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We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…
We consider the nonlinear Cauchy problem for $ \Psi $- Hilfer fractional differential equations and investigate the existence, interval of existence and uniqueness of solution in the weighted space of functions. The continuous dependence of…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
We consider the Cauchy problem for fractional semilinear heat equations with supercritical nonlinearities and establish both necessary conditions and sufficient conditions for local-in-time solvability. We introduce the notion of a…
It is well known that Cauchy problem for Laplace equations is an ill-posed problem in Hadamard's sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution,…
The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…
In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…
We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
We consider the Cauchy problem of the higher-order KdV-type equation: \[ \partial_t u + \frac{1}{\mathfrak{m}} |\partial_x|^{\mathfrak{m}-1} \partial_x u = \partial_x (u^{\mathfrak{m}}) \] where $\mathfrak{m} \ge 4$. The nonlinearity is…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…
We derive the explicit solution operator of an abstract Cauchy problem involving a time-variable coefficient and a fractional power of an almost sectorial operator. The time-variable coefficient is recovered by solving the inverse abstract…
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.