Ergodicity for a class of semilinear stochastic partial differential equations

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.     

Hilbert and Hilbert—Samuel polynomials and partial differential equations

Systems of linear partial differential equations with constant coefficients are considered. The spaces of formal and analytic solutions of such systems are described by algebraic methods. The Hilbert and Hilbert—Samuel polynomials for systems of partial differential equations are defined.Translated from Matematicheskie Zametki, vol. 77, no. 1, 2005, pp. 141–151.Original Russian Text Copyright © 2005 by A. G. Khovanskii, S. P. Chulkov.This revised version was published online in April 2005 with a corrected issue number.     

Liouville-Green asymptotic approximation for a class of matrix differential equations and semi-discretized partial differential equations

A Liouville-Green (or WKB) asymptotic approximation theory is developed for the class of linear second-order matrix differential equations Y^″=[f(t)A+G(t)]Y on [a,+∞), where A and G(t) are matrices and f(t) is scalar. This includes the case of an “asymptotically constant” (not necessarily diagonalizable) coefficient A (when f(t)≡1). An explicit representation for a basis of the right-module of solutions is given, and precise computable bounds for the error terms are provided. The double asymptotic nature with respect to both t and some parameter entering the matrix coefficient is also shown. Several examples, some concerning semi-discretized wave and convection-diffusion equations, are given.     

The existence of mild solutions for impulsive fractional partial differential equations

This paper is concerned with the existence of mild solutions for a class of impulsive fractional partial semilinear differential equations. Some errors in Mophou (2010) [2] are corrected, and some previous results are generalized.     

Tropical differential equations

Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in the absolute values of its coefficients. Moreover, we show that there exists a minimal solution, and the algorithm constructs it (in case of solvability). This extends a similar complexity bound established for tropical linear systems. In case of tropical linear differential systems in one variable a polynomial complexity algorithm for testing its solvability is designed.We prove also that the problem of solvability of a system of tropical non-linear differential equations in one variable is NP-hard, and this problem for arbitrary number of variables belongs to NP. Similar to tropical algebraic equations, a tropical differential equation expresses the (necessary) condition on the dominant term in the issue of solvability of a differential equation in power series.     

Mean value theorems for solutions of linear partial differential equations

We consider generalized mean value theorems for solutions of linear differential equations with constant coefficients and zero right-hand side which satisfy the following homogeneity condition with respect to a given vectorM with positive integer components: for each partial derivative occurring in the equation, the inner product of the vector composed of the orders of this derivative in each variable by the vectorM is independent of the derivative. The main results of this paper generalize the well-known Zalcman theorem. Some corollaries are given.Translated fromMatematicheskie Zametki, Vol. 64, No. 2, pp. 260–272, August, 1998.This research was supported by the Russian Foundation for Basic Research under grant No. 96-01-01366.     

On the approximation of stochastic partial differential equations i

The stability of abstract stochastic partial differential equations with respect to the simultaneous perturbation of the driving processes and of the differential operators is investigated. The results obtained here will be applied to concrete stochastic partial differential equations in the continuation of this paper     

Exact solutions for nonlinear partial differential equations via Exp‐function method

In this article, the Exp‐function method is applied to nonlinear Burgers equation and special fifth‐order partial differential equation. Using this method, we obtain exact solutions for these equations. The method is straightforward and concise, and its applications are promising. This method can be used as an alternative to obtain analytical and approximate solutions of different types of nonlinear differential equations. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Polynomial projectors preserving homogeneous partial differential equations

A polynomial projector Π of degree d on is said to preserve homogeneous partial differential equations (HPDE) of degree k if for every and every homogeneous polynomial of degree k, q(z)=∑_|α|=ka_αz^α, there holds the implication: q(D)f=0q(D)Π(f)=0. We prove that a polynomial projector Π preserves HPDE of degree if and only if there are analytic functionals with such that Π is represented in the following form

with some , where u_α(z)z^α/α!. Moreover, we give an example of polynomial projectors preserving HPDE of degree k (k1) without preserving HPDE of smaller degree. We also give a characterization of Abel–Gontcharoff projectors as the only Birkhoff polynomial projectors that preserve all HPDE.     

Solvability of partial differential equations by meshless kernel methods

This paper first provides a common framework for partial differential equation problems in both strong and weak form by rewriting them as generalized interpolation problems. Then it is proven that any well-posed linear problem in strong or weak form can be solved by certain meshless kernel methods to any prescribed accuracy. The work described in this paper was partially supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU 101205). Robert Schaback’s research in Hong Kong was sponsored by DFG and City University of Hong Kong.     

