Problems For Differential Equations Research Articles

EXISTENCE AND UNIQUENESS OF STRONG SOLUTIONS TO MIXED-TYPE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE FRACTIONAL BROWNIAN MOTIONS WITH HURST INDICES 𝐻 > 1/4

In this paper there is investigated the problem of unique solvability of the Caushy problem for the mixed type stochastic differential equation driven by the standard Brownian motion and fractional Brownian motions with Hurst indices 𝐻 > 1/4. We prove a theorem on the existence and uniqueness of strong solutions to the mentioned mixed type stochastic differential equations.

EXISTENCE AND UNIQUENESS OF SOLUTIONS OF NONLINEAR FUNCTIONAL INTEGRAL ITOˆ EQUATIONS

A new class of Ito^ integral equations is considered, which contains many classical problems, for example, the Cauchy problem for differential equations of integer and fractional order with and without stochastic perturbations, as well as some less known and little-studied types of equations that have been introduced recently. The purpose of the study is to find sufficiently general conditions that guarantee the existence and the uniqueness of solutions to such equations, taking into account their specific features. The article therefore proposes to use a special generalized Lipschitz condition, which, due to its flexibility, allows one to obtain effective solvability criteria in terms of the right-hand sides of equations. Numerous examples are considered, covering in particular Ito^ differential equations of fractional order with aftereffect and without aftereffect, equations with fractional Wiener processes, Ito^ equations with several time scales, as well as their generalizations.

Quickest Change-point Detection Problems for Multidimensional Wiener Processes

We study the quickest change-point (disorder) detection problems for an observable multidimensional Wiener process with the constantly correlated components changing their drift rates at certain unobservable random (change-point) times. These problems seek to determine the times of alarms which should be as close as possible to the unknown change-point times at which some of the components have changed their drift rates. The optimal stopping times of alarm are shown to be the first times at which the appropriate posterior probability processes exit certain regions restricted by the stopping boundaries. We characterise the value functions and optimal boundaries as unique solutions to the associated free-boundary problems for partial differential equations. It is observed that the optimal stopping boundaries can also be uniquely specified by means of the equivalent nonlinear Fredholm integral equations in the class of continuous functions of bounded variation. We also provide estimates for the value functions and boundaries which are solutions to the appropriately constructed ordinary differential free-boundary problems.

Three quarter - step block hybrid algorithm for the numerical solution of first order initial value problems of ordinary differential equations

Three quarter - step block hybrid algorithm for the numerical solution of first order initial value problems of ordinary differential equations

A time non-local problem for the fractional differential equation

A class of non-local problems, Dtρu(t) + Au(t) = f(t) (1 < ρ < 2, 0 < t ≤ T), αu(0) + βu(ξ) = ’; u0(0) = (α; β are constants and ξ 2 (0; T) is a fixed number), in an arbitrary separable Hilbert space H is considered. Here A is a strongly positive selfadjoint operator with the domain of definition D(A) and Dtρ is the Caputo derivative. The main goal of the work is to study the correctness of the problem depending on the pair of parameters (α; β) 2 R2. If jαj > jβj and ’; 2 D(A), then the solution of the problem exists and is unique. Inequalities of coercivity type are obtained.

Boundary-Value Problem for an Elliptic Functional Differential Equation with Dilation and Rotation of Arguments

Boundary-Value Problem for an Elliptic Functional Differential Equation with Dilation and Rotation of Arguments

A thresholding algorithm for Willmore-type flows via fourth-order linear parabolic equation

We propose a thresholding algorithm for Willmore-type flows in \mathbb{R}^{N} . This algorithm is constructed based on the asymptotic expansion of the solution to the initial value problem for a fourth-order linear parabolic partial differential equation whose initial data is the indicator function on the compact set \Omega_{0} . The main results of this paper demonstrate that the boundary \partial\Omega(t) of the new set \Omega(t) , generated by our algorithm, is included in O(t) -neighborhood of \partial\Omega_{0} for small t>0 and that the normal velocity from \partial\Omega_{0} to \partial\Omega(t) is nearly equal to the L^{2} -gradient of Willmore-type energy for small t>0 . Finally, numerical examples of planar curves governed by the Willmore flow are provided by using our thresholding algorithm.

Research on Solution of Boundary Value Problems of Fractional Order Differential Equations Based on Fractional Order Laplacian Operators

Research on Solution of Boundary Value Problems of Fractional Order Differential Equations Based on Fractional Order Laplacian Operators

An analytical approach to solve boundary value problems for autonomous second order nonlinear differential equations

An analytical approach to solve boundary value problems for autonomous second order nonlinear differential equations

On one minimal hyperbolic Gellerstedt operator with internal degeneracy

On one minimal hyperbolic Gellerstedt operator with internal degeneracy

Surface Profile Recovery from Electromagnetic Fields with Physics-Informed Neural Networks

Physics-informed neural networks (PINN) have shown their potential in solving both direct and inverse problems of partial differential equations. In this paper, we introduce a PINN-based deep learning approach to reconstruct one-dimensional rough surfaces from field data illuminated by an electromagnetic incident wave. In the proposed algorithm, the rough surface is approximated by a neural network, with which the spatial derivatives of surface function can be obtained via automatic differentiation, and then the scattered field can be calculated using the method of moments. The neural network is trained by minimizing the loss between the calculated and the observed field data. Furthermore, the proposed method is an unsupervised approach, independent of any surface data, where only the field data are used. Both transverse electric (TE) field (Dirichlet boundary condition) and transverse magnetic (TM) field (Neumann boundary condition) are considered. Two types of field data are used here: full-scattered field data and phaseless total field data. The performance of the method is verified by testing with Gaussian-correlated random rough surfaces. Numerical results demonstrate that the PINN-based method can recover rough surfaces with great accuracy and is robust with respect to a wide range of problem regimes.

