The families of explicit solutions for the Hirota equation

The well‐known shallow wave equation can be reduced to the Hirota equation with the aid of corresponding transformation. We discuss its explicit solutions, including dark soliton solution, multiple soliton solution, multiple singular solution, and periodic solutions.     

The boundary-value problem for the Lavrent’ev-Bitsadze equation with unknown right-hand side

We study the inverse problem for the Lavrent’ev-Bitsadze equation in a rectangular domain. We construct its solution as a series of eigenfunctions for the corresponding problem on eigenvalues and establish a criterion for its uniqueness. We also prove the stability of the obtained solution.     

Boundary value problem for a multidimensional fractional partial differential equation

We construct a fundamental solution of a linear fractional partial differential equation. For an equation with Dzhrbashyan-Nersesyan fractional differentiation operators, we solve a boundary value problem and find a closed-form representation for its solution. The corresponding results for equations with Riemann-Liouville and Caputo derivatives are special cases of the assertions proved here.     

The quantum stochastic equation is unitarily equivalent to a symmetric boundary value problem for the Schrödinger equation

We prove that the solution of the Hudson-Parthasarathy quantum stochastic differential equation in the Fock space coincides with the solution of a symmetric boundary value problem for the Schrödinger equation in the interaction representation generated by the energy operator of the environment. The boundary conditions describe the jumps in the phase and the amplitude of the Fourier transforms of the Fock vector components as any of its arguments changes the sign. The corresponding Markov evolution equation (the Lindblad equation or the “master equation”) is derived from the boundary value problem for the Schrödinger equation.     

Construction of global‐in‐time solutions to Kolmogorov‐Feller pseudodifferential equations with a small parameter using characteristics

Using an idea going back to Madelung, we construct global in time solutions to the transport equation corresponding to the asymptotic solution of the Kolmogorov‐Feller equation describing a system with diffusion, potential and jump terms. To do that we use the construction of a generalized delta‐shock solution of the continuity equation for a discontinuous velocity field. We also discuss corresponding problem of asymptotic solution construction (Maslov tunnel asymptotics).     

Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks

We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.     

一类矩阵方程的正交对称解及其最佳逼近

1引言设Rn×m表示所有n×m实矩阵集合,I表示单位矩阵,AT表示矩阵A的转置矩阵, ORn×n={P|PTP=I)表示列正交矩阵集,SORn×n={P|PT=P,P2=I}表示对称正交对称矩阵集．如无特别说明,本文中的矩阵P均指这类对称正交对称矩阵．在Rn×m上定义内积为     

A nonautonomous Beverton–Holt equation of higher order

In this paper, we discuss a certain nonautonomous Beverton–Holt equation of higher order. After a brief introduction to the classical Beverton–Holt equation and recent results, we solve the higher-order Beverton–Holt equation by rewriting the recurrence relation as a difference system of order one. In this process, we examine the existence and uniqueness of a periodic solution and its global attractivity. We continue our analysis by studying the corresponding second Cushing–Henson conjecture, i.e., by relating the average of the unique periodic solution to the average of the carrying capacity.     

The Dirichlet problem for telegraph equation in a rectangular domain

We investigate the Dirichlet problem for the telegraph equation in a rectangular domain. We establish a criterion of uniqueness of solution to the problem. The solution is constructed as the sum of an orthogonal series. In substantiation of convergence of the series, the problem of small denominators occurs. In connection with this, we establish estimates ensuring separation from zero of denominators with the corresponding asymptotics which allow us to prove the existence of a regular solution and prove its stability under small perturbations of boundary functions.     

Ergodic control problems for optimal stochastic production planning with production constraints

We study the ergodic control problem related to stochastic production planning in a single product manufacturing system with production constraints. The existence of a solution to the corresponding Hamilton-Jacobi-Bellman equation and its properties are shown. Furthermore, the optimal control for the ergodic control problem and an example are given.     

Large time behavior of solutions to a nonlinear hyperbolic relaxation system with slowly decaying data

We consider the large time asymptotic behavior of the global solutions to the initial value problem for the nonlinear damped wave equation with slowly decaying initial data. When the initial data decay fast enough, it is known that the solution to this problem converges to the self-similar solution to the Burgers equation called a nonlinear diffusion wave, and its optimal asymptotic rate is obtained. In this paper, we focus on the case that the initial data decay more slowly than previous works and derive the corresponding asymptotic profile. Moreover, we investigate how the change of the decay rate of the initial values affect its asymptotic rate.     

