L p Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

In this article, we study one-dimensional backward stochastic differential equations with continuous coefficients. We show that if the generator f is uniformly continuous in (y, z), uniformly with respect to (t, ω), and if the terminal value ξ ∈L ^p (Ω, ? _T , P) with 1 < p ≤ 2, the backward stochastic differential equation has a unique L ^p solution.     

Anti‐periodic solutions for evolution equations with mappings in the class (S+)

In this paper, we study the existence of anti‐periodic solutions for the first order evolution equation in a Hilbert space H, where G : H → ? is an even function such that ?G is a mapping of class (S₊) and f : ? → ? satisfies f(t + T) = –f(t) for any t ∈ ? with f(·) ∈ L²(0, T; H). (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Propagation of Regularity and Decay of Solutions to the k-Generalized Korteweg-de Vries Equation

We study special regularity and decay properties of solutions to the IVP associated to the k-generalized KdV equations. In particular, for datum u ₀ ∈ H ^3/4+ (?) whose restriction belongs to H ^l ((b, ∞)) for some l ∈ ?⁺ and b ∈ ? we prove that the restriction of the corresponding solution u(·, t) belongs to H ^l ((β, ∞)) for any β ∈ ? and any t ∈ (0, T). Thus, this type of regularity propagates with infinite speed to its left as time evolves.     

Inverse Problems for Time-Dependent Singular Heat Conductivities: Multi-Dimensional Case

We consider an inverse boundary value problem for the heat equation ? _t u = div (γ? _x u) in (0, T) × Ω, u = f on (0, T) × ?Ω, u| _t=0 = u ₀, in a bounded domain Ω ? ? ⁿ , n ≥ 2, where the heat conductivity γ(t, x) is piecewise constant and the surface of discontinuity depends on time: γ(t, x) = k ² (x ∈ D(t)), γ(t, x) = 1 (x ∈ Ω?D(t)). Fix a direction e* ∈ 𝕊 ^n?1 arbitrarily. Assuming that ?D(t) is strictly convex for 0 ≤ t ≤ T, we show that k and sup {e*·x; x ∈ D(t)} (0 ≤ t ≤ T), in particular D(t) itself, are determined from the Dirichlet-to-Neumann map : f → ?_ν u(t, x)|_{(0, T)×?Ω}. The knowledge of the initial data u ₀ is not used in the proof. If we know min_0≤t≤T (sup _x∈D(t) x·e*), we have the same conclusion from the local Dirichlet-to-Neumann map. Numerical examples of stationary and moving circles inside the unit disk are shown. The results have applications to nondestructive testing. Consider a physical body consisting of homogeneous material with constant heat conductivity except for a moving inclusion with different conductivity. Then the location and shape of the inclusion can be monitored from temperature and heat flux measurements performed at the boundary of the body. Such a situation appears for example in blast furnaces used in ironmaking.     

Fourier-Integral-Operator Approximation of Solutions to First-Order Hyperbolic Pseudodifferential Equations I: Convergence in Sobolev Spaces

An approximation Ansatz for the operator solution, U(z′,z), of a hyperbolic first-order pseudodifferential equation, ? _z  + a(z,x,D _x ) with Re (a) ≥ 0, is constructed as the composition of global Fourier integral operators with complex phases. An estimate of the operator norm in L(H ^(s),H ^(s)) of these operators is provided, which yields a convergence result for the Ansatz to U(z′,z) in some Sobolev space as the number of operators in the composition goes to ∞.     

Initially and eventually dominating nonoscillatory solutions in integro-differential difference equations

For the system T′(t) + p(t) T(t) + q(t) T(t ? τ) = ∝₀^tK(t ? μ) T(μ) dμ for t ? 0, T(t) = g(t) for t ∈ [?τ, 0], conditions have been obtained which ensure that a solution of this system is dominated by a nonoscillatory solution in the interval ¦τ, ∞).     

