New uniqueness results for fractional differential equations

We develop the Krasnoselskii–Krein type of uniqueness theorem for an initial value problem of the Riemann–Liouville type fractional differential equation which involves a function of the form f?(t,?x(t),?D ^q?1 x(t)), for 1<q<2 and establish the convergence of successive approximations. We prove a few other uniqueness theorems.     

Comparison theorems for oscillation of second-order half-linear differential equations

Summary We establish new comparison theorems on the oscillation of solutions of a class of perturbed half-linear differential equations. These improve the work of Elbert and Schneider [6] in which connections are found between half-linear differential equations and linear differential equations. Our comparison theorems are not of Sturm type or Hille--Wintner type which are very famous. We can apply the main results in combination with Sturm's or Hille--Wintner's comparison theorem to a half-linear differential equation of the general form (|x'|^α-1x')' + a(t) |x|^α-1x = 0.     

Existence and stability in the α-norm for partial functional differential equations of neutral type

In this work, we study a general class of partial neutral functional differential equations. We assume that the linear part generates an analytic semigroup and the nonlinear part is Lipschitz continuous with respect to the é-norm associated to the linear part. We discuss the existence, uniqueness, regularity and stability of solutions. Our results are illustrated by an example. This work extends previous results on partial functional differential equations (Fitzgibbon and Parrot, Nonlinear Anal., TMA 16, 479–487 (1991), Hale, Rev. Roum. Math. Pures Appl. 39, 339–344 (1994), Hale, Resen. Inst. Mat. Estat. Univ. Sao Paulo 1, 441–457 (1994), Travis and Webb, Trans. Am. Math. Soc. 240 129–143 (1978), Wu and Xia, J. Differ. Equ. 124 247–278 (1996)). Mathematics Subject Classification (1991) 34K20, 34K30, 34K40, 47D06     

Levin''s comparison theorems for nonlinear second order differential equations

The nonlinear Levin's comparison theorems for nonlinear second order differential equations have been established by using a modified Levin's technique.     

Sturmian theorems for hyperbolic type partial difference equations

Sturmian comparison theorems are derived for a class of discrete hyperbolic type equations.     

Existence theorems for boundary value problems in difference equations

In this research, we study linear difference equations with constant coefficients subject to boundary conditions. Necessary and/or sufficient conditions for the existence of a unique solution will be established. The proofs of the existence and uniqueness theorems are established by means of special types of determinants called Mosaic Vandermonde determinants.     

Formal continued fractions solutions of the generalizedsecond order Riccati equations,applications

Introducing the notion of the formal continued fractions solutions of the generalized second order Riccati equations, one can compute either a rational approximation of the solution or a rational solution and perform a location of the singularities in the complex plane. This revised version was published online in August 2006 with corrections to the Cover Date.     

Existence theorems for optimization problems concerning linear,hyperbolic partial differential equations without convexity conditions

Integral representations are obtained for solutions of a Darboux problem in a rectangle and used to prove Neustadt-type existence theorems for optimal control problems with trajectories satisfying linear, hyperbolic partial differential equations with Darboux-type boundary data. The proof bears on the fact that, in this situation, for each generalized solution, there is a usual solution where the functional takes the same value.This work was done in the framework of Research Project AFOSR-69-1662. The author is greatly indebted to Professor L. Cesari for his valuable guidance and constant encouragement during the writing of this paper.     

Existence theorems and Hyers-Ulam stability for a class of Hybrid fractional differential equations with $p$-Laplacian operator

In this paper, we prove necessary conditions for existence and uniqueness of solution (EUS) as well Hyers-Ulam stability for a class of hybrid fractional differential equations (HFDEs) with $p$-Laplacian operator. For these aims, we take help from topological degree theory and Leray Schauder-type fixed point theorem. An example is provided to illustrate the results.     

Existence and uniqueness of positive solutions for higher order nonlocal fractional differential equations

By means of a monotone iterative technique, we establish the existence and uniqueness of the positive solutions for a class of higher conjugate-type fractional differential equation with one nonlocal term. In addition, the iterative sequences of solution and error estimation are also given. In particular, this model comes from economics, financial mathematics and other applied sciences, since the initial value of the iterative sequence can begin from an known function, this is simpler and helpful for computation.     

Existence of a fundamental solution of partial differential equations associated to Asian options

We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We improve previous results in that we provide a closed form expression for the solution of the Cauchy problem under weak regularity assumptions on the coefficients of the differential operator. Our method is based on a limiting procedure, whose convergence relies on some barrier arguments and uniform a priori estimates recently discovered.     

Existence theorems for a class of nonlocal differential equations

A class of nonlocal second-order ordinary differential equations of the form

y^″(x)=f(x,y(x),(y○λ)(x),y^′(x))     

Oscillation theorems for second order quasilinear perturbed differential equations

Abstract. New oscillation criteria for the second order perturbed differential equation are pre-sented. The special case of the results includes the corresponding results in previous papers,extends and unifies a number of known results.     

Nonlocal stochastic differential equations with time-varying delay driven by G-Brownian motion

This article studies a class of nonlocal stochastic differential equations driven by G-Brownian motion (G-NSDEs for short). We show the existence and uniqueness results of solutions by means of fixed point theorem. In addition, exponential estimation of (1) has been discussed. Furthermore, we present global solution to Equation (1) with the help of G-Lyapunov functional and ψ-type function.     

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Combining Fourier series expansion with recursive matrix formulas, new reliable algorithms to compute the periodic, non-negative, definite stabilizing solutions of the periodic Riccati and Lyapunov matrix differential equations are proposed in this paper. First, periodic coefficients are expanded in terms of Fourier series to solve the time-varying periodic Riccati differential equation, and the state transition matrix of the associated Hamiltonian system is evaluated precisely with sine and cosine series. By introducing the Riccati transformation method, recursive matrix formulas are derived to solve the periodic Riccati differential equation, which is composed of four blocks of the state transition matrix. Second, two numerical sub-methods for solving Lyapunov differential equations with time-varying periodic coefficients are proposed, both based on Fourier series expansion and the recursive matrix formulas. The former algorithm is a dimension expanding method, and the latter one uses the solutions of the homogeneous periodic Riccati differential equations. Finally, the efficiency and reliability of the proposed algorithms are demonstrated by four numerical examples.