Lipschitzian semigroups and abstract functional differential equations

The paper is devoted to studying an abstract functional differential equation by a nonlinear semigroup approach. We first prove in details the equivalence of the well posedness of an abstract functional differential equation and an associated abstract Cauchy problem in the sense of strong solutions. Secondly, a sufficient condition is derived for well posedness of the abstract functional differential equation. Thirdly, we present principles of linearized stability for the abstract functional differential equation. Finally, the results obtained are applied to a reaction-diffusion equation with delays.     

Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup

It is shown that for an SDE in a Hilbert space, eventual compactness of the driving semigroup together with compact perturbations can be used to establish the existence of an invariant measure. The result is applied to stochastic functional differential equations and the heat equation perturbed by delay and noise, which are both shown to be driven by an eventually compact semigroup.     

On dissipative stochastic equations in a Hilbert space

Summary A general existence and uniqueness theorem for solutions of linear dissipative stochastic differential equation in a Hilbert space is proved. The dual equation is introduced and the duality relation is established. Proofs take inspirations from quantum stochastic calculus, however without using it. Solutions of both equations provide classical stochastic representation for a quantum dynamical semigroup, describing quantum Markovian evolution. The problem of the mean-square norm conservation, closely related to the unitality (non-explosion) of the quantum dynamical semigroup, is considered and a hyperdissipativity condition, ensuring such conservation, is discussed. Comments are given on the existence of solutions of a nonlinear stochastic differential equation, introduced and discussed recently in physical literature in connection with continuous quantum measurement processes.     

Recombination Semigroups on Measure Spaces

The dynamics of recombination in genetics leads to an interesting nonlinear differential equation, which has a natural generalization to a measure valued version. The latter can be solved explicitly under rather general circumstances. It admits a closed formula for the semigroup of nonlinear positive operators that emerges from the forward flow and is, in general, embedded in a multi-parameter semigroup.     

Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form

The Zakai equation for the unnormalized conditional density is derived as a mild stochastic bilinear differential equation on a suitableL ² space. It is assumed that the Markov semigroup corresponding to the state process isC ₀ on such space. This allows the establishment of the existence and uniqueness of the solution by means of general theorems on stochastic differential equations in Hilbert space. Moreover, an easy treatment of convergence conditions can be given for a general class of finite-dimensional approximations, including Galerkin schemes. This is done by using a general continuity result for the solution of a mild stochastic bilinear differential equation on a Hilbert space with respect to the semigroup, the forcing operator, and the initial state, within a suitable topology.     

THE NONLOCAL INITIAL PROBLEMS OF A SEMILINEAR EVOLUTION EQUATION

The purpose of this paper is to investigate the existence of solutions to a nonlocal Cauchy problem for an evolution equation. The methods used here include the semigroup methods in proper spaces and Schauder's theorem. And the results are applied to a system of nonlinear partial differential equations with nonlinear boundary conditions.     

Dimension of measures invariant with respect to the Wa?ewska partial differential equation

We study asymptotic properties of a nonlinear first-order partial differential equation which describes the reproduction of blood cells. This equation under conditions proposed by Wa?ewska generates a semigroup of transformations with highly chaotic behaviour of trajectories. We show that this semigroup has invariant measures with arbitrary large dimension.     

非游荡算子半群标准及应用

根据非游荡算子半群的定义得到了非游荡算子半群的几个性质,给出了判定算子半群是非游荡半群的标准,应用给出的标准,在空间C([0,1],C)上讨论了偏微分方程au/at=γx(au/ax)+h(x)u,u(0,x)=f(x)的解半群的性质.     

Strong solutions of semilinear stochastic partial differential equations

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives, we consider the equation in the context of power scale generated by a strongly elliptic differential operator. Application of semigroup arguments then yields the existence of a continuous strong solution.     

一类柔性梁系统的谱分析和半群生成

讨论了一类双臂三关节柔性梁系统的分析问题．首先,建立了一个与柔性梁的偏微分方程组及初值边值条件相应的希尔伯特空间中的一阶发展系统．接着讨论系统算子的谱性质和半群性质．最后借助系统算子的谱性质和半群性质提出并证明了柔性梁系统的指数稳定性．     

Stability Conditions for Abstract Functional Differential Equations in Hilbert Space

Abstract. Stability conditions for functional differential equations of the form: du (t)/ dt = Au(t)+ bAu(t-h)+(a^\ast Au)(t) are studied, where A is the infinitesimal generator of an analytic semigroup in a Hilbert space, b\neq 0 and the convolution term contains a square integrable real function a\neq 0 . Norm discontinuity of the solution semigroup of the equation with discrete delay is avoided by studying the inverse of the characteristic operator. Sufficient and necessary conditions for the uniform exponential stability of the solution semigroup are obtained. The results are applied to a retarded partial integrodifferential equation.     

