Banach空间中不连续非线性Volterra型积分方程的唯一解

本文在一般序Ｂａｎａｃｈ空间中研究了不连续非线性Ｖｏｌｔｅｒｒａ型积分方程的唯一解．在非常弱的条件下证明了非线性Ｖｏｌｔｅｒｒａ型积分方程的唯一解可以由迭代序列的一致极限得到,并给出了逼近解的迭代序列的误差估计式,然后应用到一阶微分方程的初值问题,本质改进并推广了最近的一些结果．     

一类广义KdV—Burgers型方程的拟谱方法

本文研究一类带三阶粘性项的广义Kdv-Burgers型方程的初值问题。运用拟谱方法，研究了拟谱格式的收敛性、稳定性．给出了数值例子．     

非线性扰动Klein-Gordon方程初值问题的渐近理论

在二维空间中研究一类非线性扰动Klein-Gordon方程初值问题解的渐近理论. 首先利用压缩映象原理,结合一些先验估计式及Bessel函数的收敛性,根据Klein-Gordon方程初值问题的等价积分方程,在二次连续可微空间中得到了初值问题解的适定性;其次,利用扰动方法构造了初值问题的形式近似解,并得到了该形式近似解的渐近合理性;最后给出了所得渐近理论的一个应用,用渐近近似定理分析了一个具体的非线性Klein-Gordon方程初值问题解的渐近近似程度．     

方程λ＋a＋be^τλ=0全部根的精确分布

考虑方程其中a，b为任意实常数,τ为正常数．本文在复数域上求得了方程（*）全部根的精确分布．在文[1]和[2]中应用Laplace变换法，得到了滞后型方程初值问题的形式解公式下：其中x（t）为初值问题的解，这里H（θ）为Heaviside函数．方程（*）为初值问题（E）中方程的特征方程．应用本文结果于形式解公式（1．1），可求得初值问题（E）的精确解．篇幅所限，此问题另文讨论．     

非紧空间上折现Hamilton-Jacobi方程粘性解的存在性讨论*

当底空间紧时, 初始函数为连续函数的Lax-Oleinik型粘性解是局部半凹的,所以是相应的Hamilton-Jacobi\ (以下简称为H-J) 演化方程(简称为接触H-J方程)的粘性解.当底空间非紧时, 对于H-J方程和接触H-J方程, 其Lax-Oleinik型解的下确界未必能取到.文章将探讨在非紧空间上, 折现H-J方程粘性解有限性的条件, 并给出了在此假设下粘性解的表达式.     

Banach空间混合型一阶脉冲积分-微分方程初值问题的唯一解

本文在一般的序Banach空间中研究了一阶脉冲混合型积分-微分方程初值问题的唯一解。在比较广泛的上控制条件并且假定所考虑初值问题只有一个上解或下解的假设之下,我们证明了所考虑初值问题的唯一解可以由显形式表达的迭代序列的一致极限得到,并给出了逼近解的迭代序列的误差估计,本文没有使用任何紧型条件。我们的结果是最近一些结果的改进和推广。     

无粘、可压、绝热流体的Euler方程初值问题的适定性

根据分层理论提供的基本方法,讨论Euler方程的初值问题的适定性,给出了方程的典型初边值问题适定性的判别条件,确定了Euler方程的局部(准确)解的解空间构造,对适定问题给出了解析解的计算公式．     

Banac空间不连续非增Volterra型积分方程的迭代唯一解

在非常弱的条件下研究了一般序Banach空间不连续非增Volterra型积分方程的迭代唯一解,并给出了一致收敛于唯一解迭代序列的误差估计式,然后应用到序Banach空间中一阶微分方程的初值问题,本质改进并推广了最近的一些结果。     

关于不可压、无粘流体的Euler方程初值问题的适定性(Ⅰ)

以分层理论为基础,讨论了Euler方程不适定的初值问题以及不适定问题的形式可解性,并给出了某些不适定初值问题存在形式解的条件与计算方法。特别讨论了R4中的超平面{t=0}上初值问题的适定性并给出了存在不唯一解的例证。     

Kac方程的解及其性质

研究Kac方程的初值问题．证明了该类方程存在唯一的全局分布解．并且使用一种新的线性化方法证明了该类方程的解具有相应的多项式衰减性．     

On the regularity near the boundary of viscosity solutions of eikonal equations

Abstract We consider a non-characteristic boundary value problem for equations of eikonal type and we show that, near the boundary, the viscosity solution inherits the regularity of the data. As a consequence, we slightly improve the results in [1] on the structure of the cut-locus of a class of distance functions. Keywords: Viscosity solutions, Eikonal equation, Cut-locus, Analytic regularity     

Nonlinear wave equations and singular solutions

We construct solutions to nonlinear wave equations that are singular along a prescribed noncharacteristic hypersurface, which is the graph of a function satisfying not the Eikonal but another partial differential equation of the first order. The method of Fuchsian reduction is employed.

