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The method and the formula of variation of constants for ordinary differential equations (ODEs) is a fundamental tool to analyze the dynamics of an ODE near an equilibrium. It is natural to expect that such a formula works for delay…

Dynamical Systems · Mathematics 2023-10-17 Junya Nishiguchi

In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we…

Probability · Mathematics 2011-06-09 Kai Liu

We show that a problem on minimal periods of solutions of Lipschitz functional differential equations is closely related to the unique solvability of the periodic problem for linear functional differential equations. Sharp bounds for…

Classical Analysis and ODEs · Mathematics 2013-05-06 E. Bravyi

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

Given a sequence $(M_{n},Q_{n})_{n\ge 1}$ of i.i.d. random variables with generic copy $(M,Q)$ such that $M$ is a regular $d\times d$ matrix and $Q$ takes values in $\mathbb{R}^{d}$, we consider the random difference equation (RDE)…

Probability · Mathematics 2013-04-08 Gerold Alsmeyer , Sebastian Mentemeier

In this present paper, we first obtained some estimates involving parts of $\varepsilon$-regular mild solutions of the fractional integro-differential equation. In this sense, through these preliminary results, we investigate the main…

General Mathematics · Mathematics 2023-10-11 J. Vanterler C. Sousa , M. Aurora P. Pulido , V. Govindaraj , E. Capelas de Oliveira

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

The novelty of our paper is to establish results on asymptotic stability of mild solutions in $p$th moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order $\alpha \in…

Probability · Mathematics 2021-09-27 Arzu Ahmadova , Nazim Mahmudov

We establish n-th order Fr\'echet differentiability with respect to the initial datum of mild solutions to a class of jump-diffusions in Hilbert spaces. In particular, the coefficients are Lipschitz continuous, but their derivatives of…

Probability · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…

Probability · Mathematics 2018-11-16 Alexander Kalinin , Alexander Schied

For a well-posed non-selfadjoint indefinite second-order linear elliptic PDE with general coefficients $\mathbf A, \mathbf b,\gamma$ in $L^\infty$ and symmetric and uniformly positive definite coefficient matrix $\mathbf A$, this paper…

Numerical Analysis · Mathematics 2022-03-10 C. Carstensen , Neela Nataraj , Amiya K. Pani

The paper proves existence of mild solutions to normal discrete velocity Boltzmann equations sin the plane with no pair of colinear interacting velocities, and given ingoing boundary values. A key property is L1 compactness of the…

Analysis of PDEs · Mathematics 2023-10-25 Leif Arkeryd , Anne Nouri

Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article,…

Probability · Mathematics 2020-04-27 Antoine Brault , Antoine Lejay

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…

Analysis of PDEs · Mathematics 2017-08-18 Filip Rindler , Sebastian Schwarzacher , Endre Süli

We introduce DDE-Solver, a Maple package designed for solving Discrete Differential Equations (DDEs). These equations are functional equations relating algebraically a formal power series F(t, u) with polynomial coefficients in a…

Combinatorics · Mathematics 2025-09-11 Hadrien Notarantonio

We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…

Optimization and Control · Mathematics 2019-10-30 Leon Bungert , Martin Burger

We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the…

Dynamical Systems · Mathematics 2007-05-23 Mustapha Lakrib , Tewfik Sari

The aim of this work is to investigate the conditions for the existence and continuation of a mild solution to the initial value problem of functional-differential equations of neutral type in Banach spaces to the boundary of the domain.…

Analysis of PDEs · Mathematics 2025-02-11 Oleh Perehuda , Andriy Stanzhytskiy , Olha Martynyuk
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