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Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

Let $R$ be a commutative complex unital semisimple Banach algebra with the involution $\cdot ^\star$. Sufficient conditions are given for the existence of a stabilizing solution to the $H^\infty$ Riccati equation when the matricial data has…

Optimization and Control · Mathematics 2011-07-28 Amol Sasane

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

In this paper, we are concerned with the following equation involving higher-order fractional Lapalacian \begin{equation*} \left\{\begin{aligned} &(-\Delta)^{p+{\frac{\alpha}{2}}}u(x)=u_+^\gamma~~ \mbox{ in }\mathbb{R}^n,\\…

Analysis of PDEs · Mathematics 2022-02-04 Zhuoran Du , Zhenping Feng , Jiaqi Hu , Yuan Li

We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term…

Mathematical Physics · Physics 2009-11-07 H. C. Rosu , L. Madueno , J. Socorro

We consider properties of binomial series $\sum_{n=0}^\infty a_n z^{\underline{n}}$, where $z^{\underline{n}}=z(z-1)\cdots(z-n+1)$ and the convergence of binomial series in the complex domain. The order of growth of entire and meromorphic…

Complex Variables · Mathematics 2020-03-12 Katsuya Ishizaki , Zhi-Tao Wen

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…

Dynamical Systems · Mathematics 2013-05-24 Augusto Ferrante , Lorenzo Ntogramatzidis

In our article "A tree of linearisable second-order evolution equations by generalised hodograph transformations" [J. Nonlin. Math. Phys. {\bf 8} (2001), 342-362] we presented a tree of linearisable (C-integrable) second-order evolution…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Marianna Euler , Norbert Euler , Niclas Petersson

In this paper, methods of second order and higher order reverse mathematics are applied to versions of a theorem of Banach that extends the Schroeder-Bernstein theorem. Some additional results address statements in higher order arithmetic…

Logic · Mathematics 2023-11-15 Jeffry L. Hirst , Carl Mummert

In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

Numerical Analysis · Mathematics 2020-11-18 Petr N. Vabishchevich

The survey provides classification results for integrable one-field evolution equations of orders 2, 3 and 5 with the constant separant. The classification is based on necessary integrability conditions following from the existence of the…

Exactly Solvable and Integrable Systems · Physics 2013-03-06 A. G. Meshkov , V. V. Sokolov

Unique continuation properties for a class of evolution equations defined on Banach spaces are considered from two different point of views: the first one is based on the existence of conserved quantities, which very often translates into…

Analysis of PDEs · Mathematics 2023-05-23 Igor Leite Freire

In this note, we analyze frequently hypercyclic solutions of abstract higher-order differential equations in separable infinite-dimensional complex Banach spaces. We essentially apply results from the theory of $C$-regularized semigroups,…

Functional Analysis · Mathematics 2018-09-10 Belkacem Chaouchi , Marko Kostic

We discuss initial value problems for time evolution equations in one dimensional space which are expressed by the lattice operators and propose some new equations to which complexity of solutions is of polynomial class. Novel type of…

Exactly Solvable and Integrable Systems · Physics 2021-12-21 Soujun Kitagawa , Daisuke Takahashi

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

Analysis of PDEs · Mathematics 2018-08-06 Monika Eisenmann , Etienne Emmrich , Volker Mehrmann

Extending the classical notion of the spreading model, the $k$-spreading models of a Banach space are introduced, for every $k\in\mathbb{N}$. The definition, which is based on the $k$-sequences and plegma families, reveals a new class of…

Functional Analysis · Mathematics 2011-05-16 S. A. Argyros , V. Kanellopoulos , K. Tyros

We consider a second order linear evolution equation with a dissipative term multiplied by a time-dependent coefficient. Our aim is to design the coefficient in such a way that all solutions decay in time as fast as possible. We discover…

Analysis of PDEs · Mathematics 2015-06-24 Marina Ghisi , Massimo Gobbino , Alain Haraux

This article deals with the asymptotic behavior of fourth order differential equation where the coefficients are perturbations of linear constant coefficient equation. We introduce a change of variable and deduce that the new variable…

Classical Analysis and ODEs · Mathematics 2014-10-14 Anibal Coronel , Fernando Huancas , Manuel Pinto
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