Quasi-periodic solutions of nonlinear elliptic partial differential equations

In a recent paper [9] the KAM theory has been extended to non-linear partial differential equations, to construct quasi-periodic solutions. In this article this theory is illustrated with three typical examples: an elliptic partial differential equation, an ordinary differential equation and a difference equation related to monotone twist mappings.     

Systems with distributions and viability theorem

The approach to the consideration of the ordinary differential equations with distributions in the classical space D^′ of distributions with continuous test functions has certain insufficiencies: the notations are incorrect from the point of view of distribution theory, the right-hand side has to satisfy the restrictive conditions of equality type. In the present paper we consider an initial value problem for the ordinary differential equation with distributions in the space of distributions with dynamic test functions T^′, where the continuous operation of multiplication of distributions by discontinuous functions is defined [V. Derr, D. Kinzebulatov, Distributions with dynamic test functions and multiplication by discontinuous functions, preprint, arXiv: math.CA/0603351, 2006], and show that this approach does not have the aforementioned insufficiencies. We provide the sufficient conditions for viability of solutions of the ordinary differential equations with distributions (a generalization of the Nagumo Theorem), and show that the consideration of the distributional (impulse) controls in the problem of avoidance of encounters with the set (the maximal viability time problem) allows us to provide for the existence of solution, which may not exist for the ordinary controls.     

Hecke Operators on Linear Ordinary Differential Equations

We construct Hecke operators acting on the space of certain linear ordinary differential equations, and describe a Hermitian inner product on the space of such differential equations. We also determine the adjoint of the Hecke operator with respect to this inner product, and prove that the space of ordinary differential equations associated to an automorphic form for a certain discrete subgroup of SL(2, R) has a basis consisting of common eigenvectors of a class of Hecke operators.     

Second Order Scalar Functional Differential Equations with Piecewise Constant Arguments

The study of functional differential equations with piecewise constant arguments usually results in a study of certain related difference equations. In this paper we consider certain neutral functional differential equations of this type and the associated difference equations. We give conditions under which such equations with almost periodic time dependence will have unique almost periodic solutions, and for certain autonomous cases, we obtain certain stability results and also conditions for chaotic behavior of solutions. We are particularly concerned with such equations which are partially discretized versions of non-forced Duffing equations.     

Regular Functions Satisfying Irregular Ordinary Differential Equations

This paper deals with entire solutions to linear ordinary differential equations in the complex domain. We show that certain entire solutions to singular equations, cannot satisfy any normalized equation without singularities. We provide two proofs of this result, one based on the indicial equation and the other using the Frobenius notion of irreducibility. Our examples include the entire Bessel function.     

On Invariance Factors and Invariance Vectors for Difference Equations

In this paper, the concept of invariance factors and invariance vectors to obtain invariants (or first integrals) for difference equations will be presented. It will be shown that all invariance factors and invariance vectors have to satisfy a functional equation. This concept turns out to be analogous to the concept of integrating factors and integrating vectors for ordinary differential equations.     

Nonstandard Finite Difference Schemes for Differential Equations

This paper gives an introduction to nonstandard finite difference methods useful for the construction of discrete models of differential equations when numerical solutions are required. While the general rules for such schemes are not precisely known at the present time, several important criterion have been found. We provide an explanation of their significance and apply them to several model ordinary and partial differential equations. The paper ends with a discussion of several outstanding problems in this area and other related issues.     

Discretizations of Linear Elliptic Partial Differential Inclusions

Differential inclusions provide a suitable framework for modelling choice and uncertainty. In finite dimensions, the theory of ordinary differential inclusions and their numerical approximations is well-developed, whereas little is known for partial differential inclusions, which are the deterministic counterparts of stochastic partial differential equations.

The aim of this article is to analyze strategies for the numerical approximation of the solution set of a linear elliptic partial differential inclusion. The geometry of its solution set is studied, numerical methods are proposed, and error estimates are provided.     

The nonexistence of spurious solutions to discrete,two-point boundary value problems

We investigate difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations. We formulate conditions under which all solutions to the discrete problem satisfy certain a priori bounds which are independent of the step-size. As a result, the nonexistence of spurious solutions are guaranteed. Some existence and convergence theorems for solutions to the discrete problem are also presented.     

NON-LINEAR MULTIPARAMETER EIGENVALUE PROBLEMS

ABSTRACT

In some recent papers [1, 3, 4] we discussed non-linear multiparameter systems of second order ordinary differential equations and paid particular attention to the phenomenon of bifurcation from eigenvalues. Here we present results to cover the abstract case in which our problems are posed in the language of operator theory.     

Unified boundedness,periodicity, and stability in ordinary and functional differential equations

Summary We discuss a unified theory of periodicity of dissipative ordinary and functional differential equations in terms of uniform boundedness. Sufficient conditions for the uniform boundedness are given by means of Liapunov functionals having a weighted norm as an upper bound. The theory is developed for ordinary differential equations, equations with bounded delay, and equations with infinite delay.On leave from Anhui University, Hefei, Anhui, People's Republic of China     

Numerical solutions of index-1 differential algebraic equations can be computed in polynomial time

The cost of solving an initial value problem for index-1 differential algebraic equations to accuracy ɛ is polynomial in ln(1/ɛ). This cost is obtained for an algorithm based on the Taylor series method for solving differential algebraic equations developed by Pryce. This result extends a recent result by Corless for solutions of ordinary differential equations. The results of the standard theory of information-based complexity give exponential cost for solving ordinary differential equations, being based on a different model.     

