Related papers: Uniqueness of a three-dimensional stochastic diffe…
In this work we investigate the dynamics of the nonlinear DDE (delay-differential equation) x''(t)+x(t-T)+x(t)^3=0 where T is the delay. For T=0 this system is conservative and exhibits no limit cycles. For T>0, no matter how small, an…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
We study two types of unique continuation properties for the higher order Schr\"{o}dinger equation with potential $$ i\partial_tu=(-\Delta_x)^mu+V(t,x)u,\quad(t,x)\in\mathbb{R}^{1+n},\,2\leq m\in\mathbb{N}_+. $$ The first one says if $u$…
Consider stochastic differential equations (SDEs) in $\Rd$: $dX_t=dW_t+b(t,X_t)\d t$, where $W$ is a Brownian motion, $b(\cdot, \cdot)$ is a measurable vector field. It is known that if $|b|^2(\cdot, \cdot)=|b|^2(\cdot)$ belongs to the Kato…
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator…
The 1D Schr\"odinger equation closed with the transparent boundary conditions(TBCs) is known as a successful model for describing quantum effects, and is usually considered with a self-consistent Poisson equation in simulating quantum…
If you are given a simple three-dimensional autonomous quadratic system that has only one stable equilibrium, what would you predict its dynamics to be, stable or periodic? Will it be surprising if you are shown that such a system is…
The Tanaka equation $dX_t={\operatorname{sign}}(X_t)\,dB_t$ is an example of a stochastic differential equation (SDE) without strong solution. Hence pathwise uniqueness does not hold for this equation. In this note we prove that if we…
There exists a well established differential topological theory of singularities of ordinary differential equations. It has mainly studied scalar equations of low order. We propose an extension of the key concepts to arbitrary systems of…
We study exceptional quotient singularities. In particular, we prove an exceptionality criterion in terms of the $\alpha$-invariant of Tian, and utilize it to classify four-dimensional and five-dimensional exceptional quotient…
We derive some 1-D symmetry and uniqueness or non-existence results for nonnegative solutions of some elliptic system in the halfspace $\R^N_+$ in low dimension. Our method is based upon a combination of Fourier series and Liouville…
The solution to systems of moment differential equations of the form $z\partial_my=(zA+B)y$ are provided, for a matrix $B$ with general good spectrum. Existence and convergence of Floquet-type solutions is studied. A generalized definition…
In this paper, we give the existence and uniqueness of the strong solution of one dimensional linear parabolic equation with mixed boundary conditions. The boundary conditions can be any kind of mixed Dirichlet, Neumann and Robin boundary…
We show global uniqueness of the solution to a class of constrained variational problems, using scaling properties. This is used to establish the essential uniqueness of solutions of a large deviations problem in multiple dimensions. The…
In this paper, the space-fractional Schr\"{o}dinger equations with singular potentials are studied. Delta-like or even higher-order singularities are allowed. By using the regularising techniques, we introduce a family of 'weakened'…
In the paper a two-dimensional integro-differential system is considered. Using some variational methods we give sufficient conditions for the existence and uniqueness of a solution to the considered system. Moreover, we show that the…
We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.
For a discrete dynamical system on $\R$ generated by a quadratic function, we show, using elementary computations, that the existence, number, and stability of 3-cycles are determined by a single parameter depending on the coefficients of…
We prove a uniqueness result for weak solutions to the Vlasov-Navier-Stokes system in two dimensions, both in the whole space and in the periodic case, under a mild decay condition on the initial distribution function. The main result is…
The purpose of the current paper is twofold: to some extent it is intended as a review of the recent optimal result in [4] concerning the unique continuation property of solutions to the two-dimensional Zakharov-Kuznetsov equation. On the…