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We study existence, uniqueness and computability of solutions for a class of discrete time recursive utilities models. By combining two streams of the recent literature on recursive preferences---one that analyzes principal eigenvalues of…

Economics · Quantitative Finance 2019-04-24 Jaroslav Borovicka , John Stachurski

We study a nonlinear and nonlocal elliptic equation posed on the flat torus. While constant solutions always exist, we show that uniqueness fails in general. Using spectral analysis and the Crandall--Rabinowitz bifurcation theorem, we prove…

Analysis of PDEs · Mathematics 2026-02-04 Adrian Muntean , Giulia Rui

This work is devoted to the study of the existence and sign of Green's functions for first order linear problems with constant coefficients and initial (one point) conditions. We first prove a result on the existence of solutions of $n$-th…

Classical Analysis and ODEs · Mathematics 2017-07-05 Alberto Cabada , F. Adrián F. Tojo

A previous article was devoted to an analysis of the symmetry properties of a class of first-order delay ordinary differential systems (DODSs). Here we concentrate on linear DODSs. They have infinite-dimensional Lie point symmetry groups…

Mathematical Physics · Physics 2018-05-09 Vladimir A. Dorodnitsyn , Roman Kozlov , Sergey V. Meleshko , Pavel Winternitz

This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…

Probability · Mathematics 2014-01-30 Weiyin Fei

By means of classical fixed point index, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of Hammerstein integral equations where the nonlinearities are allowed to…

Classical Analysis and ODEs · Mathematics 2017-12-08 Gennaro Infante , Feliz Minhós

Pointing out the difference between the Discrete Nonlinear Schr\"odinger equation with the classical power law nonlinearity-for which solutions exist globally, independently of the sign and the degree of the nonlinearity, the size of the…

Pattern Formation and Solitons · Physics 2007-05-23 Nikos I. Karachalios

Two essential methods, the symmetry analysis and of the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations are discussed. The main similarities and differences of these two different…

Mathematical Physics · Physics 2016-08-04 Andronikos Paliathanasis , P. G. L. Leach

The global boundness, existence and uniqueness are presented for the kind of Rosseland equation with a small parameter. This problem comes from conduction-radiation coupled heat transfer in the composites; it's with coefficients of high…

Mathematical Physics · Physics 2011-11-17 QiaoFu Zhang , JunZhi Cui

We study a derivative nonlinear Schr\"{o}dinger equation, allowing non-integer powers in the nonlinearity, $|u|^{2\sigma} u_x$. Making careful use of the energy method, we are able to establish short-time existence of solutions with initial…

Analysis of PDEs · Mathematics 2014-01-29 David M. Ambrose , Gideon Simpson

We provide a complete study of existence and uniqueness (uniqueness up to multiples in the case $\mathbf{d} = \mathbf{0}$) of non-negative and non-trivial solutions $\mathbf{x}$ for the linear system $(\mathbf{I}- \mathbf{A})\mathbf{x} =…

Optimization and Control · Mathematics 2024-02-02 José Carlos Bellido , Luis Felipe Prieto-Martínez

We establish variants of existing results on existence, uniqueness and continuous dependence for a class of delay differential equations (DDE). We apply these to continue the analysis of a differential equation from cell biology with…

Dynamical Systems · Mathematics 2019-03-06 István Balázs , Philipp Getto , Gergely Röst

We discuss the solvability of an infinite system of first order ordinary differential equations on the half line, subject to nonlocal initial conditions. The main result states that if the nonlinearities possess a suitable "sub-linear"…

Classical Analysis and ODEs · Mathematics 2015-03-25 Gennaro Infante , Petru Jebelean , Fadila Madjidi

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin

This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…

Probability · Mathematics 2014-02-28 ShaoYa Xu , ShengJun Fan

Let $F : \mathbb{R}^n \times \mathbb{R}^{N\times n} \rightarrow \mathbb{R}^N$ be a Caratheodory map. In this paper we consider the problem of existence and uniqueness of weakly differentiable global strong a.e. solutions $u: \mathbb{R}^n…

Analysis of PDEs · Mathematics 2014-12-09 Nikos Katzourakis

We prove the existence of solutions to the Cauchy-Dirichlet problem associated with a class of fully nonlinear anisotropic evolution equations. We prove a comparison principle and conclude the uniqueness of solutions. All results are…

Analysis of PDEs · Mathematics 2026-04-21 Antonella Nastasi , Emiliano Peña Ayala , Matias Vestberg

An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…

Analysis of PDEs · Mathematics 2013-02-06 Kenneth L. Kuttler , Ji Li

This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a…

Probability · Mathematics 2019-02-26 Shiqiu Zheng , Gaofeng Zong

This note considers fairly general quasi-homogeneous systems of first-order nonlinear ODEs and homogeneous systems of second-order nonlinear ODEs that contain arbitrary functions of several arguments. It presents several exact solutions to…

Exactly Solvable and Integrable Systems · Physics 2021-07-23 Andrei D. Polyanin , Alexei I. Zhurov
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