Related papers: On regularity of mild solutions for autonomous lin…

One goal of this paper is to study robustness of stability of nonautonomous linear ordinary differential equations under integrally small perturbations in an infinite dimensional Banach space. Some applications are obtained to the case of…

Discontinuity with respect to data perturbations is common in algebraic computation where solutions are often highly sensitive. Such problems can be modeled as solving systems of equations at given data parameters. By appending auxiliary…

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

A general and easy-to-code numerical method based on radial basis functions (RBFs) collocation is proposed for the solution of delay differential equations (DDEs). It relies on the interpolation properties of infinitely smooth RBFs, which…

In this short, conceptual paper we observe that essentially the same mathematics applies in three contexts with disparate literatures: (1) sigmoidal and RBF approximation of smooth functions, (2) rational approximation of analytic functions…

In earlier papers (A. N. Kochubei, Pacif. J. Math., 269 (2014), 355-369; J. Math. Anal. Appl.483 (2020), Article 123609), one of the authors developed a theory of pseudo-differential equations for radial real-valued functions on a…

Global existence of mild solutions to the discrete collisional breakage equations is established for a broad class of collision kernels, without imposing any growth assumptions. In addition, classical solutions are constructed, and…

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…

Motivated by Lazer-Leach type results, we study the existence of periodic solutions for systems of functional-differential equations at resonance with an arbitrary even-dimensional kernel and linear deviating terms involving a general delay…

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Regular convergence, together with various other types of convergence, has been studied since the 1970s for the discrete approximations of linear operators. In this paper, we consider the eigenvalue approximation of compact operators whose…

In this work, we consider time-fractional Navier-Stokes equations (NSE) with the external forces involving finite delay. Equations are considered on a bounded domain in 3-D space having sufficiently smooth boundary. We transform the system…

We focus on a class of path-dependent problems which include path-dependent (possibly Integro) PDEs, and their representation via BSDEs driven by a cadlag martingale. For those equations we introduce the notion of decoupled mild solution…

In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

In this paper, we study a functional fully coupled forward-backward stochastic differential equations (FBSDEs). Under a new type of integral Lipschitz and monotonicity conditions, the existence and uniqueness of solutions for functional…

The existence and uniqueness of the mild solution for a class of functional SPDEs with multiplicative noise and a locally Dini continuous drift are proved. In addition, under a reasonable condition the solution is non-explosive. Moreover,…

We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…