Related papers: Lipschitz perturbations of differentiable implicit…
We study differential equations $F(y,...,y^{(n)})=0$ where $F(Y_0,...,Y_n)$ is a formal series in $Y_0,...,Y_n$ with coefficients in some field of \emph{generalized power series} $\mathds{K}_r$ with finite rank $r\in\mathbb{N}^*$. Our…
In this paper, we prove a definable version of Kirszbraun's theorem in a non-Archimedean setting for definable families of functions in one variable. More precisely, we prove that every definable function $f : X \times Y \to…
Given an autonomous first order algebraic ordinary differential equation F(y,y')=0, we prove that every formal Puiseux series solution, expanded around any finite point or at infinity, is convergent. The proof is constructive and we provide…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
Let $X, Y$ be complete metric spaces and $E, F$ be Banach spaces. A bijective linear operator from a space of $E$-valued functions on $X$ to a space of $F$-valued functions on $Y$ is said to be biseparating if $f$ and $g$ are disjoint if…
We investigate the value function of the Bolza problem of the Calculus of Variations $$ V (t,x)=\inf \{\int_{0}^{t} L (y(s),y'(s))ds + \phi(y(t)) : y \in W^{1,1} (0,t; R^n) ; y(0)=x \}, $$ with a lower semicontinuous Lagrangian $L$ and a…
We establish the Lipshitz stability estimate in inverse problem of determination of a source term or zero order term in the Schr\"odinger equation with time-dependent coefficients under some non-trapping assumption. Based on this result we…
Further investigations of implicit solutions to non-linear partial differential equations are pursued. Of particular interest are the equations which are Lorentz invariant. The question of which differential equations of second order for a…
The purpose of this survey article is a comprehensive study of operator Lipschitz functions. A continuous function $f$ on the real line ${\Bbb R}$ is called operator Lipschitz if $\|f(A)-f(B)\|\le{\rm const}\|A-B\|$ for arbitrary…
We denote the local ``little" Lipschitz constant of a function $f: {{\mathbb R}}\to { {\mathbb R}}$ by $ {\mathrm{lip}}f$. In this paper we settle the following question: For which sets $E {\subset} { {\mathbb R}}$ is it possible to find a…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
Let $f$ be a real function defined on the interval $[0,1]$ which is constant on $(a,b)\subset [0,1]$, and let $B_nf$ be its associated $n$th Bernstein polynomial. We prove that, for any $x\in (a,b)$, $|B_nf(x)-f(x)|$ converges to $0$ as…
In this paper, we study surfaces $z=\varphi(x,y)$ in Euclidean space that satisfy the equation $\varphi_{xx}+\varphi_{yy}=\frac{\Lambda}{2}$ where $\Lambda\in\r$ is a real constant. We classify these surfaces when they are the zero level…
This article is centered around generalizing a previous implicit function theorem of the author to be applicable for maps f:E sqcap F to F which can be lifted to Keller C^k_pi maps f_i:E sqcap F_i to F_i with F_i Banach and F=projlim F_i .…
In this paper, we study the asymptotic behavior of solutions to a scalar fractional delay differential equations around the equilibrium points. More precise, we provide conditions on the coefficients under which a linear fractional delay…
In this note we find $\lambda>1$ and give an explicit construction of a separable Banach space $X$ such that there is no $\lambda$-Lipschitz retraction from $X$ onto any compact convex subset of $X$ whose closed linear span is $X$. This is…
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linearly and diffusion coefficient obeys the global Lipschitz…
Let $\mathcal{M}$ be a semi-finite von Neumann algebra and let $f: \mathbb{R} \rightarrow \mathbb{C}$ be a Lipschitz function. If $A,B\in\mathcal{M}$ are self-adjoint operators such that $[A,B]\in L_1(\mathcal{M}),$ then…