相关论文: Eigenvalues of stochastic Hamiltonian systems with…

The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng \cite{peng} in 2000. For one-dimensional case, denoting by $\{\lambda_n\}_{n=1}^{\infty}$ all the eigenvalues of such an eigenvalue…

In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…

In this study, we consider a boundary value problem generated by the Sturm-Liouville problem with a frozen argument and with non-separated boundary conditions on a time scale. Firstly, we present some solutions and characteristic function…

We have developed a formalism to get the time evolution of the eigen states of Rindler Hamiltonian in momentum space. We have shown the difficulties with characteristic curves, and re-cast the time evolution equations in the form of…

It is shown that the eigenvalue problem for the Hamiltonians of the standard form, $H=p^2/(2m)+V(x)$, is equivalent to the classical dynamical equation for certain harmonic oscillators with time-dependent frequency. This is another…

We consider the bifurcation problem $u'' + \lambda u = N(u)$ with two point boundary conditions where $N(u)$ is a general nonlinear term which may also depend on the eigenvalue $\lambda$. We give a variational characterization of the…

An important class of resonance problems involves the study of perturbations of systems having embedded eigenvalues in their continuous spectrum. Problems with this mathematical structure arise in the study of many physical systems, e.g.…

Consider a linear autonomous Hamiltonian system with a time periodic bound state solution. In this paper we study the structural instability of this bound state ^M relative to time almost periodic perturbations which are small, localized…

It is natural to consider continuous dependence of the $n$-th eigenvalue on $d$-dimensional ($d\geq2$) Sturm-Liouville problems after the results on $1$-dimensional case by Kong, Wu and Zettl [14]. In this paper, we find all the boundary…

In the present paper, we deal with a fourth-order boundary value problem problem with eigenparameter dependent boundary conditions and transmission conditions at a interior point. A self-adjoint linear operator A is defined in a suitable…

In this paper, we settle the problem for time-dependent Hartree equation with inhomogeneous boundary condition in a bounded Lipschitz domain in $\mathbb{R}^{N}$. A global existence result is derived.

This paper is concerned with a time-inconsistent recursive stochastic control problems where the forward state process is constrained through an additional recursive utility system. By adapting the Ekeland variational principle, necessary…

An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…

In this work, we consider not only a discontinuous boundary-value problem with retarded argument and four supplementary transmission conditions at the two points of discontinuities but also, eigenparameter-dependent boundary conditions and…

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

We study quasi-periodic eigenvalue problems that arise in the stability analysis of periodic traveling wave solutions to Hamiltonian PDEs. We establish bounds on regions in the complex plane when the eigenvalues may deviate from the…

Existence and spatio-temporal symmetric patterns of periodic solutions to second order reversible equivariant non-autonomous periodic systems with multiple delays are studied under the Hartman-Nagumo growth conditions. The method is based…

We prove existence and uniqueness for a one-dimensional multivalued backward stochastic differential equation with jumps. The equation involves a time-indexed family of maximal monotone operators $k_t(\cdot)$ associated with increasing…