Differential Equations In Hilbert Spaces Research Articles

An Observation About Weak Solutions of Linear Differential Equations in Hilbert Spaces

An Observation About Weak Solutions of Linear Differential Equations in Hilbert Spaces

An analysis on asymptotic stability of Hilfer fractional stochastic evolution equations with infinite delay

This article deals with the existence and asymptotic stability in the p-th moment of a mild solution for Hilfer fractional stochastic delay differential equations in Hilbert spaces. Our main results are obtained by fractional calculus, semigroup theory, stochastic analysis, and the Banach fixed point theorem. Further, a new set of sufficient conditions for existence and asymptotic stability in the p-th moment is derived with the help of a fixed point technique. Additionally, we provide an example to demonstrate the reliability of our results.

Hausdorff and fractal dimensions of attractors for functional differential equations in Banach spaces

The main objective of this paper is to obtain estimations of Hausdorff dimension as well as fractal dimension of global attractors and pullback attractors for both autonomous and nonautonomous functional differential equations (FDEs) in Banach spaces. New criterions for the finite Hausdorff dimension and fractal dimension of attractors in Banach spaces are firslty proposed by combining the squeezing property and the covering of finite subspace of Banach spaces, which generalize the method established in Hilbert spaces. In order to surmount the barrier caused by the lack of orthogonal projectors with finite rank, which is the key tool for proving the squeezing property of partial differential equations in Hilbert spaces, we adopt the state decomposition of phase space based on the exponential dichotomy of the studied FDEs to obtain similar squeezing property. The theoretical results are applied to a retarded nonlinear reaction-diffusion equation and a non-autonomous retarded functional differential equation in the natural phase space, for which explicit bounds of dimensions that do not depend on the entropy number but only depend on the spectrum of the linear parts and Lipschitz constants of the nonlinear parts are obtained.

Developing the Third Order Linear and Nonlinear Fuzzy Ordinary Differential Equations in Hilbert Space by the Extension Principle.

In this study, a third nonlinear fuzzy ordinary differential equation is defined and established in Hilbert space using extension principle. The results obtained gives clear distinction between this work and the existing ones in the literature an example is formulated which shows that a closed subset of a Hilbert space is a Hilbert Space. It is recommended that future study should consider the development of system of third order linear and nonlinear fuzzy ordinary differential equations in Hilbert space by the extension principle.

Invariant measures and random attractors of stochastic delay differential equations in Hilbert space

This paper is devoted to a general stochastic delay differential equation with infinite-dimensional diffusions in a Hilbert space. We not only investigate the existence of invariant measures with either Wiener process or Lévy jump process, but also obtain the existence of a pullback attractor under Wiener process. In particular, we prove the existence of a non-trivial stationary solution which is exponentially stable and is generated by the composition of a random variable and the Wiener shift. At last, examples of reaction-diffusion equations with delay and noise are provided to illustrate our results.

Periodic Solutions of Second-Order Differential Equations in Hilbert Spaces

We prove the existence of periodic solutions of some infinite-dimensional systems by the use of the lower/upper solutions method. Both the well-ordered and non-well-ordered cases are treated, thus generalizing to systems some well-established results for scalar equations.

Variational approach to nonlinear stochastic differential equations in Hilbert spaces

Here we survey a few functional methods to existence theory for infinite dimensional stochastic differential equations of the form dX+A(t)X(t)=B(t,X(t))dW(t), X(0)=X_0, where A(t) is a non\-linear maximal monotone operator in a variational couple (V,V'). The emphasis is put on a new approach of the classical existence result of N. Krylov and B. Rozovski on existence for the infinite dimensional stochastic differential equations which is given here via the theory of nonlinear maximal monotone operators in Banach spaces. A variational approach to this problem is also developed.

Floquet problem and center manifold reduction for ordinary differential operators with periodic coefficients in Hilbert spaces

A first order differential equation with a periodic operator coefficient acting in a pair of Hilbert spaces is considered. This setting models both elliptic equations with periodic coefficients in a cylinder and parabolic equations with time periodic coefficients. Our main results are a construction of a pointwise projector and a spectral splitting of the system into a finite-dimensional system of ordinary differential equations with constant coefficients and an infinite-dimensional part whose solutions have better properties in a certain sense. This complements the well-known asymptotic results for periodic hypoelliptic problems in cylinders and for elliptic problems in quasicylinders obtained by P. Kuchment and S. A. Nazarov, respectively. As an application, a center manifold reduction is presented for a class of nonlinear ordinary differential equations in Hilbert spaces with periodic coefficients. This result generalizes the known case with constant coefficients explored by A. Mielke.

Dissipativity of variable-stepsize Runge-Kutta methods for nonlinear functional differential equations with application to Nicholson’s blowflies models

This paper deals with dissipativity of the variable-stepsize Runge-Kutta methods applied to nonlinear Volterra functional differential equations in Hilbert spaces. The conditional dissipativity of variable-stepsize Runge-Kutta methods is analyzed and hence some new numerical dissipative criteria are derived. The resulting dissipative criteria extend and improve the existing results. Especially, for the algebraically stable variable-stepsize Runge-Kutta methods, we obtain a sharper dissipative result. In the end, we apply some concrete variable-stepsize Runge-Kutta methods to the three classes of nonlinear Nicholson’s blowflies models. The presented numerical examples further illustrate the theoretical results.