Runge–Kutta Methods for Systems of Differential Equation with Piecewise Continuous Arguments: Convergence and Stability

This work deals with the convergence and stability of Runge–Kutta methods for systems of differential equation with piecewise continuous arguments x^′(t) = Px(t)+Qx([t+1∕2]) under two cases for coe?cient matrix. First, when P and Q are complex matrices, the su?cient condition under which the analytic solution is asymptotically stable is given. It is proven that the Runge–Kutta methods are convergent with order p. Moreover, the su?cient condition under which the analytical stability region is contained in the numerical stability region is obtained. Second, when P and Q are commutable Hermitian matrices, using the theory of characteristic, the necessary and su?cient conditions under which the analytic solution and the numerical solution are asymptotically stable are presented, respectively. Furthermore, whether the Runge–Kutta methods preserve the stability of analytic solution are investigated by the theory of Padé approximation and order star. To demonstrate the theoretical results, some numerical experiments are adopted.     

A New Approach to the Creation and Propagation of Exponential Moments in the Boltzmann Equation

We study the creation and propagation of exponential moments of solutions to the spatially homogeneous d-dimensional Boltzmann equation. In particular, when the collision kernel is of the form |v ? v _*|^β b(cos (θ)) for β ∈ (0, 2] with cos (θ) = |v ? v _*|^?1(v ? v _*)·σ and σ ∈ 𝕊 ^d?1, and assuming the classical cut-off condition b(cos (θ)) integrable in 𝕊 ^d?1, we prove that there exists a > 0 such that moments with weight exp (amin {t, 1}|v|^β) are finite for t > 0, where a only depends on the collision kernel and the initial mass and energy. We propose a novel method of proof based on a single differential inequality for the exponential moment with time-dependent coefficients.     

Existence of a weak solution to the Navier–Stokes equation in a general time‐varying domain by the Rothe method

We assume that Ω^t is a domain in ?³, arbitrarily (but continuously) varying for 0?t?T. We impose no conditions on smoothness or shape of Ω^t. We prove the global in time existence of a weak solution of the Navier–Stokes equation with Dirichlet's homogeneous or inhomogeneous boundary condition in Q_{[0, T)} := {( x , t);0?t?T, x ∈Ω^t}. The solution satisfies the energy‐type inequality and is weakly continuous in dependence of time in a certain sense. As particular examples, we consider flows around rotating bodies and around a body striking a rigid wall. Copyright © 2008 John Wiley & Sons, Ltd.     

Second order BVPs with state dependent impulses via lower and upper functions

The paper deals with the following second order Dirichlet boundary value problem with p ∈ ? state-dependent impulses: z″(t) = f (t,z(t)) for a.e. t ∈ [0, T], z(0) = z(T) = 0, z′(τ _i +) ? z′(τ _i ?) = I _i (τ _i , z(τ _i )), τ _i = γ _i (z(τ _i )), i = 1,..., p. Solvability of this problem is proved under the assumption that there exists a well-ordered couple of lower and upper functions to the corresponding Dirichlet problem without impulses.     

Oscillation of Second-Order Differential Equations with Mixed Argument

Our aim in this paper is to present a sufficient condition for the oscillation of the second order differential equation with mixed argument [formula] We compare (*) with the first order advanced equation of the form z′(t) − q₂(t)z(σ(t)) = 0.     

Viscosity Approximation Methods for Multivalued Mappings in Banach Spaces

Let K be a nonempty closed and convex subset of a real reflexive Banach space X that has weakly sequentially continuous duality mapping J. Let T: K → K be a multivalued non-expansive non-self-mapping satisfying the weakly inwardness condition as well as the condition T(y) = {y} for any y ∈ F(T) and such that for a contraction f: K → K and any t ∈ (0, 1), there exists x _t  ∈ K satisfying x _t  ∈ tf(x _t ) + (1 ? t)Tx _t . Then it is proved that {x _t } ? K converges strongly to a fixed point of T, which is also a solution of certain variational inequality. Moreover, the convergence of two explicit methods are also investigated.     

Approximation Methods for a Common Fixed Point of a Finite Family of Nonexpansive Mappings

Let K be a nonempty closed and convex subset of a real Banach space E. Let T: K → E be a continuous pseudocontractive mapping and f:K → E a contraction, both satisfying weakly inward condition. Then for t ? (0, 1), there exists a sequence {y _t } ? K satisfying the following condition: y _t  = (1 ? t)f(y _t ) + tT(y _t ). Suppose further that {y _t } is bounded or F(T) ≠  and E is a reflexive Banach space having weakly continuous duality mapping J _? for some gauge ?. Then it is proved that {y _t } converges strongly to a fixed point of T, which is also a solution of certain variational inequality. Moreover, an explicit iteration process that converges strongly to a common fixed point of a finite family of nonexpansive mappings and hence to a solution of a certain variational inequality is constructed.     

Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity

Abstract

It may happen that there is not a finite maximum order bound for numerical approximations of stochastic processes X = (X _t : 0 ≤ t ≤ T) satisfying Stratonovich stochastic differential equations (SDEs) with some commutative structure along an appropriate functional V(t, X _t ). This statement can be proven with respect to the concept of mean square convergence under the assumption of “infinite smoothness” of drift a(t, x) and diffusion coefficients b ^j (t, x) and with finite initial second moments. As a result, we obtain an infinite series expansion of the conditional expectation 𝔼[V(t, X _t )|? _t ^N ] on any fixed finite time interval [0, T], provided that the information is collected by discretized σ‐field ? _T ^N  = σ{W _{t 0} , W _{t 1} , …, W _{t N?1} , W _T } at N + 1 given time instants t _i  ∈ [0, T] with t ₀ ≤ t ₁ ≤ ··· ≤ t _N?1 ≤ t _N  = T.     

On the Laplace Transform of Radial Functions

Let ?(t) (t ∈ R ⁿ be a radial function. Let f(z) be the Laplace transform of ?(t). Then a theorem due to A. Gonzá Domínguez shows that f(z) can be expressed as a Hankel transform. I prove two representation formulae which express the Laplace transform of radial functions by means of the mth-order derivative of the Hankel transform of order 0 and ? ½.     

Asymptotic behavior of solutions to the perturbed simple pendulum problems with two parameters

We consider the perturbed simple pendulum equation –u ″(t) + μ |u (t)|^{p –1}u (t) = λ sin u (t), t ∈ I ? (–T, T), u (t) > 0, t ∈ I, u (±T) = 0, where p > 1 is a constant,λ > 0 and μ ∈ R are parameters. The purpose of this paper is to clarify the structure of the solution set. To do this, we study precisely the asymptotic shape of the solutions when λ ? 1 as well as the asymptotic behavior of variational eigenvalue μ (λ) as λ → ∞. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the number of singular points of weak solutions to the Navier‐Stokes equations

We consider a suitable weak solution to the three‐dimensional Navier‐Stokes equations in the space‐time cylinder Ω × ]0, T[. Let Σ be the set of singular points for this solution and Σ (t) ≡ {(x, t) ∈ Σ}. For a given open subset ω ? Ω and for a given moment of time t ∈]0, T[, we obtain an upper bound for the number of points of the set Σ(t) ? ω. © 2001 John Wiley & Sons, Inc.     

Parameter-dependent operator equations of the Riccati type with application to transport theory

We obtain an existence result for global solutions to initial-value problems for Riccati equations of the form R′(t) + TR(t) + R(t)T = T^ρ A(t)T^1?ρ + T^ρ B(t)T^1?ρ R(t) + R(t)T^ρC(t) T^1?ρ + R(t)T^ρD(t)T^1?ρ R(t), R(0)=R₀, where 0 ? ρ ? 1 and where the functions R and A through D take on values in the cone of non-negative bounded linear operators on L¹ (0, W; μ). T is an unbounded multiplication operator. This problem is of particular interest in case ρ = 1 since it arisess in the theories of particle transport and radiative transfer in a slab. However, in this case there are some serious difficulties associated with this equation, which lead us to define a solution for the case ρ = 1 as the limit of solutions for the cases 0 < ρ < 1.     

A nonlinear evolution system with two subdifferentials and monotone differential games

It is shown that the first order multivalued equation for V = V(t, x, y, z) involving the sum of two subdifferentials composed with the partials of V (V_t +f(t, x, y, z) · ▽_xV + β(V_y) + γ(V_z) + h(t, x, y, z) ? 0 a.e.) has a Lipschitz solution. This solution is shown to be the value of a differential game in which the players are restricted to choosing monotone nondecreasing functions of time. Accordingly, the multivalued equation is interpreted as the corresponding Hamilton-Jacobi equation of the game.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.