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The representation of the solution of some Backward Stochastic Differential Equation as an infinite series is obtained. Some exactly solvable examples are considered.

Probability · Mathematics 2022-10-03 Revaz Tevzadze

The existence of a formal particular solution (family of solutions) of oscillating type under certain conditions has been proved for the quasi-linear ordinary differential equations system. The asymptotic nature of this solution (the family…

Classical Analysis and ODEs · Mathematics 2013-07-01 Kirill Vadimovich Amelkin , Alexander Vasilevich Kostin

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…

Methodology · Statistics 2016-11-02 Matthew Plumlee , V. Roshan Joseph

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…

Dynamical Systems · Mathematics 2017-02-10 David Cheban , Zhenxin Liu

In a normed space setting, this paper studies the conditions under which the projected solutions to a quasi equilibrium problem with non-self constraint map exist. Our approach is based on an iterative algorithm which gives rise to a…

Optimization and Control · Mathematics 2023-09-06 Monica Bianchi , Enrico Miglierina , Maede Ramazannejad

The notion of asymptotic unpredictability was recently introduced in (Commun. Nonlinear Sci. Numer. Simul. 134, 108029, 2024) for semiflows. Likewise unpredictable trajectories, asymptotically unpredictable ones are also capable of…

Dynamical Systems · Mathematics 2024-10-08 Mehmet Onur Fen , Fatma Tokmak Fen

In this paper, we investigate a class of nonlinear impulsive stochastic differential evolution equations with infinite delay in Banach space. Based on the Krasnoselskii's fixed point theorem, sufficient conditions of the existence of the…

Dynamical Systems · Mathematics 2016-09-07 Shufen Zhao , Minghui Song

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan

A unified approach, for solving a wide class of single and many-body quantum problems, commonly encountered in literature is developed based on a recently proposed method for finding solutions of linear differential equations. Apart from…

Quantum Physics · Physics 2007-05-23 N. Gurappa , Prasanta K. Panigrahi , R. Atre , T. Shreecharan

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

We develop a theory of self-similar solutions to the critical surface quasi-geostrophic equations. We construct self-similar solutions for arbitrarily large data in various regularity classes and demonstrate, in the small data regime,…

Analysis of PDEs · Mathematics 2021-11-16 Dallas Albritton , Zachary Bradshaw

In this paper, under Acquistpace-Terreni conditions, we make extensive use of interpolation spaces and exponential dichotomy techniques to obtain the existence of weighted pseudo almost periodic solutions to some classes of nonautonomous…

Analysis of PDEs · Mathematics 2013-03-12 Toka Diagana

We prove sharp asymptotic estimates for the gradient of positive solutions to certain nonlinear $p$-Laplace equations in Euclidean space by showing symmetry and uniqueness of positive solutions to associated limiting problems.

Analysis of PDEs · Mathematics 2024-07-29 Ramya Dutta , Pierre-Damien Thizy

This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Huizhong Appleby-Wu , Xuerong Mao

Asymptotic properties of solutions of difference equation of the form \[ \Delta^m(x_n+u_nx_{n+k})=a_nf(n,x_{\sigma(n)})+b_n \] are studied. We give sufficient conditions under which all solutions, or all solutions with polynomial growth, or…

Classical Analysis and ODEs · Mathematics 2014-05-09 Janusz Migda

This paper reports on a new algorithm to compute the asymptotic solutions of a linear differential system. A feature of the algorithm is the ability to accommodate periodic coefficients.

Spectral Theory · Mathematics 2025-10-20 B. M. Brown , M. S. P. Eastham , D. K. R. McCormack

In this paper, we prove the existence of asymptotic speed of solutions to fully nonlinear, possibly degenerate parabolic partial differential equations in a general setting. We then give some explicit examples of equations in this setting…

Analysis of PDEs · Mathematics 2018-08-21 Yoshikazu Giga , Hiroyoshi Mitake , Takeshi Ohtsuka , Hung V. Tran
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