Convolution equations and nonlinear functional equations

The survey is devoted to applications of nonlinear integral equations to linear convolution equations, their discrete analogues, and also the connection of these equations with problems of radiative transfer, in particular, with the Ambartsumyan equations.Translated from Itogi Nauki i Tekhniki, Seriya Matematicheskii Analiz, Vol. 22, pp. 175–244, 1984.     

Second-order type-changing evolution equations with first-order intermediate equations

This paper presents a partial classification for C^∞ type-changing symplectic Monge-Ampère partial differential equations (PDEs) that possess an infinite set of first-order intermediate PDEs. The normal forms will be quasi-linear evolution equations whose types change from hyperbolic to either parabolic or to zero. The zero points can be viewed as analogous to singular points in ordinary differential equations. In some cases, intermediate PDEs can be used to establish existence of solutions for ill-posed initial value problems.     

Some nonlinear equations reducible to diffusion-type equations

The problem of the reducibility of a system of second-order quasi-linear parabolic differential equations to diffusion-type equations is considered. An effective solution algorithm is suggested for this problem in the nondegenerate case. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 123, No. 1, pp. 26–37, April, 2000.     

Convergence of rank-type equations

Convergence results are presented for rank-type difference equations, whose evolution rule is defined at each step as the kth largest of p univariate difference equations. If the univariate equations are individually contractive, then the equation converges to a fixed point equal to the kth largest of the individual fixed points of the univariate equations. Examples are max-type equations for k = 1, and the median of an odd number p of equations, for k = (p + 1)/2. In the non-hyperbolic case, conjectures are stated about the eventual periodicity of the equations, generalizing long-standing conjectures of G. Ladas.     

Parastrophically uncancellable quasigroup equations

Krstić initiated the use of cubic graphs in solving quasigroup equations. Based on his work, Krapež and Živković proved that there is a bijective correspondence between classes of parastrophically equivalent parastrophically uncancellable generalized quadratic functional equations on quasigroups and three-connected cubic (multi)graphs. We use the list of such graphs given in the literature to verify existing results on equations with three, four and five variables and to prove new results for equations with six variables. We start with 14 nonisomorphic graphs with ten vertices, choose a set of 14 representative parastrophically nonequivalent equations and give their general solutions. A case of equations with seven and more variables is briefly discussed. The problem of Sokhats’kyi concerning a property which distinguishes visually two parastrophically nonequivalent equations with four variables is solved.     

Prolongation of solutions of measure differential equations and dynamic equations on time scales

In this paper, we prove the results on existence and uniqueness of the maximal solutions for measure differential equations, considering more general conditions on functions f and g by using the correspondence between the solutions of these equations and the solutions of generalized ODEs. Moreover, we prove these results for the dynamic equations on time scales, using the correspondence between the solutions of these last equations and the solutions of the measure differential equations.     

Coupled nonlinear stochastic differential equations

Systems of n coupled linear or nonlinear differential equations which may be deterministic or stochastic are solved by methods of the first author and his co-workers. Examples include two coupled Riccati equations, coupled linear equations, stochastic coupled equations with product terms, and n coupled stochastic differential equations.     

Existence of solutions for the MHD-Leray-alpha equations and their relations to the MHD equations

In this paper we derive some new equations and we call them MHD-Leray-alpha equations which are similar to the MHD equations. We put forward the concept of weak and strong solutions for the new equations. Whether the 3-dimensional MHD equations have a unique weak solution is unknown, however, there is a unique weak solution for the 3-dimensional MHD-Leray-alpha equations. The global existence of strong solution and the Gevrey class regularity for the new equations are also obtained. Furthermore, we prove that the solutions of the MHD-Leray-alpha equations converge to the solution of the MHD equations in the weak sense as the parameter ε in the new equations converges to zero.     

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.     

The differential equations on time scales through impulsive differential equations

In this paper we investigate differential equations on certain time scales with transition conditions (DETC) on the basis of reduction to the impulsive differential equations (IDE). DETC are in some sense more general than dynamic equations on time scales [M. Bohner, A. Peterson, Dynamic equations on time scales, in: An Introduction With Applications, Birkhäuser Boston, Inc., Boston, MA, 2001, p. x+358; V. Laksmikantham, S. Sivasundaram, B. Kaymakcalan, Dynamical Systems on Measure Chains, in: Math. and its Appl., vol. 370, Kluwer Academic, Dordrecht, 1996]. The basic properties of linear systems, the existence and stability of periodic solutions, and almost periodic solutions are considered. Appropriate examples are given to illustrate the theory.     

The general equations of analytical dynamics

It is shown that the generalized Poincaré and Chetayev equations, which represent the equations of motion of mechanical systems using a certain closed system of infinitesimal linear operators, are related to the fundamental equations of analytical dynamics. Equations are derived in quasi-coordinates for the case of redundant variables; it is shown that when an energy integral exists the operator X₀ = ∂/∂t satisfies the Chetayev cyclic-displacement conditions. Using the energy integral the order of the system of equations of motion is reduced, and generalized Jacobi-Whittaker equations are derived from the Chetayev equations. It is shown that the Poincaré-Chetayev equations are equivalent to a number of equations of motion of non-holonomic systems, in particular, the Maggi, Volterra, Kane, and so on, equations. On the basis of these, and also of other previously obtained results, the Poincaré and Chetayev equations in redundant variables, applicable both to holonomic and non-holonomic systems, can be regarded as general equations of classical dynamics, equivalent to the well-known fundamental forms of the equations of motion, a number of which follow as special cases from the Poincaré and Chetayev equations.     

Traveling waves for non-local delayed diffusion equations via auxiliary equations

In this paper, we study the existence of traveling wave solutions for a class of delayed non-local reaction-diffusion equations without quasi-monotonicity. The approach is based on the construction of two associated auxiliary reaction-diffusion equations with quasi-monotonicity and a profile set in a suitable Banach space by using the traveling wavefronts of the auxiliary equations. Under monostable assumption, by using the Schauder's fixed point theorem, we then show that there exists a constant c_∗>0 such that for each c>c_∗, the equation under consideration admits a traveling wavefront solution with speed c, which is not necessary to be monotonic.     

Linear differential equations and functional analysis. IX. Almost periodic equations

During the writing of the author's doctoral dissertation on almost periodic differential equations, he received valuable suggestions from ProfessorB. L. van der Waerden concerning the theory of stability of linear equations; these suggestions became an important germ of the author's contribution to the series of papers to which this is the latest addition. It is but fitting that, the wheel having come full circle, this chapter on almost periodic equations should be dedicatedto Professorvan der Waerden on his 60th birthday.     

Functional equations and martingales

Aequationes mathematicae - We consider functional equations (Cauchy’s, Abel’s and some other functional equations) and show that finding the general solution of these equations...     

Integral equations and initial value problems for nonlinear differential equations of fractional order

We discuss the solvability of integral equations associated with initial value problems for a nonlinear differential equation of fractional order. The differential operator is the Caputo fractional derivative and the inhomogeneous term depends on the fractional derivative of lower orders. We obtain the existence of at least one solution for integral equations using the Leray–Schauder Nonlinear Alternative for several types of initial value problems. In addition, using the Banach contraction principle, we establish sufficient conditions for unique solutions. Our approach in obtaining integral equations is the “reduction” of the fractional order of the integro-differential equations based on certain semigroup properties of the Caputo operator.     

Stochastic differential equations

When a system is acted upon by exterior disturbances, its time-development can often be described by a system of ordinary differential equations, provided that the disturbances are smooth functions. But for sound reasons physicists and engineers usually want the theory to apply when the noises belong to a larger class, including for example “white noise.” If the integrals in the system derived for smooth noises are reinterpreted as Itô integrals, the equations make sense; but in nonlinear cases they often fail to describe the time-development of the system. In this paper (extending previous work of the author) a calculus is set up for stochastic systems that extends to a theory of differential equations. When the equations are known that describe the development of the system when noises are smooth, an extension to the larger class of noises is proposed that in many cases gives results consistent with the smooth-noise case and also has “robust” solutions, that change by small amounts when the noises undergo small changes. This is called the “canonical” extension.Nevertheless, there are certain systems in which the canonical equations are inappropriate. A criterion is suggested that may allow us to distinguish when the canonical equations are the right choice and when they are not.     

Stochastic evolution equations

The theory of strong solutions of Ito equations in Banach spaces is expounded. The results of this theory are applied to the investigation of strongly parabolic Ito partial differential equations.Translated from Itogi Nauki i Tekhniki, Seriya Sovremennye Problemy Matematiki, Vol. 14, pp. 71–146, 1979.     

Secant methods for semismooth equations

Some generalizations of the secant method to semismooth equations are presented. In the one-dimensional case the superlinear convergence of the classical secant method for general semismooth equations is proved. Moreover a new quadratically convergent method is proposed that requires two function values per iteration. For the n-dimensional cases, we discuss secant methods for two classes of composite semismooth equations. Most often studied semismooth equations are of such form. Received October 16, 1996 / Revised version received July 25, 1997     

Stochastic morphological evolution equations

The inadequacy of locally defined set-valued differential equations to describe the evolution of shapes and morphological forms in biology, which are usually neither convex or nondecreasing, was recognised by J.-P. Aubin, who introduced morphological evolution equations, which are essentially nonlocally defined set-valued differential equations with the inclusion vector field also depending on the entire reachable set. This concept is extended here to the stochastic setting of set-valued Itô evolution equations in Hilbert spaces. Due to the nonanticipative nature of Itô calculus, the evolving reachable sets are nonanticipative nonempty closed random sets. The existence of solutions and their dependence on initial data are established. The latter requires the introduction of a time-oriented semi-metric in time-space variables. As a consequence the stochastic morphological evolution equations generate a deterministic nonautonomous dynamical system formulated as a two-parameter semigroup with the complication that the random subsets take values in different spaces at different time instances due to the nonanticipativity requirement. It is also shown how nucleation processes can be handled in this conceptual framework.     

Derivation of equations of seismic and acoustic wave propagation and equations of filtration via homogenization of periodic structures

A linear system of differential equations describing a joint motion of elastic porous body and fluid occupying porous space is considered. Although the problem is linear, it is very hard to tackle due to the fact that its main differential equations involve nonsmooth oscillatory coefficients, both big and small, under the differentiation operators. The rigorous justification, under various conditions imposed on physical parameters, is fulfilled for homogenization procedures as the dimensionless size of the pores tends to zero, while the porous body is geometrically periodic. As the results for different ratios between physical parameters, we derive Biot’s equations of poroelasticity, a system consisting of nonisotropic Lamé’s equations for the solid component and acoustic equations for the liquid component, nonisotropic Lamé’s equations or equations of viscoelasticity for one-velocity continuum, decoupled system consisting of Darcy’s system of filtration or acoustic equations for the liquid component (first approximation) and nonisotropic Lamé’s equations for the solid component (second approximation), a system consisting of nonisotropic Stokes equations for the liquid component and acoustic equations for the solid component, nonisotropic Stokes equations for one-velocity continuum, or, finally a different type of acoustic equations for one- or two-velocity continuum. The proofs are based on Nguetseng’s two-scale convergence method of homogenization in periodic structures.