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This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…

Probability · Mathematics 2025-10-21 Peter E. Kloeden , Ricardo M. S. Rosa

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…

General Mathematics · Mathematics 2025-06-03 O. T. Birgani , J. F. Peters , S. Kouhkani

In this paper, we consider a class of singular nonlinear first order partial differential equations $t(\partial u/\partial t)=F(t,x,u, \partial u/\partial x)$ with $(t,x) \in \mathbb{R} \times \mathbb{C}$ under the assumption that…

Analysis of PDEs · Mathematics 2020-10-06 Hidetoshi Tahara

In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…

Numerical Analysis · Mathematics 2026-04-24 Fayziev Yusuf , Jumaeva Shakhnoza

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…

Classical Analysis and ODEs · Mathematics 2020-04-28 Pablo Amster , Julián Epstein , Arturo Sanjuán

In this paper, we establish a priori estimates for the positive solutions to a higher-order fractional Laplace equation on a bounded domain by a blowing-up and rescaling argument. To overcome the technical difficulty due to the high-order…

Analysis of PDEs · Mathematics 2023-08-07 Yugao Ouyang , Meiqing Xu , Ran Zhuo

Applying the method of moving planes in integral forms, we establish radial symmetry for positive solutions to a class of semilinear equations involving the fractional Laplacian in the unit ball and obtain Liouville type theorems concerning…

Analysis of PDEs · Mathematics 2013-10-01 Wenxiong Chen , Yanqin Fang , Ray Yang

In this paper, we introduce a delayed Mittag-Leffler type function. With the help of the delayed Mittag-Leffler type functions, we give an explicit formula of solutions to linear nonhomogeneous fractional time-delay Langevin equations…

Dynamical Systems · Mathematics 2019-07-04 N. I. Mahmudov

This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…

Classical Analysis and ODEs · Mathematics 2024-10-23 John A. D. Appleby , Emmet Lawless

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…

Numerical Analysis · Mathematics 2019-05-27 Mark Ainsworth , Christian Glusa

We use the Fr\"olicher-Nijenhuis formalism to reformulate the inverse problem of the calculus of variations for a system of differential equations of order 2k in terms of a semi-basic 1-form of order k. Within this general context, we use…

Differential Geometry · Mathematics 2013-10-01 Ioan Bucataru

We present the numerical analysis of a finite element method (FEM) for one-dimensional Dirichlet problems involving the logarithmic Laplacian (the pseudo-differential operator that appears as a first-order expansion of the fractional…

Numerical Analysis · Mathematics 2025-05-21 Víctor Hernández-Santamaría , Sven Jarohs , Alberto Saldaña , Leonard Sinsch

We present particular solutions for the following important nonlinear second order differential equations: modified Emden, generalized Lienard, convective Fisher, and generalized Burgers-Huxley. For the latter two equations these solutions…

Mathematical Physics · Physics 2009-11-11 O. Cornejo-Perez , H. C. Rosu

We review studies on the application of Lie group methods to delay ordinary differential equations (DODEs). For first- and second-order DODEs with a single delay parameter that depends on independent and dependent variables, the group…

Exactly Solvable and Integrable Systems · Physics 2025-11-12 Vladimir Dorodnitsyn , Roman Kozlov , Sergey Meleshko

Let $F$ be a number field, $k$ a positive integer. In this paper, we define the Mobius and Liouville functions of order $k$ in $F$. We give a formula about the partial sums of them by using elementary number theory and complex analysis.…

Number Theory · Mathematics 2014-02-24 Yusuke Fujisawa

We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…

Optimization and Control · Mathematics 2010-10-28 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…

Numerical Analysis · Mathematics 2023-09-19 Roberto Garrappa , Andrea Giusti