order nonlinear differential equations

The aim of our paper is to study oscillatory and asymptotic properties of solutions of nonlinear differential equations of the third order with quasiderivatives. We prove comparison theorems on property A between linear and nonlinear equations. Some integral criteria ensuring property A for nonlinear equations are also given. Our assumptions on the nonlinearity of f are restricted to its behavior only in a neighborhood of zero and a neighborhood of infinity.      

Large deviations for the two-dimensional Navier–Stokes equations with multiplicative noise

A Wentzell–Freidlin type large deviation principle is established for the two-dimensional Navier–Stokes equations perturbed by a multiplicative noise in both bounded and unbounded domains. The large deviation principle is equivalent to the Laplace principle in our function space setting. Hence, the weak convergence approach is employed to obtain the Laplace principle for solutions of stochastic Navier–Stokes equations. The existence and uniqueness of a strong solution to (a) stochastic Navier–Stokes equations with a small multiplicative noise, and (b) Navier–Stokes equations with an additional Lipschitz continuous drift term are proved for unbounded domains which may be of independent interest.     

UPWIND FINITE VOLUME SCHEMES FOR SEMICONDUCTOR DEVICE

The mathematical model of semiconductor devices is described by the initial boundary value problem of a system of three nonlinear partial differential equations. One equation in elliptic form is for the electrostatic potential; two equations of convection-dominated diffusion type are for the electron and hole concentrations. Finite volume element procedure are put forward for the electrostatic potential, while upwind     

Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations

Abstract

The purpose of this paper is to investigate pathwise stability for certain Hilbert space-valued stochastic evolution equations. We are especially interested in the robustness analysis of perturbed stochastic differential equations in infinite dimensions. Sufficient conditions are established to ensure the almost surely stable decay of the given stochastic systems. Lastly, a corollary and corresponding example are studied to illustrate our theory.     

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S.?Peng (SIAM J. Control Optim. 28(4):966?C979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A?comparable situation exists in an article by R.?Buckdahn, B.?Djehiche, and J.?Li (Appl. Math. Optim. 64(2):197?C216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.     

Automatic computation of Stokes matrices

We describe a general procedure for computing Stokes matrices for solutions of linear differential equations with polynomial coefficients. The algorithms developed make an automation of the calculations possible, for a wide class of equations. We apply our techniques to some classical holonomic functions and also for some new special functions that are interesting in their own right: Ecalle’s accelerating functions.      

On the class of nonlinear PDEs that can be treated by the modified method of simplest equation. Application to generalized Degasperis–Processi equation and b-equation

The method of simplest equation is powerful tool for obtaining exact and approximate solutions of nonlinear PDEs. Here we extend the class of equations which can be treated by the method in such a way that the classes of equations considered in our previous work are particular cases of the extended class of equations. As examples for application of the methodology we obtain exact traveling-wave solutions of the generalized Degasperis–Processi equation and of the b-equation. As simplest equations we use the equations of Bernoulli and Riccati. We investigate the possibility for obtaining these solutions also by means of the exp-function method. This lead us to propose a generalized version of the exp-function method in Section 5.     

A Priori Estimates for the Compressible Euler Equations for a Liquid with Free Surface Boundary and the Incompressible Limit

In this paper, we prove a new type of energy estimate for the compressible Euler equations with free boundary, with a boundary part and an interior part. These can be thought of as a generalization of the energies in Christodoulou and Lindblad to the compressible case and do not require the fluid to be irrotational. In addition, we show that our estimates are in fact uniform in the sound speed k. As a consequence, we obtain convergence of solutions of compressible Euler equations with a free boundary to solutions of the incompressible equations, generalizing the result of Ebin to when you have a free boundary. In the incompressible case our energies reduce to those in Christodoulou and Lindblad, and our proof in particular gives a simplified proof of their estimates with improved error estimates. Since for an incompressible irrotational liquid with free surface there are small data global existence results, our result leaves open the possibility of long‐time existence also for slightly compressible liquids with a free surface.© 2017 Wiley Periodicals, Inc.     

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.     

Critical spaces for quasilinear parabolic evolution equations and applications

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal $L_p$-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier–Stokes problem, convection–diffusion equations, the Nernst–Planck–Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.     

Algorithmic computation of generalized symmetries of nonlinear evolution and lattice equations

A straightforward algorithm for the symbolic computation of generalized (higher‐order) symmetries of nonlinear evolution equations and lattice equations is presented. The scaling properties of the evolution or lattice equations are used to determine the polynomial form of the generalized symmetries. The coefficients of the symmetry can be found by solving a linear system. The method applies to polynomial systems of PDEs of first order in time and arbitrary order in one space variable. Likewise, lattices must be of first order in time but may involve arbitrary shifts in the discretized space variable. The algorithm is implemented in Mathematica and can be used to test the integrability of both nonlinear evolution equations and semi‐discrete lattice equations. With our Integrability Package, generalized symmetries are obtained for several well‐known systems of evolution and lattice equations. For PDEs and lattices with parameters, the code allows one to determine the conditions on these parameters so that a sequence of generalized symmetries exists. The existence of a sequence of such symmetries is a predictor for integrability. This revised version was published online in June 2006 with corrections to the Cover Date.     

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.     

Global attractivity for nonlinear fractional differential equations

We present some results for the global attractivity of solutions for fractional differential equations involving Riemann-Liouville fractional calculus. The results are obtained by employing Krasnoselskii’s fixed point theorem. Similar results for fractional differential equations involving Caputo fractional derivative are also obtained by using the classical Schauder’s fixed point theorem. Several examples are given to illustrate our main results.     

Beyond mean field: On the role of pair excitations in the evolution of condensates

This paper is in part a summary of our earlier work [18, 19, 20], and in part an announcement introducing a refinement of the equations for the pair excitation function used in our previous work with D. Margetis. The new equations are Euler–Lagrange equations, and the solutions conserve energy and the number of particles.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.