Banach空间双曲型算子方程的解

Ｂａｎａｃｈ空间双曲型算子方程的解杨根科，卫淑芝（太原重型机械学院数学教研室，太原０３００２４）§１．引言考虑Ｂａｎａｃｈ空间Ｅ中双曲型算子方程解的存在性；这里，是（Ｃ０）类线性算子半群的无穷小生成元。本文研究（１）整体温和解的存在性，解决了一类常规...     

一类非线性双曲型发展方程的孤子解

研究了一类非线性发展方程.首先在无扰动情形下,利用待定函数和泛函同伦映射方法得到了非扰动发展方程的孤子精确解和扰动方程的任意次近似行波孤子解.接着引入一个同伦映射,并选取初始近似函数,再用同伦映射理论,依次求出非线性双曲型发展扰动方程孤子解的各次近似解析解.再利用摄动理论举例说明了用该方法得到的近似解析解的有效性和各次近似解的近似度.最后,简述了用同伦映射方法得到的近似解的意义,指出了用上述方法得到的各次近似解具有便于求解、精度高等优点.     

Cox过程与一类双曲型方程的解

本文给出一类随机双曲型方程的解的表达式．     

四阶线性双曲型方程混合边值问题的迭代解法

本文根据一个函数方程的解，用迭代法导出了一类四阶线性双曲型方程混合边值问题的古典解     

希尔伯特空间中半线性随机发展方程适度解的存在性

本文讨论如下形式的希尔伯特空间中半线性随机发展方程Ｃａｕｃｈｙ问题｛ｄｙ（ｔ）「Ａｙ（ｔ）＝ｆ（ｔ，ｙ（ｔ））」ｄｔ＋Ｇ（ｔ，ｙ（ｔ））ｄｗ（ｔ）ｙ（０）＝ｙ０适度解的存在性。在一组条件下得到了解的整体存在性，推广了文「１」的存在性定理。     

Wick型随机KG方程的精确解

利用白噪声分析、Hermite变换和双曲正切法来研究随机偏微分KleinGordon方程,并在Kondratiev分布空间(S)-1-上分别获得了变系数Klein-Gordon方程和Wick型随机Klein-Gordon方程的精确解和白噪声泛函解.     

Hilbert空间上一类非线性随机发展方程

该文处理了实可分Hilbert空间上一类非线性随机发展方程,证明了此类方程有唯一适度解.而且,方程的时间离散化逼近被证明收敛.     

一类带阻尼项的拟线性双曲型方程

本文讨论了从细杆的振动中提出的一类带阻尼项的拟线性双曲型方程的初边值问题的解在唯一性，利用已有的线性结果及动点定理结合能量估计建立了解的存在唯一性。     

一类非线性双曲型方程初边值问题解的爆破

该文给出一类非线性双曲型方程初边值问题解爆破的充分条件, 并证明问题局部解的存在性与唯一性     

Explicit Traveling Wave Solutions to Nonlinear Evolution Equations

First of all, some technical tools are developed. Then the author studies explicit traveling wave solutions to nonlinear dispersive wave equations, nonlinear dissipative dispersive wave equations, nonlinear convection equations, nonlinear reaction diffusion equations and nonlinear hyperbolic equations, respectively.     

Stochastic Retarded Evolution Equations: Green Operators,Convolutions, and Solutions

Abstract

In this work, we shall investigate solution (strong, weak and mild) processes and relevant properties of stochastic convolutions for a class of stochastic retarded differential equations in Hilbert spaces. We introduce a strongly continuous one-parameter family of bounded linear operators which will completely describe the corresponding deterministic systematical dynamics with time delays. This family, which constitutes the fundamental solutions (Green's operators) of our stochastic retarded systems, is applied subsequently to define mild solutions of the stochastic retarded differential equations considered. The relations among strong, weak and mild solutions are explored. By virtue of a strong solution approximation method, Burkholder–Davis–Gundy's type of inequalities for stochastic convolutions are established.     

Burgers-BBM方程新的精确解

借助两个推广形式的Riccati方程组和Mathematica软件，求出了Burgers-BBM方程，BBM方程，KDV—Burgers方程的大量新的精确解，包括各种形式的孤立波解和三角函数周期解．     

Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses

In this article, we study the existence of mild solutions to stochastic impulsive evolution equations with time delays, driven by fractional Brownian motion with the Hurst index H > 1/2 via a new fixed point analysis approach.     

Bounded and Almost Periodic Solutions of Linear High-Order Hyperbolic Equations

The present paper is devoted to investigating high-order strictly hyperbolic operators with nearly constant coefficients. The invertibility of these operators in spaces of functions uniformly bounded or almost periodic in time is established, provided the symbol of the operator in question has no roots in an open strip containing the real line. Under the additional condition that the strip coincides with a half-plane, exponentially decaying solutions of the nonhomogeneous equation with right-hand side of exponential decay are constructed. In the case of equations with constant coefficients the necessity of the derived conditions is proved. The results of this paper were announced without proofs in [SV].     

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin calculus. For an application, we study an optimal control problem for a stochastic Volterra integral equation driven by a Hilbert space-valued fractional Brownian motion. A Pontryagin-type maximum principle is formulated for the problem and an example is presented.     

On Weak Solutions of Stochastic Differential Equations

A new proof of existence of weak solutions to stochastic differential equations with continuous coefficients based on ideas from infinite-dimensional stochastic analysis is presented. The proof is fairly elementary, in particular, neither theorems on representation of martingales by stochastic integrals nor results on almost sure representation for tight sequences of random variables are needed.     

Existence of Random Solutions of a General Class of Stochastic Functional Integral Equations

Abstract

In this paper, we establish the existence of solutions of a more general class of stochastic functional integral equations. The main tools here are the measure of noncompactness and the fixed point theorem of Darbo type. The results of this paper generalize the results of Rao–Tsokos [Rao, A.N.V.; Tsokos, C.P. A class of stochastic functional integral equations. Coll. Math. 1976, 35, 141–146.] and Szynal–Wedrychowicz [Szynal, D.; Wedrychowicz, S. On existence and an asymptotic behaviour of random solutions of a class of stochastic functional integral equations. Coll. Math. 1987, 51, 349–364.].     

一些非线性发展方程的显式行波解

该文给出了一种构造非线性发展方程显式行波解的方法并用该方法得到了Hirota-Satsuma方程组,一类非线性常微分方程以及广义耦合标量场方程组的显式行波解.