On the convergence of a fourth order evolution equation to the Allen-Cahn equation

We construct special sequences of solutions to a fourth order nonlinear parabolic equation of Cahn-Hilliard/Allen-Cahn type, converging to the second order Allen-Cahn equation. We consider the evolution equation without boundary, as well as the stationary case on domains with Dirichlet boundary conditions. The proofs exploit the equivalence of the fourth order equation with a system of two second order elliptic equations with “good signs”.     

On a class of degenerate elliptic operators in <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript> spaces with respect to invariant measures

We consider a class of second order degenerate elliptic operators arising from second order stochastic differential equations in perturbed by noise. We study realizations of such operators in L ¹ spaces with respect to their (explicit) invariant measure, proving that they are m-dissipative.      

Sensitivity of dynamical systems to Banach space parameters

We consider general nonlinear dynamical systems in a Banach space with dependence on parameters in a second Banach space. An abstract theoretical framework for sensitivity equations is developed. An application to measure dependent delay differential systems arising in a class of HIV models is presented.     

Formal continued fractions solutions of the generalizedsecond order Riccati equations,applications

Introducing the notion of the formal continued fractions solutions of the generalized second order Riccati equations, one can compute either a rational approximation of the solution or a rational solution and perform a location of the singularities in the complex plane. This revised version was published online in August 2006 with corrections to the Cover Date.     

An algorithm based on the regularization and integral mean value methods for the Fredholm integral equations of the first kind

In this paper, an algorithm based on the regularization and integral mean value methods, to handle the ill-posed multi-dimensional Fredholm equations, is introduced. The application of this algorithm is based on the transforming the first kind equation to a second kind equation by the regularization method. Then, by converting the first kind to a second kind, the integral mean value method is employed to handle the resulting Fredholm integral equations of the second kind. The efficiency of the approach will be shown by applying the procedure on some examples.     

两类方程Cauchy问题经典解的等价性

对于给出的一类二阶线性双曲型方程,通过未知变量替换,将其化为一阶对称双曲型方程组.可以证明这个一阶对称双曲型方程组与原来的二阶线性双曲型方程的Cauchy问题的经典解在某种意义下是等价的.     

Economical Runge–Kutta methods for numerical solution of stochastic differential equations

For the numerical solution of stochastic differential equations an economical Runge–Kutta scheme of second order in the weak sense is proposed. Numerical stability is studied and some examples are presented to support the theoretical results. AMS subject classification (2000)  60H10     

Filtering partially observable diffusions up to the exit time from a domain

We consider a two-component diffusion process with the second component treated as the observations of the first one. The observations are available only until the first exit time of the first component from a fixed domain. We derive filtering equations for an unnormalized conditional distribution of the first component before it hits the boundary and give a formula for the conditional distribution of the first component at the first time it hits the boundary.     

OSCILLATION CRITERIA FOR SECONDORDER NONLINEAR NEUTRALDIFFERENTIAL EQUATIONS

1IntroductionConsiderthesecondordernonlinearneutraldelaydifferentialequationwheret2to,rando4renonnegativeconstants,a3p,qEC([to,co);R),fEC(R;R).Throughoutthispaper,weassumethatItiswellknownthatthesecondorderneutraldifferentialequationshavemanyapplicationsintheproblemsdealingwithsuchasvibratingmassesattachedtoanelasticbarandsomevariationalproblems(seeHale[1]).ManyauthorshasextensivelyinvestigatedtheoscillationofEq.(E)anditsspecialcases.Forexample,Horng-JaanLiandWei-LingLiuL2'3]andRuan[41…     

On the recurrence coefficients of the generalized little q-Laguerre polynomials

In this paper we consider a semi-classical variation of the weight related to the little q-Laguerre polynomials and obtain a second order second degree discrete equation for the recurrence coefficients in the three-term recurrence relation.     

两同心球间旋转流动类Lorenz方程组的静态分歧

对同心球间旋转流动的N av ier-S tokes方程谱展开后进行三模态截断,讨论了所得到的类Lorenz型方程组的分歧问题.给出了静态奇异点的条件,并计算出解分支.首先,简要介绍了Lorenz方程组以及用Lorenz截断法讨论非线性问题的意义,其次,推导同心球间旋转流动N av ier-S tokes方程的流函数-涡度形式,最后,讨论同心球间旋转流动的类Lorenz型方程组的分歧问题.     

