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We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

We consider existence of periodic boundary value problems of nonlinear second order ordinary differential equations. Under certain half Lipschitzian type conditions several existence results are obtained. As applications positive periodic…

Classical Analysis and ODEs · Mathematics 2012-08-28 Yong Zhang

We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…

Probability · Mathematics 2013-10-08 Georgiy Shevchenko

We prove radial symmetry of singular solutions to an overdetermined boundary value problem for a class of degenerate quasilinear elliptic equations.

Analysis of PDEs · Mathematics 2010-11-09 Giovanni Alessandrini , Edi Rosset

A new boundary value problem for partial differential equations is discussed. We consider an arbitrary solution of an elliptic or parabolic equation in a given domain and no boundary conditions are assumed. We study which restrictions the…

Analysis of PDEs · Mathematics 2013-12-17 V. Zh. Sakbaev , I. V. Volovich

We show how to reduce the problem of solving members of a certain family of nonlinear differential equations to that of solving some corresponding linear differential equations.

General Mathematics · Mathematics 2023-05-10 Kerry M. Soileau

There is studied problem on solvability of linear non-homogeneous differential equation of higher even order. There is proved the theorem on necessary and sufficient conditions on existence of solutions to the equation in the Schwartz…

Analysis of PDEs · Mathematics 2017-11-28 Valerii Samoilenko , Yuliia Samoilenko

In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…

Probability · Mathematics 2019-12-10 Shaolin Ji , Haodong Liu

For systems of ordinary differential equations on a compact interval, we study the character of solvability of the most general linear boundary-value problems in Sobolev spaces. We find the indices of these problems and obtain a criterion…

Classical Analysis and ODEs · Mathematics 2019-10-22 Olena Atlasiuk , Vladimir Mikhailets

We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…

Computational Physics · Physics 2009-11-07 S. S. Gousheh , H. R. Sepangi , K. Ghafoori-Tabrizi

We construct an expression for the Green function of a differential operator satisfying nonlocal, homogeneous boundary conditions starting from the fundamental solution of the differential operator. This also provides the solution to the…

Analysis of PDEs · Mathematics 2020-05-22 Vanik E. Mkrtchian , Carsten Henkel

We study a general discrete boundary value problem in Sobolev--Slobodetskii spaces in a plane quadrant and reduce it to a system of integral equations. We show a solvability of the system for a small size of discreteness starting from a…

Analysis of PDEs · Mathematics 2023-04-11 Vladimir Vasilyev , Alexander Vasilyev , Anastasia Mashinets

We use a recently found method to characterise all the invertible fourth-order difference equations linear in the extremal values based on the existence of a discrete Lagrangian. We also give some result on the integrability properties of…

Mathematical Physics · Physics 2019-10-28 Giorgio Gubbiotti

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

Optimization and Control · Mathematics 2013-12-30 Kai Du

We consider parabolic operators of the form $$\partial_t+\mathcal{L},\ \mathcal{L}=-\mbox{div}\, A(X,t)\nabla,$$ in $\mathbb R_+^{n+2}:=\{(X,t)=(x,x_{n+1},t)\in \mathbb R^{n}\times \mathbb R\times \mathbb R:\ x_{n+1}>0\}$, $n\geq 1$. We…

Analysis of PDEs · Mathematics 2016-03-10 Kaj Nyström

Boundary value problems for non-linear parabolic equations with singular potentials are considered. Existence and non-existence results as an application of different Hardy inequalities are proved. Blow-up conditions are investigated too.

Analysis of PDEs · Mathematics 2025-10-14 N. Kutev , T. Rangelov

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Analysis of PDEs · Mathematics 2024-03-28 Ravshan Ashurov , Oqila Muhiddinova

We study linear boundary-value problems for systems of first-order ordinary differential equations with the most general boundary conditions in the normed spaces of continuously differentiable functions on a finite closed interval. The…

Classical Analysis and ODEs · Mathematics 2026-01-05 Vitalii Soldatov

In this article, we study a boundary value problem of a class of singular linear discrete time systems whose coefficients are non-square constant matrices or square with a matrix pencil which has an identically zero determinant. By taking…

Optimization and Control · Mathematics 2015-11-27 Ioannis K. Dassios

In this work, we consider a generalization of the nonlinear Langevin equation of fractional orders with boundary value conditions. The existence and uniqueness of solutions are studied by using results of the fixed point theory. Moreover,…

Analysis of PDEs · Mathematics 2020-04-08 Saeed Kosari , Milad Yadollahzadeh , Zehui Shao , Yongsheng Rao