Related papers: Exact Solutions for the Singularly Perturbed Ricca…
Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…
We prove the existence, uniqueness, and sharp bilateral pointwise estimates for positive bounded solutions to the Lane--Emden type problem \[ \begin{cases} L u = \sum\limits_{i=1}^{m}\sigma_{i} u^{q_{i}}+\sigma_0, \quad u\geq0 & \text{in }…
This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…
We study differential equations with piecewise constant argument (DEPCA) and establish the existence and uniqueness of remotely almost periodic (RAP) solutions for \[ x'(t)=A(t)x(t)+B(t)x([t])+f(t). \] Under an exponential dichotomy for the…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
The present article investigates the existence, multiplicity and regularity of weak solutions of problems involving a combination of critical Hartree type nonlinearity along with singular and discontinuous nonlinearity. By applying…
The well-known Bielinski-Khalatnikov-Lifshitz (BKL) scenario for the universe near the cosmological singularity is supplemented with a few exact results following from the BKL asymptotic of the Einstein equations: (1) The cosmological…
It has been pointed out in the work [F. Gozzi et.al., \emph{Arch. Ration. Mech. Anal.} {163}(4) (2002), 295--327] that the existence and uniqueness of viscosity solutions to the first-order Hamilton-Jacobi-Bellman equation (HJBE) associated…
In this paper, we give explicit estimates that insure the existence of solutions for first order partial differential operators on compact manifolds, using a viscosity method. In the linear case, an explicit integral formula can be found,…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
We consider a nonhomogeneous Burgers equation with time variable coefficients, and obtain an explicit solution of the general initial value problem in terms of solution to a corresponding linear ODE. Special exact solutions such as…
In this work, we demonstrate that the Bochner integral representation of the Algebraic Riccati Equations (ARE) are well-posed without any compactness assumptions on the coefficient and semigroup operators. From this result, we then are able…
IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.…
We report a solution of the inverse Lagrangian problem for the first order Riccati differential equation by means of an analogy with the Friedmann equation of a suitable Friedmann-Lema\^itre-Robertson-Walker universe in general relativity.…
The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…
The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons…
We consider initial value problems for $\varepsilon^2\,\varphi''+a(x)\,\varphi=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We discuss their efficient numerical integration on coarse grids, but still…
We consider a singularly perturbed fourth-order problem with third-order terms on the unit square. With a formal power series approach, we decompose the solution into solutions of reduced (third-order) problems and various layer parts. The…
In this work we prove the existence of solution for a class of perturbed fractional Hamiltonian systems given by \begin{eqnarray}\label{eq00} -{_{t}}D_{\infty}^{\alpha}(_{-\infty}D_{t}^{\alpha}u(t)) - L(t)u(t) + \nabla W(t,u(t)) = f(t),…
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi…