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In this paper we present a Doob type maximal inequality for stochastic processes satisfying the conditional increment control condition. If we assume, in addition, that the margins of the process have uniform exponential tail decay, we…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…
In this paper, we consider functionals based on moments and non-linear entropies which have a linear growth in time in case of source-type so-lutions to the fast diffusion or porous medium equations, that are also known as Barenblatt…
In this paper we analyze a nonlinear abstract evolution equation with an infinite number of time-dependent time delays and a Lipschitz continuous nonlinear term. By using a fixed point argument we prove the existence of a mild solution.…
In this paper, we consider the second-order equations of Duffing type. Bounds for the derivative of the restoring force are given that ensure the existence and uniqueness of a periodic solution. Furthermore, the stability of the unique…
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…
These lecture notes discuss several related features of the exactly solvable two-dimensional corner growth model with exponentially distributed weights. A key property of this model is the availability of a fairly explicit stationary…
In this work we give a criterion to have an exponential dichotomy over all $\mathbb{R}$ for delayed systems $x'(t)=L(t)x_t$, where $L_{\pm}=\lim_{t\to\pm\infty}L(t)$, and the systems $x'(t)=L_{\pm}x_t$ are autonomous and hyperbolic. The…
We prove that if a solution of the discrete time-dependent Schr\"odinger equation with bounded real potential decays fast at two distinct times then the solution is trivial. For the free Shr\"odinger operator and for operators with…
In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
We consider the discrete nonlinear Schr{\"o}dinger equations on a one dimensional lattice of mesh h, with a cubic focusing or defocusing nonlinearity. We prove a polynomial bound on the growth of the discrete Sobolev norms, uniformly with…
An extensive overview of existing criteria, as well as some new uniform exponential stability tests are included for a scalar delay equation $$ \dot{x}(t)+ \sum_{j=1}^n a_j(t)x(h_j(t))=0. $$ Both cases of continuous and measurable…
The aim of the paper is to show that the solutions to variational problems with non-standard growth conditions satisfy a corresponding variational inequality without any smallness assumptions on the gap between growth and coercitivity…
We present a general framework for constructing singular solutions of nonlinear evolution equations that become singular on a d-dimensional sphere, where d>1. The asymptotic profile and blowup rate of these solutions are the same as those…
We consider the Schr\"odinger equation with a Hamiltonian given by a second order difference operator with nonconstant growing coefficients, on the half one dimensional lattice. This operator appeared first naturally in the construction and…
We present an elementary Functional Analytic proof of the roughness of Exponential Dichotomy of Ordinary Differential Equations (with exponential growth) on an arbitrary Banach Space.
Explicit exponential stability tests are obtained for the scalar neutral differential equation $$ \dot{x}(t)-a(t)\dot{x}(g(t))=-\sum_{k=1}^m b_k(t)x(h_k(t)), $$ together with exponential estimates for its solutions. Estimates for solutions…
It is well-known that the exponential stability of Integral Difference Equations and Delay Difference Equations, in the usual state space of continuous functions, is equivalent to the location of the roots of its associated characteristic…