Existence theorems for nonlinear functional differential equations of neutral type

Conditions are found upon satisfaction of which the differential equation

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

We study the approximation of stochastic differential equations on domains. For this, we introduce modified Itô–Taylor schemes, which preserve approximately the boundary domain of the equation under consideration. Assuming the existence of a unique non-exploding solution, we show that the modified Itô–Taylor scheme of order γ has pathwise convergence order γ ? ε for arbitrary ε > 0 as long as the coefficients of the equation are sufficiently differentiable. In particular, no global Lipschitz conditions for the coefficients and their derivatives are required. This applies for example to the so called square root diffusions.     

On two-point boundary value problems for systems of higher-order ordinary differential equations with singularities

The sufficient conditions of solvability and unique solvability of the two-point boundary value problems of Vallèe-Poussin and Cauchy-Niccoletti have been found for a system of ordinary differential equations of the form

Kneser-type oscillation criteria for self-adjoint two-term differential equations

It is proved that the even-order equationy ⁽²ⁿ⁾ +p(t)y=0 is (n,n) oscillatory at if

Remarks on extremal solutions of differential equations with advanced argument

We show the existence of absolutely continuous extremal solutions to the problemx′(t)=f(t, x)h(t)))+g(t)),x(0)=x ₀, whereh is an arbitrary continuous deviated argument. Conditions for the uniqueness of solutions are given. Research partialy supported by grant UG BW 5100 - 5 - 0143 - 4     

Periodic boundary value problem of functional differential equations with perturbation

By coincidence degree, the existence of solution to the periodic boundary value problem of functional differential equations with perturbation     

Oscillation of forced neutral differential equations with positive and negative coefficients

In this paper the forced neutral difterential equation with positive and negative coefficients d/dt [x(t)-R(t)x(t-r)] P(t)x(t-x)-Q(t)x(t-σ)=f(t),t≥t0,is considered,where f∈L^1(t0,∞)交集C([t0,∞],R^ )and r,x,σ∈(0,∞),The sufficient conditions to oscillate for all solutions of this equation are studied.     

Boundedness of solution for an evolution stochastic partial differential equation with measurable coefficients

We establish the boundedness of the solution of a stochastic partial differential equation with measurable coefficients. For this purpose we develop a stochastic analog of the celebrated iteration process invented by Jürgen Moser (July 4, 1928- December 17, 1999) in 1960.     

Some remarks on reverse Hilbert and Hardy-Hilbert type inequalities

In this paper we obtain an extension of discrete Hilbert’s inequality, by using some numerical methods. We shall obtain, in a similar way as Yang did in [10], that the parameter from the kernel can be taken from the interval [3/2, 3). We also compare our findings with existing results, known from the literature.     

On a method to transform algebraic differential equations into universal equations

The paper introduces an algorithm which transforms homogeneous algebraic differential equations into universal differential equations (in the sense of L. A. Rubel) havingC ⁿ (ℝ)-solutions. By applications of the algorithm to different initial equations some new universal differential equations are found, and all the known equations due to R. J. Duffin are rediscovered with this method. Assuming weak conditions one can find Cⁿ(ℝ)-solutionsy of the differential equation close to any continuous function such that 1, with 0 ≤k ₁ <k ₂ < .... <k _s ≤n are linearly independent over the field of real algebraic numbers at the rational points q1,...,qs.     

An analytic approach to stochastic Volterra equations with completely monotone kernels

We apply the semigroup setting of Desch and Miller to a class of stochastic integral equations of Volterra type with completely monotone kernels with a multiplicative noise term; the corresponding equation is an infinite dimensional stochastic equation with unbounded diffusion operator that we solve with the semigroup approach of Da Prato and Zabczyk. As a motivation of our results, we study an optimal control problem when the control enters the system together with the noise.      

Singular solutions of some nonlinear parabolic equations with spatially inhomogeneous absorption

We study the limit behaviour of solutions of with initial data k δ ₀ when k → ∞, where h is a positive nondecreasing function and p > 1. If h(r) = r ^β , β > N(p − 1) − 2, we prove that the limit function u _∞ is an explicit very singular solution, while such a solution does not exist if β ≤  N(p − 1) − 2. If lim inf _{r→ 0} r ² ln (1/h(r))  >  0, u _∞ has a persistent singularity at (0, t) (t ≥  0). If , u _∞ has a pointwise singularity localized at (0, 0).     

Similarity solutions of differential equations for boundary layer approximations in porous media

This paper is concerned with the ordinary differential equation

Bifurcation problems for superlinear elliptic indefinite equations with exponential growth

This paper deals with the existence and the behaviour of global connected branches of positive solutions of the problem

A generalization of an inequality by N. V. Krylov

In Krylov (Journal of the Juliusz Schauder Center 4 (1994), 355–364), a parabolic Littlewood–Paley inequality and its application to an L ^p -estimate of the gradient of the heat kernel are proved. These estimates are crucial tools in the development of a theory of parabolic stochastic partial differential equations (Krylov, Mathematical Surveys and Monographs vol. 64 (1999), 185–242). We generalize these inequalities so that they can be applied to stochastic integrodifferential equations.      

Oscillatory solutions of nonhomogeneous linear differential equations

The complex oscillation of nonhomogeneous linear differential equations with transcendental coefficients is discussed. Results concerning the equation f ^(k)+a _k−1 f ^(k−1)+...+a ₀ f=F where a ₀,...,a _k−i and Fare entire functions, possessing an oscillatory solution subspace in which all solutions (with at most one exception) have infinite exponent of convergence of zeros are obtained. All solutions of the equation are also characterized when the coefficients a ₀,a ₁,...,a _k−1 are polynomials and F=h exp (p ₀), where p ₀ is a polynomial and h is an entire function. Author supported by Max-Planck-Gesellschaft and by NSFC.     

Transformation de Lévy et zéros du mouvement Brownien

In this paper, it is shown that the iterated Lévy transforms ( ⁿ ) of a standard Brownian motion , so defined:

Unbounded solutions of differential equations of second order

In this paper, the existence of unbounded solutions for the following nonlinear asymmetric oscillator

Limit theorems for random walks with dynamical random transitions

Let be an ergodic and conservative non-singular transformation of (, ,m) (thedynamic environment), let _w be a random probability on a locally compact second countable groupG, and define

On coherent systems of type (<Emphasis Type="Italic">n</Emphasis>, <Emphasis Type="Italic">d</Emphasis>, <Emphasis Type="Italic">n</Emphasis> + 1) on Petri curves

We study coherent systems of type (n, d, n + 1) on a Petri curve X of genus g ≥ 2. We describe the geometry of the moduli space of such coherent systems for large values of the parameter α. We determine the top critical value of α and show that the corresponding “flip” has positive codimension. We investigate also the non-emptiness of the moduli space for smaller values of α, proving in many cases that the condition for non-emptiness is the same as for large α. We give some detailed results for g ≤ 5 and applications to higher rank Brill–Noether theory and the stability of kernels of evaluation maps, thus proving Butler’s conjecture in some cases in which it was not previously known. The authors are members of the research group VBAC (Vector Bundles on Algebraic Curves). The first two authors were supported by EPSRC grant GR/T22988/01 for a visit to the University of Liverpool. The second author acknowledges the support of CONACYT grant 48263-F. The third author thanks CIMAT, Guanajuato, México and California State University Channel Islands, where a part of this paper was completed, and acknowledges support from the Academia Mexicana de Ciencias, under its exchange agreement with the Royal Society of London.