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We study the systems of ordinary differential equations which are implicit with respect to the higher derivatives, appearing in the linear form, and their solutions near the singular points. The invertibility of the higher derivatives…

Mathematical Physics · Physics 2007-05-23 M. V. Pomazanov

A novel method for finding the eigenvalues of a Sturm-Liouville problem is developed. Following the minimalist approach the problem is transformed to a single first-order differential equation with appropriate boundary conditions. Although…

Mathematical Physics · Physics 2024-06-13 Nektarios Vlahakis

In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…

Numerical Analysis · Mathematics 2018-06-04 Dang Quang A , Dang Quang Long

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

We consider a quasilinear KdV equation that admits compactly supported traveling wave solutions (compactons). This model is one of the most straightforward instances of degenerate dispersion, a phenomenon that appears in a variety of…

Analysis of PDEs · Mathematics 2018-01-03 Pierre Germain , Benjamin Harrop-Griffiths , Jeremy Marzuola

In this short note we shall construct infinite many nontrivial entire solutions to Donaldson's equation. We shall also prove a Liouville type theorem for entire solutions of the Donaldson equation. We believe that one should be able to…

Analysis of PDEs · Mathematics 2010-06-28 Weiyong He

This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We first determine conditions for strict positivity of the density…

Probability · Mathematics 2014-01-16 Fabrice Baudoin , Eulalia Nualart , Cheng Ouyang , Samy Tindel

A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…

Mathematical Physics · Physics 2019-02-18 Caleb G. Wagner , Richard Beals

We recall a uniqueness theorem of E. B. Vul pertaining to a version of the cosine transform originating in spectral theory. Then we point out an application to the Bernstein approximation problem with non-symmetric weights: a theorem of…

Classical Analysis and ODEs · Mathematics 2021-09-28 Sasha Sodin

We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path $W$ of finite $q$-variation for $q \in [1, 2)$ and by Brownian motion $B$. To distinguish between integration of…

Probability · Mathematics 2025-05-28 Dirk Becherer , Yuchen Sun

We study uniqueness properties of solutions of Schr\"odinger equations. The aim is to obtain sufficient conditions on the decay behavior of the difference of two solution $u_1-u_2$ of the equation at two different times $t_0=0$ and $t_1=1$…

Analysis of PDEs · Mathematics 2016-09-07 L. Escauriaza , C. E. Kenig , G. Ponce , L. Vega

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

Probability · Mathematics 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

We consider a variational problem with boundary singularity and Dirichlet condition. We give a blow-up analysis for sequences of solutions of an equation with exponential nonlinearity. Also, we derive a compactness criterion under some…

Analysis of PDEs · Mathematics 2018-10-26 Samy Skander Bahoura

We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…

Probability · Mathematics 2026-04-24 Sara Mazzonetto , Benoît Nieto

We investigate the linearized KdV equation on a metric tree consisting of three different types of bonds: incoming unbounded root, two finite bonds, and four outgoing unbounded bonds. Under natural assumptions at the vertices, we obtain the…

Analysis of PDEs · Mathematics 2021-08-11 Maqsad. I. Akhmedov , Doniyor Babajanov , Marks Ruziboev

We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…

Probability · Mathematics 2015-09-18 Jim Pitman , Wenpin Tang

We present a maximal class of analytic functions, elements of which are in one-to-one correspondence with their asymptotic expansions. In recent decades it has been realized (B. Malgrange, J. Ecalle, J.-P. Ramis, Y. Sibuya et al.), that the…

Classical Analysis and ODEs · Mathematics 2015-08-04 D. W. H. Gillam , V. Gurarii

In this paper, we study the existence and uniqueness of solutions to the fully coupled nonlinear forward-backward stochastic differential equations driven by G-Brownian motion. Assuming that the diffusion coefficient $\sigma$ is uniformly…

Probability · Mathematics 2021-04-15 Huan Lu , Yongsheng Song

We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…

Probability · Mathematics 2010-03-31 Rachid Belfadli , Said Hamadéne , Youssef Ouknine

We proof a uniqueness and periodicity theorem for bounded solutions of uniformly elliptic equations in certain unbounded domains.

Analysis of PDEs · Mathematics 2007-11-21 Matthias Bergner , Jens Dittrich