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By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…

Probability · Mathematics 2010-07-12 Samuel N. Cohen , Robert J. Elliott

The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…

Functional Analysis · Mathematics 2016-01-21 Marcus Waurick

We analyze nonlinear degenerate coupled PDE-PDE and PDE-ODE systems that arise, for example, in the modelling of biofilm growth. One of the equations, describing the evolution of a biomass density, exhibits degenerate and singular…

Analysis of PDEs · Mathematics 2023-04-04 Koondanibha Mitra , Stefanie Sonner

We study the well-posedness of the initial value problem for fully nonlinear evolution equations, $u_{t}=f[u],$ where $f$ may depend on up to the first three spatial derivatives of $u.$ We make three primary assumptions about the form of…

Analysis of PDEs · Mathematics 2019-09-04 Timur Akhunov , David M. Ambrose , J. Douglas Wright

Under mild conditions a delay semigroup can be transformed into a (generalized) contraction semigroup by modifying the inner product on the (Hilbert) state space into an equivalent inner product. Applications to stability of differential…

Functional Analysis · Mathematics 2014-08-06 Joris Bierkens

A well-posedness result for a time-shift invariant class of evolutionary operator equations involving material laws with fractional time-integrals of order $\alpha\in]0,1[$ is considered and exemplified by an application to a Kelvin-Voigt…

Analysis of PDEs · Mathematics 2016-11-03 Rainer Picard , Sascha Trostorff , Marcus Waurick

We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…

Probability · Mathematics 2026-01-06 Kristin Kirchner , Joshua Willems

This paper deals with the solution of delay differential equations describing evolution of dislocation density in metallic materials. Hardening, restoration, and recrystallization characterizing the evolution of dislocation populations…

It is well known that, under standard assumptions, initial value problems for fractional ordinary differential equations involving Caputo-type derivatives are well posed in the sense that a unique solution exists and that this solution…

Classical Analysis and ODEs · Mathematics 2015-09-04 Kai Diethelm

We consider evolutionary equations as introduced by R.\ Picard in 2009 and develop a general theory for approximation which can be seen as a theoretical foundation for numerical analysis for evolutionary equations. To demonstrate the…

Functional Analysis · Mathematics 2025-12-18 Andreas Buchinger , Christian Seifert , Sascha Trostorff , Marcus Waurick

A sufficient condition for asymptotic stability of the zero solution to an abstract nonlinear evolution problem is given. The governing equation is $\dot{u}=A(t)u+F(t,u),$ where $A(t)$ is a bounded linear operator in Hilbert space $H$ and…

Classical Analysis and ODEs · Mathematics 2010-07-20 A. G. Ramm

We provide certain compatibility conditions for m-accretive operators such that the adjoint of the sum is given by the closure of the sum of the respective adjoint. We revisit the proof of well-posedness of the abstract class of partial…

Analysis of PDEs · Mathematics 2023-12-25 Rainer Picard , Sascha Trostorff , Marcus Waurick

The aim is to study the periodic solution problem for neutral evolution equation $$(u(t)-G(t,u(t-\xi)))'+Au(t)=F(t,u(t),u(t-\tau)),\ \ \ \ t\in\R$$in Banach space $X$, where $A:D(A)\subset X\rightarrow X$ is a closed linear operator, and…

Functional Analysis · Mathematics 2018-01-03 Qiang Li , Yongxiang Li , Huanhuan Zhang

We consider the degenerate parabolic equation $$ \partial_t u +\mathrm{div} {\mathfrak f}_{\bf x}(u)=\mathrm{div}(\mathrm{div} ( A_{\bf x}(u) ) ), \ \ {\bf x} \in M, \ \ t\geq 0 $$ on a smooth, compact, $d$-dimensional Riemannian manifold…

Analysis of PDEs · Mathematics 2024-09-02 Melanie Graf , Michael Kunzinger , Darko Mitrovic

This paper deals with the approximation of non-autonomous evolution equations of the form \begin{equation*}\label{Abstract equation} \dot u(t)+A(t)u(t)=f(t)\ \ t\in[0,T],\ \ u(0)=u_0. \end{equation*} where $A(t),\ t\in [0,T]$ arise from a…

Functional Analysis · Mathematics 2017-06-22 Omar EL-Mennaoui , Hafida Laasri

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

We consider abstract evolution equations with on-off time delay feedback. Without the time delay term, the model is described by an exponentially stable semigroup. We show that, under appropriate conditions involving the delay term, the…

Analysis of PDEs · Mathematics 2017-02-12 Cristina Pignotti

We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…

Analysis of PDEs · Mathematics 2021-09-17 Alexander Menovschikov , Anastasia Molchanova , Luca Scarpa

We study the asymptotic behavior of the solutions of the time-delayed higher-order dispersive nonlinear differential equation \begin{equation*} u_t(x,t)+Au(x,t) +\lambda_0(x) u(x,t)+\lambda(x) u(x,t-\tau )=0 \end{equation*} where…

Analysis of PDEs · Mathematics 2025-09-15 Roberto de A. Capistrano Filho , Fernando Gallego , Vilmos Komornik

We consider a coupled system of Maxwell's equations and the equations of elasticity, which is commonly used to model piezo-electric material behavior. The boundary influence is encoded as a separate dynamics on the boundary data spaces…

Analysis of PDEs · Mathematics 2017-04-07 Rainer Picard