相关论文: On a boundary value problem of a singular discrete…
Abstract differential-algebraic equations (ADAEs) of a semilinear type are studied. Theorems on the existence and uniqueness of solutions and the maximal interval of existence, on the global solvability of the ADAEs, the boundedness of…
Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…
In this paper we study the maximum principle, the existence of eigenvalue and the existence of solution for the Dirichlet problem for operators which are fully-nonlinear, elliptic but presenting some singularity or degeneracy which are…
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…
We study the large time behaviour of the solution of a linear dispersive PDEs posed on a finite interval, when the prescribed boundary conditions are time periodic. We use the approach pioneered in Fokas & Lenells 2012 for nonlinear…
We prove the existence and uniqueness of solutions to the time-dependent incompressible Navier-Stokes equations with a free-boundary governed by surface tension. The solution is found using a topological fixed-point theorem for a nonlinear…
Given any elliptic system with $t$-independent coefficients in the upper-half space, we obtain representation and trace for the conormal gradient of solutions in the natural classes for the boundary value problems of Dirichlet and Neumann…
In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
We consider the well-posedness of the initial-boundary value problem for a time-fractional partial differential equation with the fractional order lying in (1,2]. For the case of time-dependent coefficients, it is difficult to give an…
We consider a matrix pencil whose coefficients depend on a positive parameter $\epsilon$, and have asymptotic equivalents of the form $a\epsilon^A$ when $\epsilon$ goes to zero, where the leading coefficient $a$ is complex, and the leading…
The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…
We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…
This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular…
We examine periodic solutions to an initial boundary value problem for a Liouville equation with sign-changing weight. A representation formula is derived both for singular and nonsingular boundary data, including data arising from…
We show the existence of a weak solution of a semilinear elliptic Dirichlet problem on an arbitrary open set. We make no assumptions about the open set, very mild regularity assumptions on the semilinearity, plus a coerciveness assumption…
In this paper, we consider the initial-boundary value problem for the time-dependent Maxwell--Schr\"{o}dinger equations in the Coulomb gauge. We first prove the global existence of weak solutions to the equations. Next we propose an…
A boundary value problem for a fractional power $0 < \varepsilon < 1$ of the second-order elliptic operator is considered. The boundary value problem is singularly perturbed when $\varepsilon \rightarrow 0$. It is solved numerically using a…
In this note we establish existence of solutions of singular boundary value problem $-(p(x)y^{\prime }(x))^{\prime}=q(x)f(x,y,py')$ for $0< x\leq b$ and $y'(0)=0$, $\alpha_{1}y(b)+\beta_{1}p(b)y^{\prime}(b)=\gamma_{1}$ with $p(0)=0$ and…