Entropy solution theory for fractional degenerate convection–diffusion equations

We study a class of degenerate convection-diffusion equations with a fractional non-linear diffusion term. This class is a new, but natural, generalization of local degenerate convection-diffusion equations, and include anomalous diffusion equations, fractional conservation laws, fractional porous medium equations, and new fractional degenerate equations as special cases. We define weak entropy solutions and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable solutions. Then we introduce a new monotone conservative numerical scheme and prove convergence toward the entropy solution in the class of bounded integrable BV functions. The well-posedness results are then extended to non-local terms based on general Lévy operators, connections to some fully non-linear HJB equations are established, and finally, some numerical experiments are included to give the reader an idea about the qualitative behavior of solutions of these new equations.     

An integrable class of differential equations with nonlocal nonlinearity on Lie groups

We construct the general and N-soliton solutions of an integro-differential Schrödinger equation with a nonlocal nonlinearity. We consider integrable nonlinear integro-differential equations on the manifold of an arbitrary connected unimodular Lie group. To reduce the equations on the group to equations with a smaller number of independent variables, we use the method of orbits in the coadjoint representation and the generalized harmonic analysis based on it. We demonstrate the capacities of the algorithm with the example of the SO(3) group.     

Linear differential-algebraic equations perturbed by Volterra integral operators

We study linear inhomogeneous vector ordinary differential equations of arbitrary order in which the matrix multiplying the highest derivative of the unknown vector function is singular in the domain where the equations are defined. We also study perturbations (not necessarily small) of such equations, which are linear integro-differential equations with a Volterra operator. We obtain sufficient conditions for the solvability of such equations and give representations of their general solutions; solvability and uniqueness conditions are also given for initial value problems for such equations. The influence of small perturbations of the free term and the initial data on the solution is considered. A numerical method is suggested. The results of numerical experiments are given.     

Long-time behavior of nonlinear integro-differential evolution equations

We study the long-time behavior as time tends to infinity of globally bounded strong solutions to certain integro-differential equations in Hilbert spaces. Based on an appropriate new Lyapunov function and the Łojasiewicz–Simon inequality, we prove that any globally bounded strong solution converges to a steady state in a real Hilbert space.     

Global integrability and degenerate quasilinear elliptic equations

We study an integrability phenomenon for elliptic equations in divergence form. We prove that solutions and supersolutions that are bounded from below are globally integrable to some power. This extends a result known for harmonic functions to a nonlinear situation. We use BMO techniques.     

The spectral methods for parabolic Volterra integro-differential equations

In this paper we study the numerical solutions to parabolic Volterra integro-differential equations in one-dimensional bounded and unbounded spatial domains. In a bounded domain, the given parabolic Volterra integro-differential equation is converted to two equivalent equations. Then, a Legendre-collocation method is used to solve them and finally a linear algebraic system is obtained. For an unbounded case, we use the algebraic mapping to transfer the problem on a bounded domain and then apply the same presented approach for the bounded domain. In both cases, some numerical examples are presented to illustrate the efficiency and accuracy of the proposed method.     

Limit circle results for second order equations

It is known that for second order linear equations the assumption of limit circle (all solutions being square integrable) is not sufficient to imply boundedness of solutions. We investigate what additional hypotheses are needed to insure that all solutions are bounded. Also, we prove certain limit circle results using Liapunov functions.     

Analysis and solution of the Cauchy problem for linear Volterra integro-differential equations with functional delay

We study how to transform Cauchy problems for Volterra integro-differential equations with functional delays to resolving Volterra integral equations with conventional argument by using a modification of a function of flexible structure. We show that such a transformation is possible for all linear Volterra integro-differential equations of retarded type. There exists a unique solution of the resolving equation provided that the kernels and the right-hand side are bounded in the closed square. The presence of parameters in the expression for the function of flexible structure permits one to choose these parameters in an optimal way in the course of the solution of the problem so as to represent the solution in closed form or, if this is difficult, optimize an approximate solution method. The accuracy of the approximate solutions is estimated.     

Existence Results for Some Partial Integro-Differential Equations

In this note, we deal with semilinear integro-differential equations subject to homogeneous Dirichlet boundary conditions given on the boundaries of the sections. Even if the differentiation will be taken only in some directions, it is not possible to see the main problem parameterized by the other coordinates because of the non-local terms which also obliged the problem to be degenerate. We establish the existence of solutions by employing the singular perturbations method as a natural tool. The perturbed problems are classical, non-local, semilinear elliptic problems and the limits of the subsequences of their solutions, in weighted Sobolev type spaces, are solutions of the main problem. Some improvement, concerning the existence of the solutions and the convergence results depending on the weights, will be established. The paper also gives an idea about the study of the anisotropic singular perturbations in the framework of weighted spaces.     

