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We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…

最优化与控制 · 数学 2023-01-16 Alessandro Milazzo

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

动力系统 · 数学 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

In this paper we introduce a general type of differential equations with piecewise constant argument (EPCAG), and consider the problem of backward continuation of solutions. We establish the existence of global integral manifolds of…

动力系统 · 数学 2007-05-23 Marat Akhmet

This work concerns the dynamics of a certain class of delay differential equations (DDEs) which we refer to as state dependent delay maps. These maps are generated by delay differential equations where the derivative of the current state…

动力系统 · 数学 2022-11-21 J. D. Mireles James , Francis Motta , Vincent Naudot

In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…

数值分析 · 数学 2015-04-15 Luisa Fermo , Cornelis Van der Mee , Sebastiano Seatzu

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

概率论 · 数学 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

For a class of partial differential algebraic equations (PDAEs) of quasi-linear type which include nonlinear terms of convection type a possibility to determine a time and spatial index is considered. As a typical example we investigate an…

数值分析 · 数学 2013-03-19 Wenfried Lucht , Kristian Debrabant

In this paper, we consider the nonlinear $\Psi$-Hilfer impulsive fractional differential equation. Our main objective is to derive the formula for the solution and examine the existence and uniqueness of results. The acquired results are…

动力系统 · 数学 2020-12-17 Kishor D. Kucche , Jyoti P. Kharade , J. Vanterler da C. Sousa

We investigate the existence and uniqueness of (locally) absolutely continuous trajectories of a penalty term-based dynamical system associated to a constrained variational inequality expressed as a monotone inclusion problem. Relying on…

最优化与控制 · 数学 2015-03-09 Radu Ioan Bot , Ernö Robert Csetnek

The existence-uniqueness theory for solutions to stochastic dynamic systems is always a significant theme and has received a huge attention. The objective of this article is to study the mentioned theory for stochastic functional…

概率论 · 数学 2020-12-30 Faiz Faizullah , Muhammad Farooq , MA Rana , Rahman Ullah

We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations…

经典分析与常微分方程 · 数学 2007-06-13 David M. Bradley

By introducing a kind of special functions namely exponent-like function, cosine-like function and sine-like function, we obtain explicitly the basic structures of solutions of initial value problem at the original point for this kind of…

经典分析与常微分方程 · 数学 2018-01-29 Cheng-shi Liu

Exponential stability of the exact solutions as well as $\theta$-EM ($\frac{1}{2}<\theta\le 1$) approximations to neutral stochastic differential delay equations with Markov switching will be investigated in this paper. Sufficient…

概率论 · 数学 2014-10-15 Guangqiang Lan , Chenggui Yuan

In this paper we consider a boundary value problem for fully fourth order nonlinear functional differential equation which contains all lower derivatives of proportional delay arguments. By the reduction of the problem to operator equation…

数值分析 · 数学 2022-08-12 Dang Quang A , Nguyen Thanh Huong , Dang Quang Long

We study the existence and nonexistence of positive singular solutions to second-order non-divergence type elliptic inequalities with measurable coefficients. We prove the existence of a critical value $p^*$ that separates the existence…

偏微分方程分析 · 数学 2012-11-14 Marius Ghergu , Vitali Liskevich , Zeev Sobol

In this work, we study nonlocal differential equations with particular focus on those with reflection in their argument and piecewise constant dependence. The approach entails deriving the explicit expression of the solution to the linear…

经典分析与常微分方程 · 数学 2025-07-31 Alberto Cabada , Paula Cambeses Franco

Parabolic partial differential equations with state-dependent delays (SDDs) are investigated. The delay term presented by Stieltjes integral simultaneously includes discrete and distributed SDDs. The singular Lebesgue-Stieltjes measure is…

偏微分方程分析 · 数学 2010-03-19 Alexander Rezounenko

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

人工智能 · 计算机科学 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

In this paper, we use the theory of nonlinear semigroups to establish the existence and uniqueness of both local and global solutions for a partial differential-algebraic equation (PDAE) of index one. This method is applied to a…

偏微分方程分析 · 数学 2025-07-22 Seyyid Ali Benabdallah , Messoud Souilah