Related papers: A note on "Problem of eigenvalues of stochastic Ha…

In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant case to time-dependent case, proving the existence of a…

In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…

In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential Equation (FBSDE in short), and propose a novel method from…

We consider the bifurcation problem $u'' + \lambda u = N(u)$ with two point boundary conditions where $N(u)$ is a general nonlinear term which may also depend on the eigenvalue $\lambda$. We give a variational characterization of the…

We study quasi-periodic eigenvalue problems that arise in the stability analysis of periodic traveling wave solutions to Hamiltonian PDEs. We establish bounds on regions in the complex plane when the eigenvalues may deviate from the…

We prove an existence result for Robin boundary value problems modeled on \[ \begin{cases} \Delta u + |\nabla u|^2 + \lambda f(x) = 0 & \text{in } \Omega \\ \frac{\partial u}{\partial \nu} + \beta u = 0 & \text{on } \partial\Omega…

In this work, given $p\in (1,\infty)$, we prove the existence and simplicity of the first eigenvalue $\lambda_p$ and its corresponding eigenvector $(u_p,v_p)$, for the following local/nonlocal PDE system \begin{equation}\label{Eq0} \left\{…

In this paper, we study the solvability of a class of multi-dimensional forward backward stochastic differential equations (FBSDEs) with oblique reflection and unbounded stopping time. Under some mild assumptions on the coefficients in such…

Consider a linear autonomous Hamiltonian system with a time periodic bound state solution. In this paper we study the structural instability of this bound state ^M relative to time almost periodic perturbations which are small, localized…

The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

The aim of this work is to extend the results from [B2] on local eigenvalue spacings to certain 1D lattice Schrodinger with a Bernoulli potential. We assume the disorder satisfies a certain algebraic condition that enables one to invoke the…

If a single particle obeys non-relativistic QM in R^d and has the Hamiltonian H = - Delta + f(r), where f(r)=sum_{i = 1}^{k}a_ir^{q_i}, 2\leq q_i < q_{i+1}, a_i \geq 0$, then the eigenvalues E = E_{n\ell}^{(d)}(\lambda) are given…

In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs). The recursive cost functionals are defined by controlled fully coupled FBSDEs. We study two cases of…

In this paper we study the eigenvalue problems for a nonlocal operator of order $s$ that is analogous to the local pseudo $p-$Laplacian. We show that there is a sequence of eigenvalues $\lambda_n \to \infty$ and that the first one is…

In this study, we consider a boundary value problem generated by the Sturm-Liouville problem with a frozen argument and with non-separated boundary conditions on a time scale. Firstly, we present some solutions and characteristic function…

Let $\Omega\subset\mathbb{R}^{n}$ be a smooth bounded domain and $m\in C(\overline{\Omega})$ be a sign-changing weight function. For $1<p<\infty$, consider the eigenvalue problem $$ \left\{ \begin{array} [c]{ll} -\Delta_{p}u=\lambda…

We study the eigenvalue problem for a system of fractional $p-$Laplacians, that is, $$ \begin{cases} (-\Delta_p)^r u = \lambda\dfrac{\alpha}p|u|^{\alpha-2}u|v|^{\beta} &\text{in } \Omega,\vspace{.1cm} (-\Delta_p)^s u =…

The Eigenvalue Moment Method (EMM), Handy (2001), Handy and Wang (2001)) is applied to the $H_\alpha \equiv P^2 + iX^3 + i\alpha X$ Hamiltonian, enabling the algebraic/numerical generation of converging bounds to the complex energies of the…

Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach…