Related papers: Peak Effects in Stable Linear Difference Equations
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…
This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…
Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…
We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…
Boundary value problems for linear stationary dispersive equations of order $2l+1$, $l\in \mathbb{N}$ have been considered on finite intervals $(0,L)$. The existence and uniqueness of regular solutions have been established for general…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
We consider the nonlinear Schr\"odinger equation on a unit ball in one and two dimensions with Dirichlet boundary conditions, which have stabilizing effect on solutions behavior. In particular, we confirm that the ground state solutions are…
We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…
We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions $f$ and transition kernels $Q$ for time-inconsistent stopping problems under nonexponential discounting in discrete time. First,…
This paper provides two results that are useful in the study of the existence and the stability properties of a periodic solution for a given dynamical system. The first result deals with scalar time-periodic systems and establishes the…
Stability and boundedness analysis for vector nonlinear systems with variable delays and coefficients remains challenging due to the conservatism of existing methods. Moreover, estimates of the transient behavior of solution norms remain…
A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…
We assume that to zero order in the Knudsen number the deviation of the entropy from a background value vansishes. We then show that adding a super-Burnett term we obtain a stable state of rest. The resulting equations have the same form as…
In this work we provide conditions for the existence of solutions to nonlinear boundary value problems of the form \begin{equation*} y(t+n)+a_{n-1}(t)y(t+n-1)+\cdots a_0(t)y(t)=g(t,y(t+m-1)) \end{equation*} subject to \begin{equation*}…