Averagings in stochastic systems with dependence on the whole past

The averaging principle is justified for stochastic systems, subjected to weakly dependent random actions. For normalized fluctuations of the solutions of the initial equation with respect to the solution of the averaged equation, one constructs exponential estimates of the type of Bernshtein's inequalities of sums of independent random variables.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 4, pp. 443–451, April, 1990.     

Averaging stochastic systems under weakly dependent perturbations

An averaging procedure for stochastic systems with dependence on the whole past subject to an action described by a random process satisfying the strong mixing condition is investigated. For the probability of deviation beyond the level of normalized fluctuations of the solution of the initial stochastic equation relative to a solution of the average equation which turns out to be deterministic, exponential bounds of the type of the well-known S. N. Bernstein inequalities for the sum of independent random variables are constructed. These bounds can be used for construction of tolerance bands for a solution of the initial equation whose boundaries are determined by the deterministic solution of the averaged equation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 5, pp. 593–600, May, 1990.     

A Nonlinear Parabolic Equation with Noise

In this paper we study a class of parabolic equations with a nonlinear gradient term. The system is disturbed by white noise in time. We show that the unique solution of this problem can be represented as the Wick product between a normalized random variable of exponential form and the solution of a nonlinear parabolic equation. We allow random initial data which might be anticipating. A relation between the Wick product with a normalized exponential and translation is proved in order to establish our results.     

The Bogoljubov-Krylov averaging principle and the Cauchy problem for ordinary differential equations on the half-line

An existence and uniqueness theorem for the Cauchy problem for an ordinary differential equation on the half-line is proved under the hypothesis that the Cauchy problem for the averaged equation has a unique solution. A comparison between the exponential stability of the original equation and the averaged equation is also made. The results established below may be considered as anlogues of the classical Bogoljubov theorem for bounded solutions; they also provide a natural generalization of Mitropol'skij's averaging principle.     

Averaging in hyperbolic systems subject to weakly dependent random perturbations

The first initial boundary value problem is considered for a hyperbolic equation with a small parameter for an external action described by some stochastic process satisfying some of the conditions of weak dependence. Averaging of the coefficients over the temporal variable is conducted. The existence is assumed of a unique generalized solution both for the initial stochastic problem and for the problem with an averaged equation, which turns out to be deterministic. For the probability of deviation of a solution of the initial equation from the solution of the averaged problem, exponential bounds are established of the type of S. N. Bernshtein inequalities for the sums of independent random variables.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 8, pp. 1011–1020, August, 1992.     

Oscillations of the zero dispersion limit of the korteweg-de vries equation

We attack the multiphase averaged systems for the zero dispersion limit of the KdV equation. Attention is paid to the most important case—the single phase oscillations. A scheme is developed to solve the Whitham averaged system (single phase averaged system). This system, under our scheme, is transformed to a linear over-determined system of Euler-Poisson-Darboux type whose solution can be written down explicitly. We show that, for any smooth initial data which has only one hump or is a nontrivial monotone function, the weak limit has single-phase oscillations within a cusp in the x-t plane for a short time after the breaking time for the corresponding Burgers equation. Outside the cusp, the limit satisfies the Burgers equation. More surprisingly, we also show that the weak limit has global single-phase oscillations within a cusp for any smooth nontrivial monotone initial data with only one inflection point. © 1993 John Wiley & Sons, Inc.     

General decay and blow-up of solution for a quasilinear viscoelastic problem with nonlinear source

In this paper we consider a quasilinear viscoelastic wave equation in canonical form with the homogeneous Dirichlet boundary condition. We prove that, for certain class of relaxation functions and certain initial data in the stable set, the decay rate of the solution energy is similar to that of the relaxation function. This result improves earlier ones obtained by Messaoudi and Tatar [S.A. Messaoudi, N.-E. Tatar, Global existence and uniform stability of solutions for a quasilinear viscoelastic problem, Math. Methods Appl. Sci. 30 (2007) 665-680] in which only the exponential and polynomial decay rates are considered. Conversely, for certain initial data in the unstable set, there are solutions that blow up in finite time. The last result is new, since it allows a larger class of initial energy which may take positive values.     

具结构阻尼的拟线性膜方程的吸引子及其上半连续性

本文研究具结构阻尼的拟线性膜方程utt+△2u+(-△)αut+△φ(△u)+f(u)=g的适定性以及解的长时间动力学行为,其中α∈(1,2),旨在研究耗散指标α对方程解的适定性和长时间动力学行为的影响.本文证明非线性项φ(s)存在一个依赖于耗散指标α的临界指数pα=N+4(α-1)/(N-4(α-1))(N=3,4)...     

On a theorem of S. N. Bernshtein

This note contains the proof of a theorem on the characterization of a normal law on locally compact Abelian groups, this theorem being a generalization of S. N. Bernshtein's wellknown characterization of the normal law by the property that sums and differences of two independent random variables are also random variables.Translated from Matematicheskie Zametki, Vol. 6, No. 3, pp. 301–307, September, 1969.The author wishes to thank A. M. Vershik and the referee for a number of valuable comments.     

Parabolic evolution equations with asymptotically autonomous delay

We study retarded parabolic non-autonomous evolution equations whose coefficients converge as , such that the autonomous problem in the limit has an exponential dichotomy. Then the non-autonomous problem inherits the exponential dichotomy, and the solution of the inhomogeneous equation tends to the stationary solution at infinity. We use a generalized characteristic equation to deduce the exponential dichotomy and new representation formulas for the solution of the inhomogeneous equation.

     

Functional law of iterated logarithm for normalized integrals of processes with weak dependence

For normalized integrals of processes with weak dependence, we prove the law of iterated logarithm in the Strassen form. The results obtained are used for the construction of a curvilinear confidence region in which a solution of an equation with small parameter is sought. Donetsk University, Donetsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 4, pp. 490–499, April, 1997.     