Higher-order fractional equations and related time-changed pseudo-processes

We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of “stochastic composition” of the solutions to two simpler problems. These Cauchy sub-problems respectively concern the space and the time differential operator involved in the main equation. We provide some probabilistic and pseudo-probabilistic applications, where the solution can be interpreted as the pseudo-transition density of a time-changed pseudo-process. To extend our results to higher order time-fractional problems, we introduce stable pseudo-subordinators as well as their pseudo-inverses. Finally, we present our results in the case of more general differential operators and we interpret the results by means of a linear combination of pseudo-subordinators and their inverse processes.

A shooting-Newton procedure for solving fractional terminal value problems

In this paper we consider the numerical solution of fractional terminal value problems: namely, terminal value problems for fractional differential equations. In particular, the proposed method uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced step-by-step procedure for solving fractional initial value problems, i.e., initial value problems for fractional differential equations. As a result, the method is able to produce spectrally accurate solutions of fractional terminal value problems. Some numerical tests are reported to make evidence of its effectiveness.

Existence of Nontrivial Solutions for Boundary Value Problems of Fourth-Order Differential Equations

This article investigates the solvability problem of fourth-order differential equations with two-point boundary conditions; specifically, conclusions regarding sign-changing solutions are obtained. The methods used in this article are fixed-point theorems on lattices. Firstly, under some sublinear conditions, the existence of three nontrivial solutions is demonstrated, including a sign-changing solution, a negative solution and a positive solution. Secondly, under some unilaterally asymptotically linear and superlinear conditions, the existence of at least one sign-changing solution is proved. Finally, this article provides several specific examples to illustrate the obtained conclusions.

Ulam–Hyers and Generalized Ulam–Hyers Stability of Fractional Differential Equations with Deviating Arguments

In this paper, we study the initial value problem for the fractional differential equation with multiple deviating arguments. By using Krasnoselskii’s fixed point theorem, the conditions of solvability of the problem are obtained. Furthermore, we establish Ulam–Hyers and generalized Ulam–Hyers stability of the fractional functional differential problem. Finally, two examples are presented to illustrate our results, one is with a pantograph-type equation and the other is numerical.

On some spectral properties of nonlocal boundary-value problems for nonlinear differential inclusion

UDC 517.9 We study the solutions to the Sturm–Liouville boundary-value problem for a nonlinear differential inclusion with nonlocal conditions. The maximal and minimal solutions are demonstrated. The analysis of eigenvalues and eigenfunctions is performed. It is discussed whether multiple solutions may exist for the inhomogeneous Sturm–Liouville boundary-value problem for differential equation with nonlocal conditions.

A Study on Positive Solutions to Nonlinear Fractional Differential Equations

The purpose of this article concerns a type of nonlinear boundary value problem of fractional differential equations with the Caputo derivative. Using the fixed point index theory of condensing mapping in cones, the existence results of positive solutions for such a problem are obtained.

A Chebyshev Generated Block Method for Directly Solving Nonlinear and Ill-posed Fourth-Order ODEs

This study presents a block method induced by Chebyshev polynomials of first kind for directly solving initial value problems of fourth-order ordinary differential equations without reducing the problems to a system of first-order differential equations. The method was developed by applying interpolation and collocation procedures to a Chebyshev approximate polynomial. The unknown parameters were obtained using the Gaussian elimination method, then substituted into the approximate solution to get the continuous scheme and evaluated at the selected point to give the discrete scheme. The method was zero stable, consistent, and convergent, p-stable as shown by the region of absolute stability and has an order of seven. The accuracy and usability of the developed method were tested by applying it to solve six numerical examples. The method was found to be efficient as it gives minimal error. The numerical results of the method were compared with other works cited in the literature and found to be better as it gives minor errors.

On general tempered fractional calculus with Luchko kernels

In this paper, we construct the n-fold ψ-fractional integrals and derivatives and study their properties. This construction is purely based on the approach proposed by Luchko (2021). The fundamental theorems of fractional calculus are formulated and proved for the proposed n-fold ψ-fractional integrals and derivatives. On the other hand, a suitable generalization of the Luchko condition is presented to discuss the ψ-tempered fractional calculus of arbitrary order. We introduce an important class of kernels that satisfy this condition. For the ψ-tempered fractional integrals and derivatives of arbitrary order, two fundamental theorems are proven, along with a relation between Riemann–Liouville and Caputo derivatives. Finally, Cauchy problems for the fractional differential equations with the ψ-tempered fractional derivatives are solved.

A Six-Point y-Function Hybrid Block Method for Direct Solution of Third Order Ordinary Differential Equations

In this article, a new continuous numerical method was developed for the numerical integration of general third-order initial value problems (IVPs) of ordinary differential equations (ODEs). The method was derived by adopting interpolation and collocation approach using a combination of power series and exponential functions as the basis function for the approximate solution to the ODEs. The approximate solution was interpolated at both nodal and off-nodal points while the differential systems from the approximate solution was collocated at all nodal points to obtain the set of methods with given step-numbers. This derived approach ensured that the hybrid points are obtained at the y-values of the methods. This class of hybrid linear multi-step method satisfied the conditions for usability and accuracy of any given method. These conditions were confirmed by testing the consistency, stability and convergence of the developed method. The method was applied to solve directly linear and non-linear third order ODEs without reduction to system of first-order ordinary differential equations. Results from the computation compared favorably with some existing numerical methods in literature with comparable properties to confirm the superiority of the newly developed method.