Controllability of stochastic semilinear functional differential equations in Hilbert spaces

In this paper approximate and exact controllability for semilinear stochastic functional differential equations in Hilbert spaces is studied. Sufficient conditions are established for each of these types of controllability. The results are obtained by using the Banach fixed point theorem. Applications to stochastic heat equation are given.     

Flow invariance for solutions to nonlinear nonautonomous partial differential delay equations

We investigate the problem of existence and flow invariance of mild solutions to nonautonomous partial differential delay equations , t?s, us=φ, where B(t) is a family of nonlinear multivalued, α-accretive operators with D(B(t)) possibly depending on t, and the operators F(t,.) being defined—and Lipschitz continuous—possibly only on “thin” subsets of the initial history space E. The results are applied to population dynamics models. We also study the asymptotic behavior of solutions to this equation. Our analysis will be based on the evolution operator associated to the equation in the initial history space E.     

Singular functional differential equations of neutral type in Banach spaces

The well-posedness of a large class of singular partial differential equations of neutral type is discussed. Here the term singularity means that the difference operator of such equations is nonatomic at zero. This fact offers many difficulties in applying the usual methods of perturbation theory and Laplace transform technique and thus makes the study interesting. Our approach is new and it is based on functional analysis of semigroup of operators in an essential way, and allows us to introduce a new concept of solutions for such equations. Finally, we study the well-posedness of a singular reaction-diffusion equation of neutral type in weighted Lebesgue's spaces.     

Banach空间上泛函微分方程的渐近性

§ 1　IntroductionIn the last few years,invariant sets and attractors of (functional) differentialequations have been extensively discussed and various interesting results on the invariantsets and attractors,and estimates on the basin of attraction have been reported(see,forinstance,[1 ,2 ,4,6,1 0 ,1 3 ,1 5,1 8] ) .However,not much hasbeen developed in the directionof giving criteria on the existence of invariant sets and attractors for the functionaldifferential equations even though there ar…     

Existence of solutions for impulsive partial neutral functional differential equations

This paper is concerned with partial neutral functional differential equations of first and second order with impulses. We establish some results of existence of mild solutions for these classes of equations.     

Impulsive neutral functional differential equations in banach spaces

In this paper, a fixed point theorem due to Schaefer is used to investigate the existence of solutions for first and second order impulsive neutral functional differential equations in Banach spaces.     

Degenerate non-stationary differential equations with delay in Banach spaces

A generalization of the operator method by Grisvard is used to ensure weak and strict solutions to some degenerate differential equations with delay in Banach spaces, whose operator coefficients are time depending. Some applications to ordinary and partial differential equations with delay are described.     

Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces

In this paper, we consider stationarity of a class of second-order stochastic evolution equations with memory, driven by Wiener processes or Lévy jump processes, in Hilbert spaces. The strategy is to formulate by reduction some first-order systems in connection with the stochastic equations under investigation. We develop asymptotic behavior of dissipative second-order equations and then apply them to time delay systems through Gearhart–Prüss–Greiner’s theorem. The stationary distribution of the system under consideration is the projection on the first coordinate of the corresponding stationary results of a lift-up stochastic system without delay on some product Hilbert space. Last, two examples of stochastic damped wave equations with memory are presented to illustrate our theory.     

Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [G. Da Prato, M. Röckner, Singular dissipative stochastic equations in Hilbert spaces, Probab. Theory Related Fields 124 (2) (2002) 261-303]. We prove a Harnack inequality (in the sense of [F.-Y. Wang, Logarithmic Sobolev inequalities on noncompact Riemannian manifolds, Probab. Theory Related Fields 109 (1997) 417-424]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure μ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure μ for noncontinuous drifts.     

Multipoint boundary value problems of Neumann type for functional differential equations

We obtain the expression of the explicit solution to a class of multipoint boundary value problems of Neumann type for linear ordinary differential equations and apply these results to study sufficient conditions for the existence of solution to linear functional differential equations with multipoint boundary conditions, considering the particular cases of equations with delay and integro-differential equations.     

Nonlinear functional differential equations of monotone-type in Hilbert spaces

In this paper, we study a class of semilinear functional evolution equations with finite delay in which the nonlinearity satisfies the weak condition of demicontinuity with respect to functional variable and also a semimonotone condition. We will prove the existence, uniqueness and measurability of the mild solutions based on an extension of the analogous results for non-delay initial value problems on Banach spaces and a version of recently developed random Schauder’s fixed point theorem. This will be done first for the generalized solutions and then we follow an approximating procedure to obtain the same results for the mild solutions.     

A Hilbert space approach to homogenization of linear ordinary differential equations including delay and memory terms

We present an abstract approach to homogenization in a Hilbert space setting. Related compactness results are obtained. Moreover, the homogenized equations may be computed explicitly, if periodicity is imposed. Examples for the applicability of our homogenization result for linear ordinary (integro‐)differential equations are given. Copyright © 2012 John Wiley & Sons, Ltd.     

Stochastic uniform observability of linear differential equations with multiplicative noise

The aim of this paper is to give a deterministic characterization of the uniform observability property of linear differential equations with multiplicative white noise in infinite dimensions. We also investigate the properties of a class of perturbed evolution operators and we used these properties to give a new representation of the covariance operators associated to the mild solutions of the investigated stochastic differential equations. The obtained results play an important role in obtaining necessary and sufficient conditions for the stochastic uniform observability property.