An analytical solution for two and three dimensional nonlinear Burgers' equation

This paper derives analytical solutions for the two dimensional and the three dimensional Burgers' equation. The two-dimensional and three-dimensional Burgers' equation are defined in a square and a cubic space domain, respectively, and a particular set of boundary and initial conditions is considered. The analytical solution for the two dimensional Burgers' equation is given by the quotient of two infinite series which involve Bessel, exponential, and trigonometric functions. The analytical solution for the three dimensional Burgers' equation is given by the quotient of two infinite series which involve hypergeometric, exponential, trigonometric and power functions. For both cases, the solutions can describe shock wave phenomena for large Reynolds numbers (R_e ≥ 100), which is useful for testing numerical methods.     

Existence of solutions to nonlinear advection-diffusion equation applied to Burgers’ equation using Sinc methods

This paper has two objectives. First, we prove the existence of solutions to the general advection-diffusion equation subject to a reasonably smooth initial condition. We investigate the behavior of the solution of these problems for large values of time. Secondly, a numerical scheme using the Sinc-Galerkin method is developed to approximate the solution of a simple model of turbulence, which is a special case of the advection-diffusion equation, known as Burgers’ equation. The approximate solution is shown to converge to the exact solution at an exponential rate. A numerical example is given to illustrate the accuracy of the method.     

Integral manifolds and exponential splitting of linear parabolic equations with rapidly varying coefficients

We study linear parabolic equations with rapidly varying coefficients. It is assumed that the averaged equation corresponding to the source equation admits exponential splitting. We establish conditions under which the source equation also admits exponential splitting. It is shown that integral manifolds play an important role in constructing transformations that split the equations under consideration. To prove the existence of integral manifolds, we apply Zhikov's results on the justification of the averaging method for linear parabolic equations.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 12, pp. 1593–1608, December, 1995.     

Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients

The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d. coefficients. For smooth initial condition, the rescaled solution of such an equation, once averaged over the randomness, is shown to converge polynomially fast to the solution of the homogenized equation, with an explicit exponent depending only on the dimension. Polynomial rate of homogenization for the averaged heat kernel, with an explicit exponent, is then derived. Similar results for elliptic equations are also presented.     

A representation theorem for smooth Brownian martingales

We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-dependent generator of this exponential operator only depends on the second order Malliavin derivative operator evaluated along a ‘frozen path’. The exponential operator can be expanded explicitly to a series representation, which resembles the Dyson series of quantum mechanics. Our continuous-time martingale representation result can be proven independently by two different methods. In the first method, one constructs a time-evolution equation, by passage to the limit of a special case of a backward Taylor expansion of an approximating discrete-time martingale. The exponential formula is a solution of the time-evolution equation, but we emphasize in our article that the time-evolution equation is a separate result of independent interest. In the second method, we use the property of denseness of exponential functions. We provide several applications of the exponential formula, and briefly highlight numerical applications of the backward Taylor expansion.     

Asymptotics for Supersonic Soliton Propagation in the Toda Lattice Equation

We study the problem of the adjustment of an initial condition to an exact supersonic soliton solution of the Toda latice equation. Also, we study the problem of soliton propagation in the Toda lattice with slowly varying mass impurities. In both cases we obtain the full numerical solution of the soliton evolution and we develop a modulation theory based on the averaged Lagrangian of the discrete Toda equation. Unlike previous problems with coherent subsonic solutions we need to modify the averaged Lagrangian to obtain the coupling between the supersonic soliton and the subsonic linear radiation. We show how this modified modulation theory explains qualitatively in simple terms the evolution of a supersonic soliton in the presence of impurities. The quantitative agreement between the modulation solution and the numerical result is good.     

On the asymptotic stability of discontinuous systems analysed via the averaging method

The averaging method is one of the most powerful methods used to analyse differential equations appearing in the study of nonlinear problems. The idea behind the averaging method is to replace the original equation by an averaged equation with simple structure and close solutions. A large number of practical problems lead to differential equations with discontinuous right-hand sides. In a rigorous theory of such systems, developed by Filippov, solutions of a differential equation with discontinuous right-hand side are regarded as being solutions to a special differential inclusion with upper semi-continuous right-hand side. The averaging method was studied for such inclusions by many authors using different and rather restrictive conditions on the regularity of the averaged inclusion. In this paper we prove natural extensions of Bogolyubov’s first theorem and the Samoilenko-Stanzhitskii theorem to differential inclusions with an upper semi-continuous right-hand side. We prove that the solution set of the original differential inclusion is contained in a neighbourhood of the solution set of the averaged one. The extension of Bogolyubov’s theorem concerns finite time intervals, while the extension of the Samoilenko-Stanzhitskii theorem deals with solutions defined on the infinite interval. The averaged inclusion is defined as a special upper limit and no additional condition on its regularity is required.     

Initial trace for a doubly nonlinear parabolic equation

This paper studies the Cauchy problem for a doubly nonlinear parabolic equation. The main result shows that if there is a nonnegative solution of the Cauchy problem, then the initial trace of the solution is uniquely given as a nonnegative Borel measure satisfying an exponential growth condition. This extends the known result for the heat equation to the nonlinear case.     

A dynamic boundary-value problem without initial conditions for almost linear parabolic equations

We study a dynamic boundary-value problem without initial conditions for linear and almost linear parabolic equations. First, we establish conditions for the existence of a unique solution of a problem without initial conditions for a certain abstract implicit evolution equation in the class of functions with exponential behavior as t → −∞. Then, using these results, we prove the existence of a unique solution of the original problem in the class of functions with exponential behavior at infinity.