Related papers: Stochastic differential equations of second order …
The existence of numerical solutions to a fourth order singular boundary value problem arising in the theory of epitaxial growth is studied. An iterative numerical method is applied on a second order nonlinear singular boundary value…
We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
This paper is devoted to study the existence of solutions and the monotone method of second-order periodic boundary value problems when the lower and upper solutions $\alpha$ and $\beta$ violate the boundary conditions $…
This paper develops a characterisation of when solutions of forced second order linear differential equations converge to the zero solution of the asymptotically stable and unforced second order equation, or when the solution is bounded,…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…
We discuss several classes of linear second order initial-boundary value problems, where damping terms appear in the main wave equation as well as in the dynamic boundary condition. We investigate their well-posedness and describe some…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
Using min-max inequality we investigate the existence of solutions and thier dependence on parameters for some second order discrete boundary value problem. The approach is based on variational methods and solutions are obtained as saddle…
Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…
We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…
The existence of stationary radial solutions to a partial differential equation arising in the theory of epitaxial growth is studied. Our results depend on the size of a parameter that plays the role of the velocity at which mass is…
In this work we investigate the existence of solutions, their uniqueness and finally dependence on parameters for solutions of second order neutral nonlinear difference equations. The main tool which we apply is Darbo fixed point theorem.
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…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
This article is concerned with the existence and uniqueness of solutions to some fractional order boundary value problems. Our results are based on some fixed point theorems. For the applicability of our results, we provide an example.
This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…