一类二阶微分方程的异宿解

利用变分法获得了一类二阶微分方程异宿解存在的一个充分条件.将连续情况下的二阶微分方程异宿解研究推广到离散情况下来研究.     

MULTILEVEL AUGMENTATION METHODS FOR SOLVING OPERATOR EQUATIONS

We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstra     

Existence and approximation of nonlocal optimal design problems driven by parabolic equations

This work is a follow‐up to a series of articles by the authors where the same topic for the elliptic case is analyzed. In this article, a class of nonlocal optimal design problem driven by parabolic equations is examined. After a review of results concerning existence and uniqueness for the state equation, a detailed formulation of the nonlocal optimal design is given. The state equation is of nonlocal parabolic type, and the associated cost functional belongs to a broad class of nonlocal integrals. In the first part of the work, a general result on the existence of nonlocal optimal design is proved. The second part is devoted to analyzing the convergence of nonlocal optimal design problems toward the corresponding classical problem of optimal design. After a slight modification of the problem, either on the cost functional or by considering a new set of admissibility, the G‐convergence for the state equation and, consequently, the convergence of the nonlocal optimal design problem are proved.     

Periodic solutions with nonconstant sign in Abel equations of the second kind

The study of periodic solutions with constant sign in the Abel equation of the second kind can be made through the equation of the first kind. This is because the situation is equivalent under the transformation x?x−1, and there are many results available in the literature for the first kind equation. However, the equivalence breaks down when one seeks for solutions with nonconstant sign. This note is devoted to periodic solutions with nonconstant sign in Abel equations of the second kind. Specifically, we obtain sufficient conditions to ensure the existence of a periodic solution that shares the zeros of the leading coefficient of the Abel equation. Uniqueness and stability features of such solutions are also studied.     

The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations

We give an example of quasiderivatives constructed by random time change, Girsanov’s Theorem and Levy’s Theorem. As an application, we investigate the smoothness and estimate the derivatives up to second order for the probabilistic solution to the Dirichlet problem for the linear degenerate elliptic partial differential equation of second order, under the assumption of non-degeneracy with respect to the normal to the boundary and an interior condition to control the moments of quasiderivatives, which is weaker than non-degeneracy.     

Solvability of the Tricomi problem for second order equations of mixed type with degenerate curve on the sides of an angle

In [1]–[6], the author posed and discussed the Tricomi problem of second order mixed equations, but he only consider some special mixed equations. In [3], the author discussed the uniqueness of solutions of the Tricomi problem for some second order mixed equation with nonsmooth degenerate line. The present paper deals with the Tricomi problem for general second order mixed equations with degenerate curve on the sides of an angle. I first give the formulation of the above problem, and then prove the solvability of the Tricomi problem for the mixed equations with degenerate curve on the sides of an angle, by using the existence of solutions of the mixed problem for the degenerate elliptic equations (see [11]). Here I mention that the used method in this paper is different to those in other papers or books, because I introduce the new notation (2.1) below, such that the second order equation of mixed type can be reduced to the first order complex equation of mixed type with singular coefficients, hence I can use the advantage of complex analytic method. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Non-Autonomous Evolution Equations on Nonsmooth Domair

The solution of a stationary boundary value problem on a domain with conical points has singularities near these points. Here we first consider existence results in appropriate weighted Sobolev spaces in order to incorporate the singularities. We secondly use these results to prove existence, uniqueness and regularity of solutions of non-autonomous second order evolution equations on such domains.     

Type I operators and the approximation of singular two-point boundary value problems

A class of self adjoint operators associated with second order singular ordinary differential expressions, arises naturally when the problem is weakly formulated and integration by parts is performed. We call this class Type I operators. It turns out that this class can be successfully used to tackle numerical approximations of singular two-point boundary value problems. They can also be approximated by regular differential operators in a straightforward manner without having to bring the delicate structure of singular differential operators to the forefront of the investigation.     

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.