Concerning a stochastic dynamical system

We study the discrete-time dynamical system $$X_{n + 1} = 2\sigma \cos (2\pi \theta _n )g(X_n ), n \in \mathbb{Z},$$ Whereθ _n is an ergodic stationary process whose univariate distribution is uniform on the interval [0, 1], the functiong(x) is odd, bounded, increasing, and continous, and ? is the ring of integers. It is proved that under certain conditions there exists a unique stationary process that is a solution of the above equation and this process has a continous purely singular spectrum.     

Nonnegative compartment dynamical system modelling with stochastic differential equations

Compartment models are widely used in various physical sciences and adequately describe many biological phenomena. Elements such as blood, gut, liver and lean tissue are characterized as homogeneous compartments, within which the drug resides for a time, later to transit to another compartment, perhaps recycling or eventually vanishing. We address the issue of compartment dynamical system modelling using multidimensional stochastic differential equations, rather than the classical approach based on the continuous-time Markov chain. Pure-jump processes are employed as perturbation to the deterministic compartmental dynamical system. Unlike with the Brownian motion, noise can be incorporated into both outflows and inter-compartmental flows without violating nonnegativity of the compartmental system, under mild technical conditions. The proposed formulation is easy to simulate, shares various essential properties with the corresponding deterministic ordinary differential equation, such as asymptotic behaviors in mean, steady states and average residence times, and can be made as close to the corresponding diffusion approximation as desired. Asymptotic mean-square stability of the steady state is proved to hold under some assumptions on the model structure. Numerical results are provided to illustrate the effectiveness of our formulation.     

Stochastic Hamiltonian flows with singular coefficients

In this paper, we study the following stochastic Hamiltonian system in ?^2d (a second order stochastic differential equation):

$$d{\dot X_t} = b({X_t},{\dot X_t})dt + \sigma ({X_t},{\dot X_t})d{W_t},({X_0},{\dot X_0}) = (x,v) \in \mathbb{R}^{2d},$$

where b(x; v) : ?^2d → ?^d and σ(x; v): ?^2d → ?^d ? ?^d are two Borel measurable functions. We show that if σ is bounded and uniformly non-degenerate, and b ∈ H _p ^2/3,0 and ?σ ∈ L^p for some p > 2(2d+1), where H _p ^{α, β} is the Bessel potential space with differentiability indices α in x and β in v, then the above stochastic equation admits a unique strong solution so that (x, v) ? Z_t(x, v) := (X_t, ?_t)(x, v) forms a stochastic homeomorphism flow, and (x, v) ? Z_t(x, v) is weakly differentiable with ess.sup_{x, v} E(sup_{t∈[0, T]} |?Z_t(x, v)|^q) < ∞ for all q ? 1 and T ? 0. Moreover, we also show the uniqueness of probability measure-valued solutions for kinetic Fokker-Planck equations with rough coefficients by showing the well-posedness of the associated martingale problem and using the superposition principle established by Figalli (2008) and Trevisan (2016).

     

Special vekua equations with singular coefficients

Special equations of Vekua-type with singular coefficients are considered. As a first step we study the influence of the coefficients of model equations on the choice of the function spaces for its solutions and on the boundary conditions. As an application we sketch the consideration of boundary value problems for Vekua equations with variable coefficients having a strong singularity at z =0     

Distribution dependent SDEs with singular coefficients

Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient estimates and Harnack type inequalities are derived. These generalize the corresponding results derived for classical SDEs, and are new in the distribution dependent setting.     

Scale invariant elliptic operators with singular coefficients

We show that a realization of the operator \({L=|x|^\alpha\Delta +c|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -b|x|^{\alpha-2}}\) generates a semigroup in \({L^p(\mathbb{R}^N)}\) if and only if \({D_c=b+(N-2+c)^2/4 > 0}\) and \({s_1+\min\{0,2-\alpha\} < N/p < s_2+\max\{0,2-\alpha\}}\), where \({s_i}\) are the roots of the equation \({b+s(N-2+c-s)=0}\), or \({D_c=0}\) and \({s_0+\min\{0,2-\alpha\} < N/p < s_0+\max\{0,2-\alpha\}}\), where \({s_0}\) is the unique root of the above equation. The domain of the generator is also characterized.     

Chance-constrained programming with fuzzy stochastic coefficients

We consider fuzzy stochastic programming problems with a crisp objective function and linear constraints whose coefficients are fuzzy random variables, in particular of type L-R. To solve this type of problems, we formulate deterministic counterparts of chance-constrained programming with fuzzy stochastic coefficients, by combining constraints on probability of satisfying constraints, as well as their possibility and necessity. We discuss the possible indices for comparing fuzzy quantities by putting together interval orders and statistical preference. We study the convexity of the set of feasible solutions under various assumptions. We also consider the case where fuzzy intervals are viewed as consonant random intervals. The particular cases of type L-R fuzzy Gaussian and discrete random variables are detailed.     

