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In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

概率论 · 数学 2015-11-25 Yanting Ji , Qingshuo Song , Chenggui Yuan

We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…

偏微分方程分析 · 数学 2013-04-16 Kenneth H. Karlsen , Nils Henrik Risebro , Erlend B. Storrøsten

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

数值分析 · 数学 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

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…

偏微分方程分析 · 数学 2026-03-03 Maria Filipkovska

A class of exact penalty-type local search methods for optimal control problems with nonsmooth cost functional, nonsmooth (but continuous) dynamics, and nonsmooth state and control constraints is presented, in which the the penalty…

最优化与控制 · 数学 2023-02-21 M. V. Dolgopolik

This paper develops an explicit spectral representation for solutions of a one-dimensional linear wave equation with a constant time delay. The model is considered on a bounded interval with non-homogeneous Dirichlet boundary data and a…

偏微分方程分析 · 数学 2026-02-06 Javad A. Asadzade , Jasarat J. Gasimov , Nazim I. Mahmudov , Ismail T. Huseynov

The present paper deals with the control problems governed by fractional non-instantaneous impulsive functional evolution equations with state-dependent delay involving Caputo fractional derivatives in Banach spaces. The main objective of…

最优化与控制 · 数学 2021-06-08 S. Arora , M. T. Mohan , J. Dabas

We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…

概率论 · 数学 2019-11-19 Sima Mehri , Wilhelm Stannat

In this paper we study the approximate controllability and existence of optimal control of impulsive fractional semilinear delay differential equations with non-local conditions. We use Sadovskii's fixed point theorem, semigroup theory of…

经典分析与常微分方程 · 数学 2014-02-10 Lakshman Mahto , Syed Abbas

The main objective of this article is to discuss the local existence of the solution to an initial value problem involving a non-linear differential equation in the sense of Riemann-Liouville fractional derivative of order $\sigma\in(1,2),$…

偏微分方程分析 · 数学 2020-07-21 S. S. Bilgici , M. Şan

We consider the dynamics of point particles which are confined to a bounded, possibly nonconvex domain $\Omega$. Collisions with the boundary are described as purely elastic collisions. This turns the description of the particle dynamics…

偏微分方程分析 · 数学 2020-12-01 Masato Kimura , Patrick van Meurs , Zhenxing Yang

In this paper we study a new class of pseudo-differential equations on functions of two $p$-adic variables. It is proved that the correspondent Cauchy problem has a unique solution. Some properties of this solution are studied, in…

偏微分方程分析 · 数学 2024-09-04 Anatoly N. Kochubei , Mariia V. Serdiuk

Periodic orbits and associated bifurcations of singularly perturbed state-dependent delay differential equations (DDEs) are studied when the profiles of the periodic orbits contain jump discontinuities in the singular limit. A definition of…

动力系统 · 数学 2017-06-01 A. R. Humphries , D. A. Bernucci , R. Calleja , N. Homayounfar , M. Snarski

We prove the existence of solutions for a class of quasilinear problems involving variable exponents and with nonlinearity having critical growth. The main tool used is the variational method, more precisely, Ekeland's Variational Principle…

偏微分方程分析 · 数学 2013-12-12 Claudianor O. Alves , Marcelo C. Ferreira

In this paper we investigate the existence and uniqueness of bounded, periodic and almost periodic solutions for second order differential equations involving reflection of the argument.The relationship between frequency modules of forced…

经典分析与常微分方程 · 数学 2013-02-05 Daxiong Piao , Na Xin

A new analytic approximate technique for addressing nonlinear problems, namely the optimal perturbation iteration method, is introduced and implemented to singular initial value Lane-Emden type problems to test the effectiveness and…

经典分析与常微分方程 · 数学 2017-09-19 Necdet Bildik , Sinan Deniz

In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…

概率论 · 数学 2023-05-15 Minh-Thang Do , Hoang-Long Ngo , Nhat-An Pho

In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…

概率论 · 数学 2026-01-23 Said Hamadène , Ibtissam Hdhiri

We study approximation classes for adaptive time-stepping finite element methods for time-dependent Partial Differential Equations (PDE). We measure the approximation error in $L_2([0,T)\times\Omega)$ and consider the approximation with…

数值分析 · 数学 2021-03-11 Marcelo Actis , Pedro Morin , Cornelia Schneider

This paper is concerned with the existence of positive solutions of second-order impulsive differential equations with integral boundary conditions on an infinite interval. As an application, an example is given to demonstrate our main…

经典分析与常微分方程 · 数学 2020-07-15 Ilkay Yaslan Karaca , Sezgi Aksoy