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We prove existence and uniqueness of solutions of reflected backward stochastic differential equations in time-dependent adapted and c\`adl\`ag convex regions $\mathcal{D}=\{D_t;t\in[0,T]\}$. We also show that the solution may be…

Probability · Mathematics 2014-11-11 Tomasz Klimsiak , Andrzej Rozkosz , Leszek Slominski

For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for…

Probability · Mathematics 2024-02-05 Meng Cai , Chuchu Chen , Jialin Hong , Tau Zhou

This expository article written for the Notices of the American Mathematical Society provides an overview of transcendental functions arising as solutions of the discrete Painlev\'e equations, for which the developments of the last two…

Classical Analysis and ODEs · Mathematics 2020-02-26 Nalini Joshi

Partial differential equations with discrete (concentrated) state-dependent delays in the space of continuous functions are investigated. In general, the corresponding initial value problem is not well posed, so we find an additional…

Analysis of PDEs · Mathematics 2014-12-16 Alexander V. Rezounenko

We study the numerical error in solitary wave solutions of nonlinear dispersive wave equations. A number of existing results for discretizations of solitary wave solutions of particular equations indicate that the error grows quadratically…

Numerical Analysis · Mathematics 2021-10-22 Hendrik Ranocha , Manuel Quezada de Luna , David I. Ketcheson

Based on explicit computations, various concepts of discrete time scattering theory are reviewed, discussed, and illustrated. The dynamics are taking place on a discrete half-space. All operators are represented graphically. The expressions…

Mathematical Physics · Physics 2024-10-07 Rafi Rizqy Firdaus , Serge Richard

The article considers the discrete analogue of the method of quickest descent for an inverse Acoustics problem in case of a smooth source. The authors derived the gradient of functional in differential and discrete cases, described the…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 G. Tyulepberdinova , G. Gaziz , N. Kerimbayev , S. Abdykarimova

We use the tridiagonal representation approach to solve the radial Schr\"odinger equation for the continuum scattering states of the Kratzer potential. We do the same for a radial power-law potential with inverse-square and inverse-cube…

Quantum Physics · Physics 2023-11-16 A. D. Alhaidari , M. E. H. Ismail

We generalize the wave functions of the displaced and squeezed number states, found by Nieto, to a time-dependent harmonic oscillator with variable mass and frequency. These time-dependent displaced and squeezed number states are obtained…

Quantum Physics · Physics 2007-05-23 Sang Pyo Kim

We are concerned with the zeros of the Macdonald functions or the modified Bessel functions of the second kind with real index. By using the explicit expressions for the algebraic equations satisfied by the zeros, we describe the behavior…

Classical Analysis and ODEs · Mathematics 2016-02-17 Yuji Hamana , Hiroyuki Matsumoto , Tomoyuki Shirai

In the present paper, two discrete forms of Appell function $F_1$ are introduced and studied. We examine the first discrete form in detail and give the results directly for the second. We study their regions of convergence, differential…

Classical Analysis and ODEs · Mathematics 2024-01-12 Ravi Dwivedi , Vivek Sahai

Numerical solutions to hyperbolic partial differential equations, involving wave propagations in one direction, are subject to several specific errors, such as numerical dispersion, dissipation or aliasing. In multi-dimensions, where the…

Numerical Analysis · Mathematics 2019-02-13 Adrian Sescu

We consider an inverse problem governed by the Westervelt equation with linear diffusivity and quadratic-type nonlinearity. The objective of this problem is to recover all the coefficients of this nonlinear partial differential equation. We…

Analysis of PDEs · Mathematics 2025-09-16 Sebastian Acosta , Benjamin Palacios

We present a systematic analytic study of the $p$-Bessel functions $\mathcal{J}_{\omega,\varphi}^{[p]}$, a novel class of generalized Bessel functions arising from Fourier analysis on planar domains bounded by $p$-circles, including…

Number Theory · Mathematics 2026-05-05 Masaya Kitajima

An ultradiscrete analog of the Bessel function is constructed by taking the ultradiscrete limit for a $q$-difference analog of the Bessel function. Then, a direct relationship between a class of special solutions for the ultradiscrete…

Exactly Solvable and Integrable Systems · Physics 2014-09-08 Shin Isojima

An exact nonlinear scaling transformation is presented for the local three-dimensional dynamical equations of motion for differentially rotating disks. The result is relevant to arguments that have been put forth claiming that numerical…

Astrophysics · Physics 2007-05-23 Steven A. Balbus

We derive dispersion estimates for solutions of the one-dimensional discrete perturbed Schr\"odinger and wave equations. In particular, we improve upon previous works and weaken the conditions on the potentials. To this end we also provide…

Spectral Theory · Mathematics 2015-12-18 Iryna Egorova , Elena Kopylova , Gerald Teschl

In this paper we will consider the peridynamic equation of motion which is described by a second order in time partial integro-differential equation. This equation has recently received great attention in several fields of Engineering…

Motivated by some applications in applied mathematics, biology, chemistry, physics and engineering sciences, new tight Tur\'an type inequalities for modified Bessel functions of the first and second kind are deduced. These inequalities…

Classical Analysis and ODEs · Mathematics 2017-07-14 Árpád Baricz

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

Probability · Mathematics 2014-08-26 Giovanni Conforti , Stefano De Marco , Jean-Dominique Deuschel
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