Regularity for solutions to anisotropic obstacle problems

For Ω a bounded subset of R n,n 2,ψ any function in Ω with values in R∪{±∞}andθ∈W1,(q i)(Ω),let K(q i)ψ,θ(Ω)={v∈W1,(q i)(Ω):vψ,a.e.and v-θ∈W1,(q i)0(Ω}.This paper deals with solutions to K(q i)ψ,θ-obstacle problems for the A-harmonic equation-divA(x,u(x),u(x))=-divf(x)as well as the integral functional I(u;Ω)=Ωf(x,u(x),u(x))dx.Local regularity and local boundedness results are obtained under some coercive and controllable growth conditions on the operator A and some growth conditions on the integrand f.     

Global exixtence and exponential decay estimates for a dampad quasilinear equation

We prove the existence and uniqueness of a global solution of a damped quasilineat hyperbolic equatiion. We apply a method based on a special integral inequality, to show that the solution decays exponentially, and to obtain precise estimates of the constants in estimates.     

Random approximations and random fixed point theorems for random 1-setn-contractive non-self-maps in abstract cones

In this paper, we will prove that the random version of Fan's Theorem [6, Theorem 2] is true for a random hemicompact 1-set-contractive map defined on a closed ball, a sphere and an annulus in cones. This class of random 1-set-contractive map includes random condensing maps, random continuous semicontractive maps, random LANE maps, random nonexpansive maps and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions. Our results are generalizations, improvements or stochastic versions of the recent results obtained by many authors     

Necessary conditions for optimal singular stochastic control problems

In this paper, necessary conditions of optimality, in the form of a maximum principle, are obtained for singular stochastic control problems. This maximum principle is derived for a state process satisfying a general stochastic differential equation where the coefficient associated to the control process can be dependent on the state, extending earlier results of the literature.     

BSDEs and SDEs with time-advanced and -delayed coefficients

ABSTRACT

This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a sufficiently small Lipschitz constant, the existence and uniqueness of such BSDEs is obtained. As an adjoint process, a class of stochastic differential equations (SDEs) is introduced, whose coefficients also depend on the present, the past and the future of its solutions. The existence and uniqueness of such SDEs is proved for a sufficiently small time advance or a sufficiently small Lipschitz constant. A duality between such BSDEs and SDEs is established.     

Approximate Homotopy Symmetry Reduction Method： Infinite Series Reductions to Kawahara Equation

The Kawahara equation is studied through the approximate homotopy symmetry method. Under this method we get the similarity reduction solutions of the Kawahara equation, leading to the corresponding homotopy series solutions. Furthermore, the similarity solutions of the corresponding reduced linear ordinary differential equations are also considered.     

On a finite difference scheme for Burgers’ equation

In this paper we study properties of numerical solutions of Burger’s equation. Burgers’ equation is reduced to the heat equation on which we apply the Douglas finite difference scheme. The method is shown to be unconditionally stable, fourth order accurate in space and second order accurate in time. Two test problems are used to validate the algorithm. Numerical solutions for various values of viscosity are calculated and it is concluded that the proposed method performs well.