Smooth solutions of an initial-value problem for some differential difference equations

The subject matter of this paper is an initial-value problem with an initial function for a linear differential difference equation of neutral type. The problem is to find an initial function such that the solution generated by this function has some given smoothness at the points multiple of the delay. The problem is solved using a method of polynomial quasisolutions, which is based on a representation of the unknown function in the form of a polynomial of some degree. Substituting this into the initial problem yields some incorrectness in the sense of degree of polynomials, which is compensated for by introducing some residual into the equation. For this residual, an exact analytical formula as a measure of disturbance of the initial-value problem is obtained. It is shown that if a polynomial quasisolution of degree N is chosen as an initial function for the initial-value problem in question, the solution generated will have smoothness not lower than N at the abutment points.     

Inverse problems for evolution equations with fractional integrals at boundary-value conditions

The following problem is considered: to find a solution and a term of a first-order differential equation in a Banach space if the initial-value condition and an excessive condition containing the fractional Riemann–Liouville integral are given. We show that the solvability of the considered problem depends on the distributions of zeroes of the Mittag-Leffler function.     

On a generalized proximal point method for solving equilibrium problems in Banach spaces

We introduce a regularized equilibrium problem in Banach spaces, involving generalized Bregman functions. For this regularized problem, we establish the existence and uniqueness of solutions. These regularizations yield a proximal-like method for solving equilibrium problems in Banach spaces. We prove that the proximal sequence is an asymptotically solving sequence when the dual space is uniformly convex. Moreover, we prove that all weak accumulation points are solutions if the equilibrium function is lower semicontinuous in its first variable. We prove, under additional assumptions, that the proximal sequence converges weakly to a solution.     

Some relationships between Green's functions and invariant imbedding

The method of invariant imbedding has been used to resolve the solution of linear two-point boundary-value problems into contributions associated with the homogeneous equation with homogeneous boundary conditions, with inhomogeneous boundary conditions, and with an inhomogeneous source term in the equation. The relationship between the Green's function and the invariant imbedding equations is described, and it is shown that the Green's function can be determined from an initial-value problem. Several numerical examples are given which illustrate the efficacy of the initial-value algorithm.This work was supported by the US Atomic Energy Commission.     

Emptiness of set of points of lower semicontinuity of Lyapunov exponents

We consider parametric families of differential systems with coefficients that are bounded and continuous on the half-line and uniformly in time continuously depend on a real parameter. For each Lyapunov exponent, we construct a family such that the Lyapunov exponent of its systems treated as a function of the parameter is not a lower semicontinuous function for any value of the parameter.     

具有振动边值的扩散方程Dirichlet问题

本文以上（下）连续函数作为扩散方程u_t=1/2Δu+cu 在Ｄ内的Ｄｉｒｉｃｈｌｅｔ问题边值函数，讨论了振动边值的Ｄｉｒｉｃｈｌｅｔ问题，并用概率方法证明解的存在性、唯一性和稳定性，把古典Ｄｉｒｉｃｈｌｅｔ问题边值条件减弱到最一般情形     

Boundary conditions of the second-order differential equation and the Riccati equation

The conversion of a second-order linear ordinary differential equation with variable coefficients into a Riccati equation depends on whether the second-order problem is an initial-value or two-point boundary-value problem. The distinction is critical in determining the initial condition for the Riccati equation. If the second-order problem is an initial-value problem, the choice of the Riccati transformation depends on whether a zero initial condition for the function or its derivative is specified. If the problem is a two-point boundary-value problem, special methods must be introduced as described in the paper.     

Cardano's waves

The classical formula of Cardano for a cubic equation is deduced as a solution of an initial-value problem for a differential equation. A connection is noted with the wave equation.     

Dynamic programming for some optimal control problems with hysteresis

We study an infinite horizon optimal control problem for a system with two state variables. One of them has the evolution governed by a controlled ordinary differential equation and the other one is related to the latter by a hysteresis relation, represented here by either a play operator or a Prandtl-Ishlinskii operator. By dynamic programming, we derive the corresponding (discontinuous) first order Hamilton-Jacobi equation, which in the first case is of finite dimension and in the second case is of infinite dimension. In both cases we prove that the value function is the only bounded uniformly continuous viscosity solution of the equation.     

A gradient projection method for solving continuous games

This paper develops a procedure for numerically solving continuous games (and also matrix games) using a gradient projection method in a general Hilbert space setting. First, we analyze the symmetric case. Our approach is to introduce a functional which measures how far a strategy deviates from giving zero value (i.e., how near the strategy is to being optimal). We then incorporate this functional into a nonlinear optimization problem with constraints and solve this problem using the gradient projection algorithm. The convergence is studied via the corresponding steepest-descent differential equation. The differential equation is a nonlinear initial-value problem in a Hilbert space; thus, we include a proof of existence and uniqueness of its solution. Finally, nonsymmetric games are handled using the symmetrization techniques of Ref. 1.     

The Cauchy problem for ut=Δu+|∇u|

With q a positive real number, the nonlinear partial differential equation in the title of the paper arises in the study of the growth of surfaces. In that context it is known as the generalized deterministic KPZ equation. The paper is concerned with the initial-value problem for the equation under the assumption that the initial-data function is bounded and continuous. Results on the existence, uniqueness, and regularity of solutions are obtained.     

