Related papers: Linear PDE with Constant Coefficients
We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…
Secondary Calculus is a formal replacement for differential calculus on the space of solutions of a system of possibly non-linear partial differential equations and it is essentially due to Alexandre M. Vinogradov and his collaborators.…
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…
We introduce the ring of partial differential operators with constant coefficients and commensurate time lags (we use the terminology D$\Delta$ operators from now) initially defined by H. Gl\"using-L\"ur\ss en for ordinary $D\Delta$…
Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…
In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA. The Reduction Principle is proved for EPCAG. The structure of the set of solutions is specified. We establish…
In this paper, an algebraic modification of the method of undetermined coefficients for solving nonhomogeneous linear stationary difference equations for quasipolynomial right-hand sides is proposed. Although the classical method of…
We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…
In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…
It is well-known that any solution of the Laplace equation is a real or imaginary part of a complex holomorphic function. In this paper, in some sense, we extend this property into four order hyperbolic and elliptic type PDEs. To be more…
This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…
Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…
We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…
We investigate the initial value problems for non-homogeneous linear differential equations whose solutions are set-valued maps taking values in the space of nonempty compact convex subsets of $\mathbb{R}^2$, denoted by…
In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…
We consider the canonical fundamental systems of solutions of linear homogeneous Caputo fractional differential equations with continuous variable coefficients. Here we gained a series-representation of the canonical fundamental system by…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…