The boundary-value problem for Lavrent’Ev–Bitsadze equation with two internal lines of change of a type

We study the problem with boundary conditions of the first and second kind on the boundary of a rectangular domain for an equation with two internal perpendicular lines of change of a type. With the use of the spectral method we prove the unique solvability of the mentioned problem. The eigenvalue problem for an ordinary differential equation obtained by separation of variables is not self-adjoint, and the system of root functions is not orthogonal. We construct the corresponding biorthogonal system of functions and prove its completeness. This allows us to establish a criterion for the uniqueness of the solution to the problem under consideration. We construct the solution as the sum of the biorthogonal series.     

On the stability and the attraction domain of the stationary solution of a singularly perturbed parabolic equation with a multiple root of the degenerate equation

We construct and justify the asymptotics of a boundary layer solution of a boundary value problem for a singularly perturbed second-order ordinary differential equation for the case in which the degenerate (finite) equation has an identically double root. A specific feature of the asymptotics is the presence of a three-zone boundary layer. The solution of the boundary value problem is a stationary solution of the corresponding parabolic equation. We prove the asymptotic stability of this solution and find its attraction domain.     

Asymptotics of the 1/2-dimension,Discrete Airy Equation and its Approximating Differential Equation

A discrete finite difference model is constructed for the Airy equation using a nonstandard scheme formulated by Mickens and Ramadhani. The method of dominant balance is then applied to obtain a first-order difference equation for the solution that increases sufficiently fast as k→∞. We then calculate the corresponding approximating differential equation and obtain its exact solution as well as its “exact” discrete finite difference representation. The application of various symmetry operations allows the determination of the related rapidly decreasing solution and the oscillatory solutions for negative values of x k>=hk, where h=?x.     

LONG TIME ASYMPTOTIC BEHAVIOR OF SOLUTION OF IMPLICIT DIFFERENCE SCHEME FOR A SEMI-LINEAR PARABOLIC EQUATION

In this paper, the solution of back-Euler implicit difference scheme for a semi-linea rparabolic equation is proved to converge to the solution of difference scheme for the corresponding semi-linear elliptic equation as t tends to infinity. The long asymptotic behavior of its discrete solution is obtained which is analogous to that of its continuous solution. At last, a few results are also presented for Crank-Nicolson scheme.     

An optimal Gauss–Markov approximation for a process with stochastic drift and applications

We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein–Uhlenbeck type process, by using direct methods of calculus of variations. We show that general power cost functionals satisfy the conditions for existence and uniqueness of the approximation. We provide some examples of general interest and we give bounds on the goodness of the corresponding approximations. Finally, we focus on a model of a neuron embedded in a simple network and we study the approximation of its activity, by exploiting the aforementioned results.     

Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients

We prove an existence theorem for stochastic hyperbolic equations with measurable locally bounded coefficients. A solution of a stochastic hyperbolic equation is understood as a martingale solution of the stochastic inclusion corresponding to the equation.     

A. A. Dezin’s problem for inhomogeneous Lavrent’ev–Bitsadze equation

We establish a uniqueness criterion for solution of nonlocal Dezin’s problem for an equation of mixed elliptic-hyperbolic type. The solution is constructed as a sum of a series in eigenfunctions of the corresponding one-dimensional spectral problem. In the proof of its convergence there arises a problem on small denominators arises. Under certain restrictions on the given parameters and functions we prove the convergence of constructed series in the class of regular solutions.     

Long memory in a linear stochastic Volterra differential equation

In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the autocovariance function of the stationary solution is also regularly varying at infinity and its exact pointwise rate of decay can be determined. Moreover, it can be shown that this stationary process has either long memory in the sense that the autocovariance function is not integrable over the reals or is subexponential. Under certain conditions upon the kernel, even arbitrarily slow decay rates of the autocovariance function can be achieved. Analogous results are obtained for the corresponding discrete equation.     

Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I

We prove that a bounded 1-periodic function of a solution of a time-homogeneous diffusion equation with 1-periodic coefficients forms a process that satisfies the condition of uniform strong mixing. We obtain an estimate for the rate of approach of a certain normalized integral functional of a solution of an ordinary time-homogeneous stochastic differential equation with 1-periodic coefficients to a family of Wiener processes in probability in the metric of space C [0, T]. As an example, we consider an ordinary differential equation perturbed by a rapidly oscillating centered process that is a 1-periodic function of a solution of a time-homogeneous stochastic differential equation with 1-periodic coefficients. We obtain an estimate for the rate of approach of a solution of this equation to a solution of the corresponding It? stochastic equation.