On some third order nonlinear boundary value problems: Existence, location and multiplicity results

We prove an Ambrosetti-Prodi type result for the third order fully nonlinear equation

u^?(t)+f(t,u(t),u^′(t),u^″(t))=sp(t)     

On the complete group classification of the reaction-diffusion equation with a delay

The reaction-diffusion delay differential equation

ut(x,t)−uxx(x,t)=g(x,u(x,t),u(x,t−τ))     

Parisian ruin over a finite-time horizon

For a risk process R_u(t) = u + ct- X(t), t≥0, where u≥0 is the initial capital, c 0 is the premium rate and X(t), t≥0 is an aggregate claim process, we investigate the probability of the Parisian ruin P_S(u, T_u) = P{inf (t∈[0,S]_(s∈[t,t+T_u])) sup R_u(s) 0}, S, T_u 0.For X being a general Gaussian process we derive approximations of P_S(u, T_u) as u →∞. As a by-product, we obtain the tail asymptotic behaviour of the infimum of a standard Brownian motion with drift over a finite-time interval.     

Study of the solutions to a model porous medium equation with variable exponent of nonlinearity

The authors of this paper study the Dirichlet problem of the following equation

ut−div(|u|^ν(x,t)∇u)=f−|u|^p(x,t)−1u.     

Probabilities of high extremes for a Gaussian stationary process in a random environment

Let ξ(t) be a zero-mean stationary Gaussian process with the covariance function r(t) of Pickands type, i.e., r(t) = 1 ? |t| ^α + o(|t| ^α ), t → 0, 0 < α ≤ 2, and η(t), ζ(t) be periodic random processes. The exact asymptotic behavior of the probabilities P(max _t∈[0,T] η(t)ξ(t) > u), P(max _t∈[0,T] (ξ(t) + η(t)) > u) and P(max _t∈[0,T] (η(t)ξ(t) + ζ(t)) > u) is obtained for u → ∞ for any T > 0 and independent ξ(t), η(t), ζ(t).     

Existence of positive periodic solutions of nonlinear first-order delayed differential equations

We consider the existence of positive ω-periodic solutions for the equation

u^′(t)=a(t)g(u(t))u(t)−λb(t)f(u(t−τ(t))),     

Nonhomogeneous boundary value problems for some nonlinear equations with singular ?-Laplacian

Using Leray-Schauder degree theory we obtain various existence results for the quasilinear equation problems

(?(u^′)^)′=f(t,u,u^′)     

Optimal conditions of solvability of nonlocal problems for second-order ordinary differential equations

For the differential equation

u^″=f(t,u)     

A Riemann-Hilbert Approach to the Chen-Lee-Liu Equation on the Half Line

In this paper, the Fokas unified method is used to analyze the initial-boundary value for the Chen- Lee-Liu equation

$i{\partial _t}u + {\partial_{xx}u - i |u{|^2}{\partial _x}u = 0}$

on the half line (?∞, 0] with decaying initial value. Assuming that the solution u(x, t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter λ. The jump matrix has explicit (x, t) dependence and is given in terms of the spectral functions {a(λ), b(λ)} and {A(λ), B(λ)}, which are obtained from the initial data u₀(x) = u(x, 0) and the boundary data g₀(t) = u(0, t), g₁(t) = u_x(0, t), respectively. The spectral functions are not independent, but satisfy a so-called global relation.

     

Generation, propagation, and annihilation of metastable patterns

We study the full-time dynamics of the initial value problem, for u^ε=u^ε(x,t),

     

On the Fu?ik spectrum of the wave operator and an asymptotically linear problem

We study generalized solutions of the nonlinear wave equation

utt−uss=au⁺−bu⁻+p(s,t,u),     

Sufficient conditions for the existence of periodic solutions to some second order differential equations with a deviating argument

By means of Mawhin's continuation theorem, we study some second order differential equations with a deviating argument:

x^″(t)=f(t,x(t),x(t−τ(t)),x^′(t))+e(t).     

On a backward Cauchy problem associated with continuous spectrum operator

The nonlinear backward Cauchy problem

u_t+Au(t)=f(u(t)),u(T)=φ,     

Decay rate for a class of viscoelasticity equation with nonlinear damping on the boundary

In this paper we study the equation of viscoelasticity

utt−uxxt−Fx(ux)=f(x,t)     

New results on the existence of periodic solutions to a p-Laplacian differential equation with a deviating argument

By means of Mawhin's continuation theorem, a kind of p-Laplacian differential equation with a deviating argument as follows:

(φp(x^′(t))^)′=f(t,x(t),x(t−τ(t)),x^′(t))+e(t)     

Gevrey micro-regularity for solutions to first order nonlinear PDE

Let (x,t)∈Rm×R and u∈C²(Rm×R). We study the Gevrey micro-regularity of solutions u of the nonlinear equation

ut=f(x,t,u,ux),     

Front formation and motion in quasilinear parabolic equations

This paper deals with the singular limit for

L?u:=ut−Fx(u,?ux)−?⁻¹g(u)=0,     

On initial-boundary value problems in bounded and unbounded domains for a class of nonlinear hyperbolic equations of the third order

For the nonlinear hyperbolic equation

u(2,1)=f(x,t,u,u(1,0),u(2,0),u(0,1),u(1,1))     

Harmonic analysis associated with a discrete Laplacian

It is well known that the fundamental solution of

$${u_t}\left( {n,t} \right) = u\left( {n + 1,t} \right) - 2u\left( {n,t} \right) + u\left( {n - 1,t} \right),n \in \mathbb{Z},$$

with u(n, 0) = δ _nm for every fixed m ∈ Z is given by u(n, t) = e ^?2t I _n?m (2t), where I _k (t) is the Bessel function of imaginary argument. In other words, the heat semigroup of the discrete Laplacian is described by the formal series W _t f(n) = Σ _m∈Z e ^?2t I _n?m (2t)f(m). This formula allows us to analyze some operators associated with the discrete Laplacian using semigroup theory. In particular, we obtain the maximum principle for the discrete fractional Laplacian, weighted ? ^p (Z)-boundedness of conjugate harmonic functions, Riesz transforms and square functions of Littlewood-Paley. We also show that the Riesz transforms essentially coincide with the so-called discrete Hilbert transform defined by D. Hilbert at the beginning of the twentieth century. We also see that these Riesz transforms are limits of the conjugate harmonic functions. The results rely on a careful use of several properties of Bessel functions.

     

Error estimates for a projection-difference method for a linear differential-operator equation

We study a projection-difference method for approximately solving the Cauchy problem u′(t) + A(t)u(t) + K(t)u(t) = h(t), u(0) = 0 for a linear differential-operator equation in a Hilbert space, where A(t) is a self-adjoint operator and K(t) is an operator subordinate to A(t). Time discretization is based on a three-level difference scheme, and space discretization is carried out by the Galerkin method. Under certain smoothness conditions on the function h(t), we obtain estimates for the convergence rate of the approximate solutions to the exact solution.