     

Generalizations of Rodrigues type formulas for hypergeometric difference equations on nonuniform lattices

ABSTRACT

By building a second-order adjoint difference equations on nonuniform lattices, the generalized Rodrigues type representation for the second kind solution of a second-order difference equation of hypergeometric type on nonuniform lattices is given. The general solution of the equation in the form of a combination of a standard Rodrigues formula and a ‘generalized’ Rodrigues formula is also established.     

On the Numerical Solution of Some Eikonal Equations: An Elliptic Solver Approach

The steady Eikonal equation is a prototypical first-order fully nonlinear equation. A numerical method based on elliptic solvers is presented here to solve two different kinds of steady Eikonal equations and compute solutions, which are maximal and minimal in the variational sense. The approach in this paper relies on a variational argument involving penalty, a biharmonic regularization, and an operator-splitting-based time-discretization scheme for the solution of an associated initial-value problem. This approach allows the decoupling of the nonlinearities and differential operators. Numerical experiments are performed to validate this approach and investigate its convergence properties from a numerical viewpoint.     

伊藤-泊松型随机微分方程的线性二次控制

本文研究伊藤-泊松型随机微分方程的线性二次控制问题,利用动态规划方法、伊藤公式等技巧,通过解HJB方程,我们得到了随机Riccati方程及另外两个微分方程,求出控制变量,解决了线性二次最优控制最优问题.     

Viscosity solutions of Eikonal equations on topological networks

In this paper we introduce a notion of viscosity solutions for Eikonal equations defined on topological networks. Existence of a solution for the Dirichlet problem is obtained via representation formulas involving a distance function associated to the Hamiltonian. A comparison theorem based on Ishii’s classical argument yields the uniqueness of the solution.     

(mM)∞算子及Hamilton-Jacobi方程粘性解

Hamilton-Jacobi equations are frequently encountered in applications, e.g. , in control theory, differential games, and theory of economics, construct viscosity solutions of Hamilton-Jacobi equations having a nonconvex flux and a nonconvex initial value. The main idea is. decomposit flux into convex flux plus concave flux, with the help of a newly designed operator (mM)^∞ and Legendre transform, the viscosity solutions of Hamilton-Jacobi equations can be exactly ex-pressed. The (mM)^∞ type Solutions is proved to be the viscosity solutions ofHamilton-Jacobi equations. In fact our ( (mM)^∞ ) formula is a nonconvex generalization of the convex Lax-Oleinik-Hopf’s formula.     

Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach

In this paper, we establish a new existence and uniqueness result of a continuous viscosity solution for integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver which is classically assumed in the literature of viscosity solutions of equation with non-local terms. Our method strongly relies on the link between IPDEs and backward stochastic differential equations with jumps for which we already know that the solution exists and is unique for general drivers. In the second part of the paper, we deal with the IPDE with obstacle and we obtain similar results.     

Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations

This article shows that the solution of a backward stochastic differential equation under G-expectation provides a probabilistic interpretation for the viscosity solution of a type of path-dependent Hamilton-Jacobi-Bellman equation. Particularly, a G-martingale can be considered as a nonlinear path-dependent partial differential equation (PDE). We also show that certain class of path-dependent PDEs can be transformed into classical multiple state-dependent PDEs. As an application, the path-dependent uncertain volatility model can be described directly by path-dependent Black-Scholes-Barrenblett equations.     

求解Hamilton-Jacobi方程的有限元方法

本文将Galerkin二次有限元应于Hamilton-Jacobi方程，得到了求解Hamilton-Jacobi方程的数值格式。这些格式是TVD型的，在更强的条件下，基半离散格式的数值解收敛于Hamilton-Jacobi方程的粘性解。数值结果表明这类格式具有较高分辨导数间断的能力。