Maximum Principles for Infinite Dimensional Diffusion Equations

In this paper we prove the validity of the Maximum Principle for some class of elliptic and parabolic equations of diffusion type in infinite dimension. The main tools are Asplund’s theorem and Preiss’ theorem on differentiability of Lipschitz functions in Banach space.      

Maximum principles for discrete-time nonlinear stochastic control systems

In this paper we treat discrete-time stochastic control systems. Using corresponding results for systems, which are linear with respect to the state variables, we derive under convexity assumptions optimality conditions in form of maximum principles     

Necessary conditions for optimality in relaxed stochastic control problems

In this paper, we are concerned with optimal control problems where the system is driven by a stochastic differential equation of the Ito type. We study the relaxed model for which an optimal solution exists. This is an extension of the initial control problem, where admissible controls are measure valued processes. Using Ekeland's variational principle and some stability properties of the corresponding state equation and adjoint processes, we establish necessary conditions for optimality satisfied by an optimal relaxed control. This is the first version of the stochastic maximum principle that covers relaxed controls.     

Hölder Estimates of Solutions on the Equation u t = Δ G ( u )

In this paper we are concerned with the Hölder estimates of solutions of the Cauchy problem for the degenerate parabolic Eq. (1) with the initial data (2), where the diffusion function G ( u ) can be a constant on a non-zero measure set, such as the equations of two-phase Stefan's type. Under the condition | GG "/ G ' 2 | h g , g 2 h 1/2 N , the global estimates | o ( G f ( u ))| h M , on R N ‐ R + , is obtained by using the maximum principle, where f is a constant given in (9).     

The Alexandrov-Bakelman-Pucci Weak Maximum Principle for Fully Nonlinear Equations in Unbounded Domains

ABSTRACT

We obtain Alexandrov-Bakelman-Pucci type estimates for semicontinuous viscosity solutions of fully nonlinear elliptic inequalities in unbounded domains. Under suitable assumptions relating the geometry of the domain with structural conditions on the differential operator, we establish the validity of the weak maximum principle for solutions which are bounded from above. Two variants are also given, namely one for unbounded solutions in narrow domains and one for operators with possibly changing sign zero order coefficients in domains of small measure.     

全空间上一类半线性椭圆方程的正解

本文研究Rn(n≥ 3)上的半线性椭圆方程 -Δu=f(u)的C2 正解 .如果f(u)在 ( 0 ,∞ )上局部有界并且对某个α 1 <α相似文献   

具有正负系数的抛物中立型时滞偏微分方程解振动的充要条件

本研究了具有正负系数的抛物中立型时滞偏微分方程的振动性，获得了该方程所有解振动的克要条件，并用例子加以说明．     

The Maximum Principle for Time-Fractional Diffusion Equations and Its Application

Using an equivalent reformulation of the definition of the Caputo fractional derivative, we present the stability and convergence analysis for a finite difference scheme that we use to solve a time-fractional diffusion equation. The analysis is based on a maximum principle for such equations.     

Sobolev Regularity for t > 0 in Quasilinear Parabolic Equations

We establish a regularity property for the solutions to the quasilinear parabolicinitial-boundary value problem (1.4) below, showing that for t > 0 they belong to the same space to which the solutions of the second order hyperbolic problem (1.5), which is a singular perturbation of (1.4), belong. This result provides another illustration of the asymptotically parabolic nature ofproblem (1.5), and would be needed to establish the diffusion phenomenon for quasilinear dissipative wave equations in Sobolev spaces.     

Reachability realization and stabilizability of switched linear discrete-time systems

In this paper, the reachability realization of a switched linear discrete-time system, which is a collection of linear time-invariant discrete-time systems along with some maps for “switching” among them, is addressed. The main contribution of this paper is to prove that for a switched linear discrete-time system, there exists a basic switching sequence such that the reachable (controllable) state set of this basic switching sequence is equal to the reachable (controllable) state set of the system. Hence, the reachability (controllability) can be realized by using only one switching sequence. We also discuss the stabilizability of switched systems, and obtain a sufficient condition for stabilizability. Two numeric examples are given to illustrate the results.     

Schauder Estimates for Elliptic and Parabolic Equations

In this note the author gives an elementary and simple proof for the Schauder estimates for elliptic and parabolic equations. The proof also applies to nonlinear equations.     

A Survey of Reachability and Controllability for Positive Linear Systems

This paper is a survey of reachability and controllability results for discrete-time positive linear systems. It presents a variety of criteria in both algebraic and digraph forms for recognising these fundamental system properties with direct implications not only in dynamic optimization problems (such as those arising in inventory and production control, manpower planning, scheduling and other areas of operations research) but also in studying properties of reachable sets, in feedback control problems, and others. The paper highlights the intrinsic combinatorial structure of reachable/controllable positive linear systems and reveals the monomial components of such systems. The system matrix decomposition into monomial components is demonstrated by solving some illustrative examples.     

Localization Problem for General Filtration Equations

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Carleman Estimates for Parabolic Equations with Nonhomogeneous Boundary Conditions

The authors prove a new Carleman estimate for general linear second order parabolic equation with nonhomogeneous boundary conditions. On the basis of this estimate, improved Carleman estimates for the Stokes system and for a system of parabolic equations with a penalty term are obtained. This system can be viewed as an approximation of the Stokes system.     

四阶奇异边值问题的正解

本文利用上下解方法和极大值原理给出了四阶微分方程的奇异边值问题有C2[0,1]和C3[0,1]正解存在的充分必要条件.     

Necessary and Sufficient Conditions for Oscillation of Delay Parabolic Differential Equations

Necessary and sufficient conditions for oscillation of delay parabolic differential equations are obtained.AMS Subject Classification (2000): 35B05, 35R10.This work is supported by the Natural Science Foundation of Shandong Province, China (Y2001A03).     

Travelling Waves for Reaction Diffusion Equations

In this paper the travelling waves for the reaction diffusion equation in most general case is considered. The existence of travelling wave solutions is proved under very weak conditions, which are also necessary for the nonlinear term. A difference method is suggested and Leray-Scbauder fixed point theorem is used to prove the existence of discrete travelling waves. Then the convergence is shown and so the solution for the differential equation is obtained.     

Streamline Diffusion Methods for Operator Equations

To solve a class of operator equations numerically, some general streamline diffusion methods with satisfactory convergence properties are presented in this paper. It is proved that the approximation accuracy is only half a power of $h$, the mesh size, from being optimal when these methods are applied to mixed problems and convection-diffusion problems.     

Solving the Likelihood Equations

Given a model in algebraic statistics and data, the likelihood function is a rational function on a projective variety. Algebraic algorithms are presented for computing all critical points of this function, with the aim of identifying the local maxima in the probability simplex. Applications include models specified by rank conditions on matrices and the Jukes–Cantor models of phylogenetics. The maximum likelihood degree of a generic complete intersection is also determined.