One-parameter family of integrable solutions of a system of nonlinear integral equations of the Hammerstein–Volterra type in the supercritical case

We study a system of nonlinear integral equations of the Hammerstein–Volterra type on a half-line in the supercritical case. We show that this system has a one-parameter family of positive integrable bounded solutions. We describe the structure of each solution in this family. The monotone dependence of the solutions on the parameter is proved.     

Exact and numerical stability analysis of reaction-diffusion equations with distributed delays

This paper is concerned with the stability analysis of the exact and numerical solutions of the reaction-diffusion equations with distributed delays. This kind of partial integro-differential equations contains time memory term and delay parameter in the reaction term. Asymptotic stability and dissipativity of the equations with respect to perturbations of the initial condition are obtained. Moreover, the fully discrete approximation of the equations is given. We prove that the one-leg θ-method preserves stability and dissipativity of the underlying equations. Numerical example verifies the efficiency of the obtained method and the validity of the theoretical results.     

Stochastic dynamics and Boltzmann hierarchy. III

Stochastic dynamics corresponding to the Boltzmann hierarchy is constructed. The Liouville-Itô equations are obtained, from which we derive the Boltzmann hierarchy regarded as an abstract evolution equation. We construct the semigroup of evolution operators and prove the existence of solutions of the Boltzmann hierarchy in the space of sequences of integrable and bounded functions. On the basis of these results, we prove the existence of global solutions of the Boltzmann equation and the existence of the Boltzmann-Grad limit for an arbitrary time interval.     

Stochastic dynamics and Boltzmann hierarchy. II

Stochastic dynamics corresponding to the Boltzmann hierarchy is constructed. The Liouville-Itô equations are obtained, from which we derive the Boltzmann hierarchy regarded as an abstract evolution equation. We construct the semigroup of evolution operators and prove the existence of solutions of the Boltzmann hierarchy in the space of sequences of integrable and bounded functions. On the basis of these results, we prove the existence of global solutions of the Boltzmann equation and the existence of the Boltzmann-Grad limit for an arbitrary time interval.     

Integrable twofold hierarchy of perturbed equations and application to optical soliton dynamics

We construct well-known integrable equations with their Lax pairs from the corresponding linear equations using our nonlinearization scheme. Using negative powers in the spectral flow to deform the time Lax operator, we find a class of perturbations that unlike the usual perturbations, which spoil the system integrability, exhibit a twofold integrable hierarchy, including those for the KdV, modified KdV, sine-Gordon, nonlinear Schrödinger (NLS), and derivative NLS equations. We discover hidden possibilities of using the perturbed hierarchy of the NLS equations to amplify and control optical solitons propagating through a fiber in a doped nonlinear resonant medium.     

About stability of delay differential equations with square integrable level of stochastic perturbations

The long term behavior of solutions of stochastic delay differential equations with a fading stochastic perturbations is investigated. It is shown that if the level of stochastic perturbations fades on the infinity, for instance, if it is given by square integrable function, then an asymptotically stable deterministic system remains to be an asymptotically stable (in mean square).     

Stochastic dynamics and Boltzmann hierarchy. I

Stochastic dynamics corresponding to the Boltzmann hierarchy is constructed. The Liouville-Itô equations are obtained, from which we derive the Boltzmann hierarchy regarded as an abstract evolution equation. We construct the semigroup of evolution operators and prove the existence of solutions of the Boltzmann hierarchy in the space of sequences of integrable and bounded functions. On the basis of these results, we prove the existence of global solutions of the Boltzmann equation and the existence of the Boltzmann-Grad limit for an arbitrary time interval.     

Existence and continuity with respect to parameter of solutions to stochastic Volterra equations in a plane

In this paper we study stochastic Volterra equations in a plane. These equations contain integrals with respect to fields of locally bounded variation and square-integrable strong martingales. We prove the existence and the uniqueness of solutions of such equations with locally integrable (in some measure) trajectories, assuming that the coefficients of equations possess the Lipschitz property with respect to the functional argument. We prove that a solution of a stochastic Volterra integral equation in a plane is continuous with respect to parameter.     

Nonlocal operators with singular anisotropic kernels

Abstract

We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different index of stability. Its generator is the sum of one-dimensional fractional Laplace operators with different orders of differentiability. We study such operators in the general framework of bounded measurable coefficients. We prove a weak Harnack inequality and Hölder regularity results for solutions to corresponding integro-differential equations.     

Dichotomy and existence of periodic solutions of quasilinear functional differential equations

Using Krasnoselskii’s fixed point theorem, functional analysis methods and dichotomy theory, we study the existence and uniqueness of the periodic solutions of integro-differential equations with bounded and unbounded delays.