Stability and asymptotic behavior of solutions for some linear partial functional differential equations in critical cases

In this work, we study the stability of the solution semigroup for some linear partial functional differential equations with infinite delay in a Banach space when the exponential stability fails. We use the so-called characteristic equation to compute the order of each pole of the resolvent operator associated with the infinitesimal generator of the solution semigroup. This result allows us to give sufficient conditions for having stability of the solution semigroup.     

Infinite–dimensional elliptic and stochastic equations with hölder-continuous coefficients

Elliptic equations in infinitely many variables are here studied by a semigroup vapproach. Using interpolation theory Schauder estimates for the solutions to such equations are derived. As a consequence, a uniqueness in law result for the correspondig infinite-dimensional stochastic differential equation is obtained     

Variation of constants formula and reduction principle for a class of partial functional differential equations with infinite delay

In this work, the dynamic behavior of solutions is investigated for a class of partial functional differential equations with infinite delay. We suppose that the undelayed homogeneous part generates an analytic semigroup and the delayed part is continuous with respect to fractional powers of the generator. Firstly, a variation of constants formula is obtained in the corresponding α-norm space, which is mainly used to establish a reduction principle of complexity of the considered equation. The reduction principle proves that the dynamics of the considered equation is governed by an ordinary differential equation in finite dimensional space. As an application, we investigate the existence of periodic, almost periodic and almost automorphic solutions for the original equation.     

Functional differential equations and nonlinear semigroups in Lp-spaces

The autonomous nonlinear functional differential equation x(t) = F(x_t), t ? 0, x₀ = φ is studied as a semigroup of nonlinear operators in L_p function spaces. The method employed is to construct a semigroup of nonlinear operators which may be associated with the solutions of this equation. New existence and stability results are obtained for this equation by means of the semigroup approach.     

Stability conditions for abstract functional differential equations in Hilbert space

Stability conditions for functional differential equations of the form: du(t)/dt = Au(t) + bAu(t ? h) + (a* Au)(t) are studied, where A is the infinitesimal generator of an analytic semigroup in a Hilbert space, b ≠ 0 and the convolution term contains a square integrable real function a ≠ 0. Norm discontinuity of the solution semigroup of the equation with discrete delay is avoided by studying the inverse of the characteristic operator. Sufficient and necessary conditions for the uniform exponential stability of the solution semigroup are obtained. The results are applied to a retarded partial integrodifferential equation.     

On a time nonlocal problem for inhomogeneous evolution equations

Under consideration is some problem for inhomogeneous differential evolution equation in Banach space with an operator that generates a C ₀-continuous semigroup and a nonlocal integral condition in the sense of Stieltjes. In case the operator has continuous inhomogeneity in the graph norm. We give the necessary and sufficient conditions for existence of a generalized solution for the problem of whether the nonlocal data belong to the generator domain. Estimates on solution stability are given, and some conditions are obtained for existence of the classical solution of the nonlocal problem. All results are extended to a Sobolev-type linear equation, the equation in Banach space with a degenerate operator at the derivative. The time nonlocal problem for the partial differential equation, modeling a filtrating liquid free surface, illustrates the general statements.     

A semigroup approach to age-dependent population dynamics with time delay

We study the McKendrick type models of population dynamics with instantaneous time delay in the birth rate. The models involve first order partial differential equations with nonlocal and delayed boundary conditions. We show that a semigroup can be associated

to it and identify the infinistimal generator. Its spectral properties are analyzed yielding large time behaviour. An interesting result is that if the total population converges to an equilibrium it will converge to it in an oscillatory fashion. Further, we consider a logistic ara age-dependent model with delay. A nonlinear semigroup is constructed to describe the evolution of the population. Existence and uniqueness of the nonlinear equation are proved.     

Stochastic evolution equations with general white noise disturbance

Existence and uniqueness theorems are proved for a general class of stochastic linear abstract evolution equations, with a general type of stochastic forcing term. The abstract evolution equation is modeled using an evolution operator (or 2-parameter semigroup) approach and this includes linear partial differential equations and linear differential delay equations. The stochastic forcing term is modeled by defining an Itô stochastic integral with respect to a Hilbert space-valued orthogonal increments process, which can be used to model both Gaussian and non-Gaussian white noise processes. The theory is illustrated by examples of stochastic partial differential equations and delay equations, which arise in filtering problems for distributed and delay systems.     

On the solution of matrix‐valued linear stochastic differential equations driven by semimartingales

Given any semimartingale‐driven matrix‐valued linear stochastic differential equation, it is shown that the underlying homogeneous equation has a solution with a semigroup property. Under some commutativity assumptions it is the martix analogue of Doléans‐Dade's exponential. Some variation-of-constants formulas are given.