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In this paper we obtain sufficient conditions for boundedness of every solution and its derivatives of a linear differential equation. We will also show that our conditions are sharp.  相似文献   

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New sufficient conditions are established for the convergence of the modified projection-iterative method for operator equations in a Banach space with weak nonlinearity, less restrictive than those known in the literature.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 11, pp. 1486–1492, November, 1990.  相似文献   

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The main purpose of the present paper is to study weak convergence of solutions of stochastic differential equations  相似文献   

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This work develops numerical approximation algorithms for solutions of stochastic differential equations with Markovian switching. The existing numerical algorithms all use a discrete-time Markov chain for the approximation of the continuous-time Markov chain. In contrast, we generate the continuous-time Markov chain directly, and then use its skeleton process in the approximation algorithm. Focusing on weak approximation, we take a re-embedding approach, and define the approximation and the solution to the switching stochastic differential equation on the same space. In our approximation, we use a sequence of independent and identically distributed (i.i.d.) random variables in lieu of the common practice of using Brownian increments. By virtue of the strong invariance principle, we ascertain rates of convergence in the pathwise sense for the weak approximation scheme.  相似文献   

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The purpose of this contribution is to give sufficient conditions for the existence of global solutions or left semi-global solutions for some classes of delayed functional differential equations. The principle of monotone sequences is used as a main tool of investigation. Inequalities for coordinates of global solutions are derived as a consequence of used method. Examples illustrate the results.  相似文献   

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In this article, we introduce a new approach for proving Maximum Principle type results for viscosity solutions of second-order, fully nonlinear possibly degenerate elliptic equations. This approach leads, in particular, to a better understanding of the conditions on the equation which are necessary to obtain such results. It allows us to provide new comparison results for semilinear and quasilinear equations.  相似文献   

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We give sufficient conditions for a family Z, e > 0 of continuous finite variation processes to converge weakly to a diffusion process Z. Then we consider the integral equation dXE(t) = (l)(Xe(t))dZE{t) and the stochastic equation dX{i) = (j)(X{t))dZ{t) and denote by X(t,x,w respectively X{t,x,(jo), the solution starting at x. We prove that PoX~l, e>0 converge weakly to Pol  相似文献   

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In this paper we find sufficient conditions, involving only the pressure, that ensure the regularity of weak solutions to the Navier–Stokes equations. Conditions involving only the pressure were previously obtained in [7,4]. Following a remark in this last reference we improve, in particular, Kaniel's result [7]. Our condition can be seen at the light of the heuristic idea that the pressure behaves similarly to the modulus squared of the velocity. Copyright © 1999 John Wiley & Sons, Ltd.  相似文献   

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We prove existence of martingale solutions for the Euler equations in the 2-Dimensional space. The result is obtained by a compactness method  相似文献   

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We study existence of a unique mild solution of evolution quantum stochastic differential equations with nonlocal conditions under the strong topology. Using the method of successive approximations, we do not need to transform the nonlocal problem to a fixed point form. The evolution operator A generates a family of semigroup that are continuous. Nonlocal conditions allow additional measurements of certain phenomena that cannot be captured by the traditional initial conditions. We show that under some given conditions, the mild solution is unique and also stable. The method applied here is much easier when compared with previous methods used in literature.  相似文献   

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In this paper the sufficient conditions of existence and uniqueness of the solutions for stochastic pantograph equation are given, i.e., the local Lipschitz condition and the linear growth condition. Under the Lipschitz condition and the linear growth condition it is proved that the semi-implicit Euler method is convergence with strong order .  相似文献   

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In this paper we study the stochastic theta method for multivalued stochastic differential equations driven by standard Brownian motions and obtain the strong convergence rate of this numerical scheme.  相似文献   

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We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well-posedness and L1-contraction is obtained in the class of entropy solutions. Our scope allows for porous medium operators Δ(|u|m?1u) for all m(1,), and Hölder continuous diffusion nonlinearity with exponent 1/2.  相似文献   

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