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This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…

Optimization and Control · Mathematics 2020-10-15 Shuaiqi Zhang , Xun Li , Jie Xiong

Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…

Exactly Solvable and Integrable Systems · Physics 2024-06-03 Andrei D. Polyanin

We study pullback attractors of non-autonomous non-compact dynamical systems generated by differential equations with non-autonomous deterministic as well as stochastic forcing terms. We first introduce the concepts of pullback attractors…

Analysis of PDEs · Mathematics 2012-04-24 Bixiang Wang

We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…

Probability · Mathematics 2018-08-21 Alexei Kulik , Michael Scheutzow

Structure-preserving algorithms for solving conservative PDEs with added linear dissipation are generalized to systems with time-dependent damping/driving terms. This study is motivated by several PDE models of physical phenomena, such as…

Numerical Analysis · Mathematics 2018-04-09 Ashish Bhatt , Brian E. Moore

For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…

Exactly Solvable and Integrable Systems · Physics 2025-01-09 Andrei D. Polyanin , Nikolay A. Kudryashov

This paper is concerned with pullback attractors of the stochastic p-Laplace equation defined on the entire space R^n. We first establish the asymptotic compactness of the equation in L^2(R^n) and then prove the existence and uniqueness of…

Analysis of PDEs · Mathematics 2014-09-30 Andrew Krause , Bixiang Wang

In this paper a family of non-autonomous scalar parabolic PDEs over a general compact and connected flow is considered. The existence or not of a neighbourhood of zero where the problems are linear has an influence on the methods used and…

Dynamical Systems · Mathematics 2021-03-22 Rafael Obaya , Ana Sanz

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

Probability · Mathematics 2023-08-22 Suprio Bhar , Rajeev Bhaskaran , Arvind Kumar Nath

This paper proposes an adaptive timestep construction for an Euler-Maruyama approximation of SDEs with a drift which is not globally Lipschitz. It is proved that if the timestep is bounded appropriately, then over a finite time interval the…

Numerical Analysis · Mathematics 2016-09-27 Wei Fang , Michael Bryce Giles

This paper is mainly concerned with the robustly stable adaptive control of single-input single-output impulse-free linear time-invariant singular dynamic systems of known order and unknown parameterizations subject to single external point…

Optimization and Control · Mathematics 2008-04-07 M. De la Sen

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…

Probability · Mathematics 2025-05-28 Jianhai Bao , Yue Wu

Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…

Mathematical Physics · Physics 2015-03-19 Luisiana Xavier Cundin , Norman Barsalou

An equilibrium of a delay differential equation (DDE) is absolutely stable, if it is locally asymptotically stable for all delays. We present criteria for absolute stability of DDEs with discrete time-delays. In the case of a single delay,…

Dynamical Systems · Mathematics 2021-03-23 Serhiy Yanchuk , Matthias Wolfrum , Tiago Pereira , Dmitry Turaev

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

Probability · Mathematics 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

In this paper, we consider a discrete restriction associated with KdV equations. Some new Strichartz estimates are obtained. We also establish the local well-posedness for the periodic generalized Korteweg-de Vries equation with nonlinear…

Classical Analysis and ODEs · Mathematics 2011-08-29 Yi Hu , Xiaochun Li

We study the non-autonomous weakly damped wave equation with subquintic growth condition on the nonlinearity. Our main focus is the class of Shatah--Struwe solutions, which satisfy the Strichartz estimates and are coincide with the class of…

Analysis of PDEs · Mathematics 2021-01-19 Jakub Banaśkiewicz , Piotr Kalita

In this note, we consider the nonlocal Cahn-Hilliard equation with constant mobility and singular potential in three dimensional bounded and smooth domains. Given any global solution (whose existence and uniqueness are already known), we…

Analysis of PDEs · Mathematics 2023-03-13 Andrea Giorgini

This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homogenous backward stochastic differential equation with delayed…

Probability · Mathematics 2021-11-30 Auguste Aman , Harouna Coulibaly , Jasmina Djordjevic