Related papers: Integral equations for Rost's reversed barriers: e…
We provide a theory to establish the existence of nonzero solutions of perturbed Hammerstein integral equations with deviated arguments, being our main ingredient the theory of fixed point index. Our approach is fairly general and covers a…
We consider systems of backward stochastic differential equations with c\`adl\`ag upper barrier $U$ and oblique reflection from below driven by an increasing continuous function $H$. Our equations are defined on general probability spaces…
In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-continuous). By a comparison theorem establish here for…
The operator of double differentiation on a finite interval with Robin boundary conditions perturbed by the composition of a Volterra convolution operator and the differentiation one is considered. We study the inverse problem of recovering…
We present a rigorous theory of a unified and simple inverse scattering transform (IST) for both focusing and defocusing real nonlocal (reverse-space-time) modified Korteweg-de Vries (mKdV) equations with non-zero boundary conditions…
Nonlinear integrable models with two spatial and one temporal variables: Kadomtsev-Petviashvili equation and two-dimensional Toda lattice are investigated on the subject of correct formulation for boundary problem that can be solved within…
Hybrid inverse problems are mathematical descriptions of coupled-physics (also called multi-waves) imaging modalities that aim to combine high resolution with high contrast. The solution of a high-resolution inverse problem, a first step…
Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…
We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…
We study the problem of existence of solutions for generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under weaker assumptions on the data. Roughly speaking we show the existence of a…
A monotone iterative method is proposed to solve nonlinear discrete boundary value problems with the support of upper and lower solutions. We establish some new existence results. Under some sufficient conditions, we establish maximum…
In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…
The initial value problem for the general coupled Hirota system with nonzero boundary conditions at infinity is solved by reporting a rigorous theory of the inverse scattering transform. With the help of a suitable uniformization variable,…
We present the solution to an inverse problem arising in the context of finding a distribution function for a specific collisionless plasma equilibrium. The inverse problem involves the solution of two integral equations, each having the…
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…
This paper is concerned with analysis of electromagnetic wave scattering by an obstacle which is embedded in a two-layered lossy medium separated by an unbounded rough surface. Given a dipole point source, the direct problem is to determine…
We consider the time-harmonic elastic wave scattering from a general (possibly anisotropic) inhomogeneous medium with an embedded impenetrable obstacle. We show that the impenetrable obstacle can be effectively approximated by an isotropic…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the…
The reverse space-time (RST) Sine-Gordon, Sinh-Gordon and nonlinear Schr\"odinger equations were recently introduced and shown to be integrable infinite-dimensional dynamical systems. The inverse scattering transform (IST) for rapidly…