Invariant imbedding and a class of variational problems

Consider the minimization of an integral $$I = \int_a^T {[\frac{1}{2}\dot w^2 + F(w,y)]} dy$$ withw(a)=c andw(T)=free. An initial-value problem for the optimizing function is derived directly from the variational problem. It is shown that the solution of the initial-value problem satisfies the usual Euler equation. The Bellman-Hamilton-Jacobi partial differential equation is also treated.     

Cauchy and Fredholm methods for Euler equations

The mathematical treatment of many problems in mathematical physics requires the minimization of a quadratic functional. It is shown that the optimizing function can be viewed as the solution of the familiar Euler equation, subject to boundary conditions, or as the solution of a certain Fredholm integral equation, or as the solution of an initial-value (Cauchy) problem. Each formulation has certain analytic and computational advantages and disadvantages.     

Optimal control problems on manifolds: a dynamic programming approach

Dynamic programming identifies the value function of continuous time optimal control with a solution to the Hamilton-Jacobi equation, appropriately defined. This relationship in turn leads to sufficient conditions of global optimality, which have been widely used to confirm the optimality of putative minimisers. In continuous time optimal control, the dynamic programming methodology has been used for problems with state space a vector space. However there are many problems of interest in which it is necessary to regard the state space as a manifold. This paper extends dynamic programming to cover problems in which the state space is a general finite-dimensional C^∞ manifold. It shows that, also in a manifold setting, we can characterise the value function of a free time optimal control problem as a unique lower semicontinuous, lower bounded, generalised solution of the Hamilton-Jacobi equation. The application of these results is illustrated by the investigation of minimum time controllers for a rigid pendulum.     

Homogeneous differential-operator equations in locally convex spaces

We describe a general method that allows us to find solutions to homogeneous differential-operator equations with variable coefficients by means of continuous vector-valued functions. The “homogeneity” is not interpreted as the triviality of the right-hand side of an equation. It is understood in the sense that the left-hand side of an equation is a homogeneous function with respect to operators appearing in that equation. Solutions are represented as functional vector-valued series which are uniformly convergent and generated by solutions to a kth order ordinary differential equation, by the roots of the characteristic polynomial and by elements of a locally convex space. We find sufficient conditions for the continuous dependence of the solution on a generating set. We also solve the Cauchy problem for the considered equations and specify conditions for the existence and the uniqueness of the solution. Moreover, under certain hypotheses we find the general solution to the considered equations. It is a function which yields any particular solution. The investigation is realized by means of characteristics of operators such as the order and the type of an operator, as well as operator characteristics of vectors, namely, the operator order and the operator type of a vector relative to an operator. We also use a convergence of operator series with respect to an equicontinuous bornology.     

分数布朗运动驱动下z一致连续的BSDE解的存在性与唯一性

本文研究一类由分数布朗运动驱动的一维倒向随机微分方程解的存在性与唯一性问题,在假设其生成元满足关于y Lipschitz连续,但关于z一致连续的条件下,通过应用分数布朗运动的Tanaka公式以及拟条件期望在一定条件下满足的单调性质,得到倒向随机微分方程的解的一个不等式估计,应用Gronwall不等式得到了一个关于这类方程的解的存在性与唯一性结果,推广了一些经典结果以及生成元满足一致Lipschitz条件下的由分数布朗运动驱动的倒向随机微分方程解的结果.     

Infinite Systems of Hyperbolic Functional Differential Equations

We consider initial-value problems for infinite systems of first-order partial functional differential equations. The unknown function is the functional argument in equations and the partial derivations appear in the classical sense. A theorem on the existence of a solution and its continuous dependence upon initial data is proved. The Cauchy problem is transformed into a system of functional integral equations. The existence of a solution of this system is proved by using integral inequalities and the iterative method. Infinite differential systems with deviated argument and differential integral systems can be derived from the general model by specializing given operators.     

Non-autonomous Riccati-type matrix differential equations: existence interval, construction of continuous numerical solutions and error bounds

In this paper, non-autonomous Riccati-type matrix differentialequations with twice continuously differentiable coefficientsare considered. First of all an existence interval in termsof the data for an initial-value problem is determined. Secondly,a discrete numerical solution is constructed at a net of pointsof the predetermined existence interval using linear one-stepmatrix methods. Finally, using linear B-spline matrix functions,a continuous numerical solution with error bounds is obtained.Given an admissible error >0 we construct a continuous numericalsolution whose error is uniformly upper bounded by in the existencedomain.     

The Cauchy problem for the wave equation with Lévy Laplacian

We present the solution of the Cauchy problem (the initial-value problem in the whole space) for the wave equation with infinite-dimensional Lévy Laplacian Δ _L , $$ \frac{{\partial ^2 U(t,x)}} {{\partial t^2 }} = \Delta _L U(t,x) $$ in two function classes, the Shilov class and the Gâteaux class.     

The Global Solution and Asymptotic Behaviors for One Class of System of Nonlinear Evolution Equations

The existence of global solution of initial-value problem for one class of system of nonlinear evolution equation is proved, we also study the asymptotic behavior and “blow up” of the solution.