Related papers: Some notes to extend the study on random non-auton…
For a well-posed non-selfadjoint indefinite second-order linear elliptic PDE with general coefficients $\mathbf A, \mathbf b,\gamma$ in $L^\infty$ and symmetric and uniformly positive definite coefficient matrix $\mathbf A$, this paper…
In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…
A non-linear Black-Scholes-type equation is studied within counterparty risk models. The classical hypothesis on the uniform Lipschitz-continuity of the non-linear reaction function allows for an equivalent transformation of the semi-linear…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
We provide precise formulations and proofs of two theorems from Darboux's lectures on orthogonal systems. These results provide local existence and uniqueness of solutions to certain types of first order PDE systems where each equation…
We present in this paper a detailed note on the computation of Puiseux series solutions of the Riccatti equation associated with a homogeneous linear ordinary differential equation. This paper is a continuation of [1] which was on the…
Recently, the higher order averaging method for studying periodic solutions of both Lipschitz differential equations and discontinuous piecewise smooth differential equations was developed in terms of Brouwer degree theory. Between the…
In a recent paper, Soner, Touzi and Zhang [20] have introduced a notion of second order backward stochastic differential equations (2BSDEs for short), which are naturally linked to a class of fully non-linear PDEs. They proved existence and…
In this paper a new version of the chain rule for calculating the mean square derivative of a second-order stochastic process is proven. This random operational calculus rule is applied to construct a rigorous mean square solution of the…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
The detailed construction of the general solution of a second order non-homogenous linear operatordifference equation is presented. The wide applicability of such an equation as well as the usefulness of its resolutive formula is shown by…
In this paper we present an algebraic study concerning the general second order linear differential equation with polynomial coefficients. By means of Kovacic's algorithm and asymptotic iteration method we find a degree independent…
Olver and Rosenau studied group-invariant solutions of (generally nonlinear) partial differential equations through the imposition of a side condition. We apply a similar idea to the special case of finite-dimensional Hamiltonian systems,…
In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…
We review our recent work leading to steady-state solutions of the semiclassical (Maxwell-Bloch) equations of a laser. These are coupled non-linear partial differential equations in space and time which have previously been solved either by…
In this paper we study the existence of continuous solutions and their constructions for a second order iterative functional equation, which involves iterate of the unknown function and a nonlinear term. Imposing Lipschitz conditions to…
A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The…
The present paper is devoted to a new criterion for disconjugacy of a second order linear differential equation. Unlike most of the classical sufficient conditions for disconjugacy, our criterion does not involve assumptions on the…
Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…
We consider the final-data problem for systems of nonlinear Schr\"odinger equations with $L^2$ subcritical nonlinearity. An asymptotically free solution is uniquely obtained for almost every randomized asymptotic profile in…