The correlation matrix of random solutions of a dynamical system with Markov coefficients

For dynamical systems which are described by systems of differential or difference equations dependent on a finite-valued Markov process, we suggest a new form of equations for moments of their random solution. We derive equations for a correlation matrix of random solutions. Kiev Economic Institute, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 3, pp. 338–348, March, 1999.     

Second order abstract differential equations with singular coefficients

Summary We study a large class of second order linear abstract differential equations, whose coefficients can be singular. In the framework of suitable « weighted » spaces, we prove some existence and uniqueness results for generalized and ordinary solutions of initial value problems for such equations.This work was partially supported by the G.N.A.F.A. and the Istituto di Analisi Numerica of the C.N.R. (Italy).     

Gradient estimates for diffusion semigroups with singular coefficients

Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated by second order elliptic operators having irregular and unbounded coefficients. We first consider the Rd-case, by using the coupling method. Due to the singularity of the coefficients, the coupling process we construct is not strongly Markovian, so that additional difficulties arise in the study. Then, more generally, we treat the case of a possibly unbounded smooth domain of Rd with Dirichlet boundary conditions. We stress that the resulting estimates are new even in the Rd-case and that the coefficients can be Hölder continuous. Our results also imply a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying diffusion semigroup.     

Synchronization of singular complex dynamical networks with time-varying delays

This paper considers delay dependent synchronizations of singular complex dynamical networks with time-varying delays. A modified Lyapunov-Krasovskii functional is used to derive a sufficient condition for synchronization in terms of LMIs (linear matrix inequalities) which can be easily solved by various convex optimization algorithms. Numerical examples show the effectiveness of the proposed method.     

Method to derive Lagrangian and Hamiltonian for a nonlinear dynamical system with variable coefficients

A general method is developed to derive a Lagrangian and Hamiltonian for a nonlinear system with a quadratic first-order time derivative term and coefficients varying in the space coordinates. The method is based on variable transformations that allow removing the quadratic term and writing the equation of motion in standard form. Based on this form, an auxiliary Lagrangian for the transformed variables is derived and used to obtain the Lagrangian and Hamiltonian for the original variables. An interesting result is that the obtained Lagrangian and Hamiltonian can be non-local quantities, which do not diverge as the system evolves in time. Applications of the method to several systems with different coefficients shows that the method may become an important tool in studying nonlinear dynamical systems with a quadratic velocity term.     

Linear stochastic singular control problems

The explicit feedback control law for the singular linear-quadratic-gaussian stochastic control problem is derived. The interesting implication of the control law in terms of information pattern is discussed.The research reported in this document was done while the author was a Guggenheim Fellow at the Imperial College, London, England, and was supported in part by the U.S. Army Research Office, the U.S. Air Force Office of Scientific Research, and the U.S. Office of Naval Research under the Joint Services Electronics Program, Contracts Nos. N00014-67-A-0298-0006, 0005, and 0008. The author is indebted to various discussions with D. Q. Mayne and J. M. C. Clark of Imperial College which clarified several points.     

Superlinear elliptic equations with singular coefficients on the boundary

In this paper, a superlinear elliptic equation whose coefficient diverges on the boundary is studied in any bounded domain Ω under the zero Dirichlet boundary condition. Although the equation has a singularity on the boundary, a solution is smooth on the closure of the domain. Indeed, it is proved that the problem has a positive solution and infinitely many solutions without positivity, which belong to or . Moreover, it is proved that a positive solution has a higher order regularity up to .     

Perturbed linear stochastic dynamical systems

This paper is concerned with a class of stochastic differential equations which arises by adding a nonlinear term involving a small parameter δ to the drift coefficient of a linear stochastic system. First, a stochastic representation of the solutions of a certain class of Cauchy problems is studied. Second, a finite time expansion in powers of δ of the expectations of functions is established. Third, the corresponding ergodic expansions are sought with additional assumptions regarding the existence of a unique ergodic measure.     

Asymptotic expansions for singular differential operators with matricial coefficients

This paper presents a detailed analysis of the asymptotic expansion, in terms of Bessel functions, for some eigenfunctions of a singular second-order differential operator with matrix coefficients. In application, we recover the asymptotic behavior of the associated Harish-Chandra function and interesting approximations at infinity of the related spectral function and scattering matrix.     

Spectral functions of singular differential operators with matricial coefficients

We study the asymptotic behavior of the Harish-Chandra function associated to a singular second order differential operator with matricial coefficients. The study is based on a detailed analysis of the asymptotic behavior of some eigenvectors of the operator from which results on the asymptotic behavior of the spectral function and the scattering matrix are derived.