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Using dual perturbation theory in a non-sun-reflexive context, we establish a correspondence between 1. a class of nonlinear abstract delay differential equations (DDEs) with unbounded linear part and an unknown taking values in an…
We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…
We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…
This paper develops an explicit spectral representation for solutions of a one-dimensional linear wave equation with a constant time delay. The model is considered on a bounded interval with non-homogeneous Dirichlet boundary data and a…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
A previous article was devoted to an analysis of the symmetry properties of a class of first-order delay ordinary differential systems (DODSs). Here we concentrate on linear DODSs. They have infinite-dimensional Lie point symmetry groups…
Delay-differential equations are functional differential equations that involve shifts and derivatives with respect to a single independent variable. Some integrability candidates in this class have been identified by various means. For…
A new method for generating exactly solvable Schr\"odinger equations with a position-dependent mass is proposed. It is based on a relation with some deformed Schr\"odinger equations, which can be dealt with by using a supersymmetric quantum…
This paper concerns state constrained optimal control problems, in which the dynamic constraint takes the form of a differential inclusion. If the differential inclusion does not depend on time, then the Hamiltonian, evaluated along the…
In this paper we use the Lie algebra of space-time symmetries to construct states which are solutions to the time-dependent Schr\"odinger equation for systems with potentials $V(x,\tau)=g^{(2)}(\tau)x^2+g^{(1)}(\tau)x +g^{(0)}(\tau)$. We…
In this paper, we present estimates for solutions and for the attraction domain of the trivial solution for systems with delayed and nonlinear weighted homogeneous right-hand side of positive degree. The results are achieved via a…
Derivatives of fractional order are introduced in different ways: as left-inverse of the fractional integral or by generalizing the limit of the difference quotient defining integer-order derivatives. Although the two approaches lead (under…
Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…
We consider backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We show that appropriate solutions exist for arbitrary terminal conditions, and are unique up to sets of measure zero. We…
We deal with backward stochastic differential equations with time delayed generators. In this new type of equations, a generator at time t can depend on the values of a solution in the past, weighted with a time delay function for instance…
For parameter identification problems the Fr\'echet-derivative of the parameter-to-state map is of particular interest. In many applications, e.g. in seismic tomography, the unknown quantity is modeled as a coefficient in a linear…
We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the $G$-expectation framework, stochastic differential equations driven by $G$-Brownian motion (in short…
We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…
We discuss solution concepts for linear hyperbolic equations with coefficients of regularity below Lipschitz continuity. Thereby our focus is on theories which are based either on a generalization of the method of characteristics or on…