Generalized three-point difference schemes of high-order accuracy for systems of second-order nonlinear ordinary differential equations

For systems of second-order nonlinear ordinary differential equations with the Dirichlet boundary conditions, we develop generalized three-point difference schemes of high-order accuracy on a nonuniform grid. The construction of the suggested schemes requires solving four auxiliary Cauchy problems (two problems for systems of nonlinear ordinary differential equations and two problems for matrix linear ordinary differential equations) on the intervals [x _j−1, x _j ] (forward) and [x _j , x _j+1] (backward) at each grid point; this is done at each step by any single-step method of accuracy order $ \bar m $ \bar m = 2[(m+1)/2]. (Here m is a given positive integer, and [·] is the integer part of a number.) We prove that such three-point difference schemes have the accuracy order $ \bar m $ \bar m for the approximation to both the solution u of the boundary value problem and the flux K(x)d u/dx at the grid points.     

Basic Theory of Fuzzy Difference Equations

The notion of fuzzy difference equation is introduced. Using Lyapunov type of function a comparison theorem for the fuzzy difference equation is obtained in terms of ordinary difference equations, which is used as a tool to study the stability results of the fuzzy difference equations.     

Formulas of Bendixson and Alekseev for Difference Equations

A well-known formula of Bendixson states that solutions of first-orderdifferential equations, as functions of their initial conditions,satisfy a certain partial differential equation. A consequenceis Alekseev's nonlinear variation of parameters formula. Inthis paper, corresponding results are proved for differenceequations. To achieve this, use is made of the recently introducedconcept of alpha derivatives, rather than of differences orof the usual derivatives. This technique allows the resultsto be generalized to alpha dynamic equations, which includeamong others ordinary differential and difference equations.2000 Mathematics Subject Classification 39A12, 39A13.     

A generalization of Vinograd's theorem for dynamical systems

The theory of dynamical systems has been expanded by the introduction of local dynamical systems [10, 4, 9] and local semidynamical systems [1]. Using integral curves of autonomous ordinary differential equations to illustrate these generalizations, we find that, roughly, the integral curves form a local dynamical system if solutions exist and are unique without requiring existence for all time, and the integral curves form a local semidynamical system if solutions exist and are unique in the positive sense but need not exist for all positive time. In addition to autonomous ordinary differential equations, the enlarged theory of dynamical systems has applications to nonautonomous ordinary differential equations, certain partial differential equations, functional differential equations, and Volterra Integral equations [9, 1, 2, 8], respectively. All of these have metric phase spaces. Since many dynamic considerations are invariant to reparameterizations, it is of interest to known when a local dynamical (or semidynamical) system can be reparameterized to yield a “global” dynamical (or semidynamical) system. For autonomous ordinary differential equations, Vinograd [7] has shown that the local dynamical system on an open subset ofRⁿ formed by integral curves is isomorphic (in the sense of Nemytskii and Stepanov) to a global dynamical system. In an extensive study of isomorphisms, Ura [12] has expanded the Gottschalk-Hedlund notion of an isomorphism and restated Vinograd's result in terms of a reparameterization. In this paper we study the problem of finding a global dynamical (or semidynamical) system which is isomorphic to a given local system. A necessary and sufficient condition is found which is then used to show that the Vinograd result holds on metric spaces.     

Hadamard-type fractional differential equations for the system of integral inequalities on time scales

ABSTRACT

This paper investigates some system of integral inequalities of one independent variable on time scales. The conclusion can be obtained by using Hadamard-type fractional differential equations and Greene's method which bring together and expand some integral inequalities on time scales. The established inequalities give explicit bounds on unknown functions which can be utilized as a key in examining the properties of certain classes of partial dynamic equations and difference equations on time scales. As an application, a system of fractional differential equations is considered to explain the value of our results.     

Differential Galois theory of linear difference equations

We present a Galois theory of difference equations designed to measure the differential dependencies among solutions of linear difference equations. With this we are able to reprove Hölder’s theorem that the Gamma function satisfies no polynomial differential equation and are able to give general results that imply, for example, that no differential relationship holds among solutions of certain classes of q-hypergeometric equations.     

A generalization of Bendixson's criterion

Bendixson's condition on the nonexistence of periodic solutions for planar ordinary differential equations is extended to higher dimensional ordinary differential equations with first integrals to preclude the existence of certain invariant Lipschitz compact submanifolds for those equations.

     

Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations

Abstract

The purpose of this paper is to investigate pathwise stability for certain Hilbert space-valued stochastic evolution equations. We are especially interested in the robustness analysis of perturbed stochastic differential equations in infinite dimensions. Sufficient conditions are established to ensure the almost surely stable decay of the given stochastic systems. Lastly, a corollary and corresponding example are studied to illustrate our theory.