Filtering of stochastic delayed differential equations in Hilbert spaces

Filtering of stochastic delayed differential equations in Hilbert spaces

Input-to-state stability of impulsive reaction–diffusion neural networks with infinite distributed delays

In this paper, we focus on the global existence–uniqueness and input-to-state stability of the mild solution of impulsive reaction–diffusion neural networks with infinite distributed delays. First, the model of the impulsive reaction–diffusion neural networks with infinite distributed delays is reformulated in terms of an abstract impulsive functional differential equation in Hilbert space and the local existence–uniqueness of the mild solution on impulsive time interval is proven by the Picard sequence and semigroup theory. Then, the diffusion–dependent conditions for the global existence–uniqueness and input-to-state stability are established by the vector Lyapunov function and M-matrix where the infinite distributed delays are handled by a novel vector inequality. It shows that the ISS properties can be retained for the destabilizing impulses if there are no too short intervals between the impulses. Finally, three numerical examples verify the effectiveness of the theoretical results and that the reaction–diffusion benefits the input-to-state stability of the neural-network system.

Averaging principle on infinite intervals for stochastic ordinary differential equations

<p style='text-indent:20px;'>In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations in Hilbert space with Poisson stable (in particular, periodic, quasi-periodic, almost periodic, almost automorphic etc) coefficients. Under some appropriate conditions we prove that there exists a unique recurrent solution to the original equation, which possesses the same recurrence property as the coefficients, in a small neighborhood of the stationary solution to the averaged equation, and this recurrent solution converges to the stationary solution of averaged equation uniformly on the whole real axis when the time scale approaches zero.</p>

STOCHASTIC DIFFERENTIAL GAMES IN DISTRIBUTED SYSTEMS WITH DELAY

We study a differential game of approach in a delay stochastic system. The evolution of the system is described by Ito`s linear stochastic differential equation in Hilbert space. The considered Hilbert spaces are assumed to be real and separable. The Wiener process takes values in a Hilbert space and has a nuclear symmetric positive covariance operator. The pursuer and evader controls are non-anticipating random processes, taking on values, generally, in different Hilbert spaces. The operator multiplying the system state is the generator of an analytic semigroup. Solutions of the equation are represented with the help of a formula of variation of constants by the initial data and the control block. The delay effect is taken into account by summing shift type operators. To study the differential game, the method of resolving functions is extended to case of delay stochastic systems in Hilbert spaces. The technique of set-valued mappings and their selectors is used. We consider the application of obtained results in abstract Hilbert spaces to systems described by stochastic partial differential equations with time delay. By taking into account a random external influence and time delay, we study the heat propagation process with controlled distributed heat source and leak.

Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces

We prove the uniqueness of martingale solutions for stochastic partial differential equations generalizing the work in Mandrekar and Skorokhod (1998). The main idea used is to reduce this problem to the case in Mandrekar and Skorokhod using the techniques introduced in Filipović et al. (2010).

Almost periodicity and periodicity for nonautonomous random dynamical systems

We present a notion of almost periodicity which can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept allows for improvements of known results of almost periodicity in distribution, for general random processes and for solutions to stochastic differential equations.

HYERS-ULAM STABILITY FOR NONLOCAL DIFFERENTIAL EQUATIONS

In this paper, we present a result on Hyers-Ulam stability for a class of nonlocal differential equations in Hilbert spaces by using the theory of integral equations with completely positive kernels together with a new Gronwall inequality type. The paper develops some recent results on fractional differential equations to the ones involving general nonlocal derivatives. Instead of Mittag-Leffler functions, we must utilize the characterization of relaxation function.

Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach

In this paper, we present convergence results of a spatial semi-discrete approximation of a Hilbert space-valued backward stochastic differential equations with noise driven by a cylindrical Q-Wiener process. Both the solution and its space discretization are formulated in mild forms. Under suitable assumptions of the final value and the drift, a convergence rate is established.

Nonuniform stability in mean-square for stochastic differential equations in Hilbert spaces

In this paper we study the relation between the nonuniform stability in mean square and admissibility of stochastic differential equation in Hilbert spaces. We consider an adapted norms and thus we obtain a variant for the stochastic case of nonuniform exponential stability in mean square due to in deterministic case. In the qualitative theory of evolution equations, nonuniform exponential stability is one the most important asymptotic properties and in last years it was treated from various perspectives The main objective is to give a more general concept of nonuniform exponential stability in mean square of stochastic differential equations in Hilbert spaces.

Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces

We deal with a class of semilinear nonlocal differential equations in Hilbert spaces which is a general model for some anomalous diffusion equations. By using the theory of integral equations with completely positive kernel together with local estimates, some existence, regularity and stability results are established. An application to nonlocal partial differential equations is shown to demonstrate our abstract results.

New Results for Some Neutral Partial Functional Differential Equations

In this research work, we study some new results for the existence and uniqueness of doubly measures pseudo almost automorphic and pseudo almost periodic solutions for some neutral partial functional differential equations in Hilbert spaces. The main results of this paper are based on the compositional theorem and the Banach fixed point theorem. Some examples are given to illustrate the theory.