Sobolev orthogonal polynomials in two variables and second order partial differential equations

We consider polynomials in two variables which satisfy an admissible second order partial differential equation of the form

(∗)     

Solutions of stochastic partial differential equations as extremals of convex functionals

Summary Stochastic evolution equations with monotone operators in Banach spaces are considered. The solutions are characterized as minimizers of certain convex functionals. The method of monotonicity is interpreted as a method of constructing minimizers to these functionals, and in this way solutions are constructed via Euler-Galerkin approximations.     

Polynomial modules and a generalized cauchy problem for systems of holomorphic partial differential operators

In this paper, we study holomorphic solutions of overdetermined systems of partial differential equatoins with constant coefficients. We parametrize the solution space, using an ideal of holomorphic functions generated by certain polynomials associated to the principal symbols of the operators, by proving a Cauchy-Kowalevsky type theorem for these systems. In this theorem, we introduce a non-characteristicity condition for systems which is a direct generalization of a condition for single equations introduced by the author and H.S. Shapiro in a previous paper.

As a tool for studying the systems mentioned above, certain estimates, which may be of independent interest, for elements of analytic modules generated by polynomials are obtained.     

Variational solutions for partial differential equations driven by a fractional noise

In this article we develop an existence and uniqueness theory of variational solutions for a class of nonautonomous stochastic partial differential equations of parabolic type defined on a bounded open subset D⊂R^d and driven by an infinite-dimensional multiplicative fractional noise. We introduce two notions of such solutions for them and prove their existence and their indistinguishability by assuming that the noise is derived from an L²(D)-valued fractional Wiener process W^H with Hurst parameter , whose covariance operator satisfies appropriate integrability conditions, and where γ∈(0,1] denotes the Hölder exponent of the derivative of the nonlinearity in the stochastic term of the equations. We also prove the uniqueness of solutions when the stochastic term is an affine function of the unknown random field. Our existence and uniqueness proofs rest upon the construction and the convergence of a suitable sequence of Faedo-Galerkin approximations, while our proof of indistinguishability is based on certain density arguments as well as on new continuity properties of the stochastic integral we define with respect to W^H.     

Numerical solution of linear and nonlinear partial differential equations using the peridynamic differential operator

This study presents numerical solutions to linear and nonlinear Partial Differential Equations (PDEs) by using the peridynamic differential operator. The solution process involves neither a derivative reduction process nor a special treatment to remove a jump discontinuity or a singularity. The peridynamic discretization can be both in time and space. The accuracy and robustness of this differential operator is demonstrated by considering challenging linear, nonlinear, and coupled PDEs subjected to Dirichlet and Neumann‐type boundary conditions. Their numerical solutions are achieved using either implicit or explicit methods. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1726–1753, 2017     

First-order partial differential equations with large high-frequency terms

Systems of first-order semilinear partial differential equations with terms that oscillate at a frequency ω ? 1 in a single variable and are proportional to \(\sqrt \omega \) are considered. The Krylov-Bogolyubov-Mitropol’skii averaging method is substantiated for such equations. Based on the two-scale expansion method, an algorithm for constructing complete asymptotics of solutions is proposed and justified.     

Preconditioning discretizations of systems of partial differential equations

This survey paper is based on three talks given by the second author at the London Mathematical Society Durham Symposium on Computational Linear Algebra for Partial Differential Equations in the summer of 2008. The main focus will be on an abstract approach to the construction of preconditioners for symmetric linear systems in a Hilbert space setting. Typical examples that are covered by this theory are systems of partial differential equations which correspond to saddle point problems. We will argue that the mapping properties of the coefficient operators suggest that block diagonal preconditioners are natural choices for these systems. To illustrate our approach a number of examples will be considered. In particular, parameter‐dependent systems arising in areas like incompressible flow, linear elasticity, and optimal control theory will be studied. The paper contains analysis of several models which have previously been discussed in the literature. However, here each example is discussed with reference to a more unified abstract approach. Copyright © 2010 John Wiley & Sons, Ltd.     

Large deviation for stochastic Cahn-Hilliard partial differential equations

In this paper, we prove a large deviation principle for a class of stochastic Cahn-Hilliard partial differential equations driven by space-time white noises.