Problems For Differential Equations Research Articles

A note on the telegraph type differential equation with time involution

In the present paper, the initial value problem for the telegraph type involutory in t second order linear partial differential equation with damping term is investigated. The equivalent initial value problem for the fourth order partial differential equations to the initial value problem for this second order linear partial differential equations with involution and damping term is obtained. Applying the operator tools, the stability estimates for the solution and its first and second order derivatives of this problem are established.

Boundary value problem with a spectral parameter

In this paper we consider one class of irregular boundary value problems for ordinary differential equations of third order. Their defective coercivity is investigated and the defect of coercivity is found and the area of defective coercivity is determined, which proves the existence of a unique solution of the problem. An estimation of the solution has obtained.

ЭКИНЧИ ТАРТИПТЕГИ ТУУНДУСУНА КАРАТА ЧЕЧИЛБЕГЕН ДИФФЕРЕНЦИАЛДЫК ТЕҢДЕМЕ ҮЧҮН ЧЕКТИК МАСЕЛЕНИН ЧЫГАРЫЛЫШЫН КОЛЛОКАЦИЯ-АСИМПТОТИКАЛЫК МЕТОД МЕНЕН ТАБУУ

Boundary value problems for ordinary differential equations is one of the sections of the general theory of differential equations. The difference between the boundary value problem and the Cauchy problem is that the solution of the differential equation must satisfy boundary conditions connecting the values of the desired function at more than one point. The most common boundary value problem refers to two-point boundary value problems for which boundary conditions are set at two points at the ends of the interval on which solutions are being sought. In addition, the special case of two-point boundary value problems also covers such an important section of the theory of differential equations as the theory of oscillations. In this article, the problem of constructing an asymptotic expansion in a small parameter for solving a boundary value problem for a second-order differential equation of an unresolved relative to the highest derivative of the desired solution is considered. The solution of the boundary value problem is found according to the algorithm of the collocation-asymptotic method. A numerical example of a boundary value problem is considered and an asymptotic decomposition is constructed for solving problems with a relatively small parameter, including the first two terms of the expansions.

Optimal controls for forward-backward stochastic differential equations: Time-inconsistency and time-consistent solutions

This paper is concerned with an optimal control problem for a forward-backward stochastic differential equation (FBSDE, for short) with a recursive cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for short). It is found that such an optimal control problem is time-inconsistent in general, even if the cost functional is reduced to a classical Bolza type one as in Peng [47], Lim–Zhou [38], and Yong [72]. Therefore, instead of finding a global optimal control (which is time-inconsistent), we will look for a time-consistent and locally optimal equilibrium strategy, which can be constructed via the solution of an associated equilibrium Hamilton–Jacobi–Bellman (HJB, for short) equation. A verification theorem for the local optimality of the equilibrium strategy is proved by means of the generalized Feynman–Kac formula for BSVIEs and some stability estimates of the representation parabolic partial differential equations (PDEs, for short). Under certain conditions, it is proved that the equilibrium HJB equation, which is a nonlocal PDE, admits a unique classical solution. As special cases and applications, the linear-quadratic problems, a mean-variance model, a social planner problem with heterogeneous Epstein–Zin utilities, and a Stackelberg game are briefly investigated. It turns out that our framework can cover not only the optimal control problems for FBSDEs studied in [47,38,72], and so on, but also the problems of the general discounting and some nonlinear appearance of conditional expectations for the terminal state, studied in Yong [73,75] and Björk–Khapko–Murgoci [6].

Boundary value problems for integro-differential and singular higher-order differential equations

Abstract We investigate third-order strongly nonlinear differential equations of the type ( Φ ( k ( t ) u ″ ( t ) ) ) ′ = f ( t , u ( t ) , u ′ ( t ) , u ″ ( t ) ) , a.e. on [ 0 , T ] , \left(\Phi \left(k\left(t){u}^{^{\prime\prime} }\left(t)))^{\prime} =f\left(t,u\left(t),u^{\prime} \left(t),{u}^{^{\prime\prime} }\left(t)),\hspace{1em}\hspace{0.1em}\text{a.e. on}\hspace{0.1em}\hspace{0.33em}\left[0,T], where Φ \Phi is a strictly increasing homeomorphism, and the non-negative function k k may vanish on a set of measure zero. Using the upper and lower solution method, we prove existence results for some boundary value problems associated with the aforementioned equation. Moreover, we also consider second-order integro-differential equations like ( Φ ( k ( t ) v ′ ( t ) ) ) ′ = f t , ∫ 0 t v ( s ) d s , v ( t ) , v ′ ( t ) , a.e. on [ 0 , T ] , \left(\Phi \left(k\left(t)v^{\prime} \left(t)))^{\prime} =f\left(t,\underset{0}{\overset{t}{\int }}v\left(s){\rm{d}}s,v\left(t),v^{\prime} \left(t)\right),\hspace{1em}\hspace{0.1em}\text{a.e. on}\hspace{0.1em}\hspace{0.33em}\left[0,T], for which we provide existence results for various types of boundary conditions, including periodic, Sturm-Liouville, and Neumann-type conditions.

Numerical treatment of singular ODEs using finite difference and collocation methods

Boundary value problems (BVPs) in ordinary differential equations (ODEs) with singularities arise in numerous mathematical models describing real-life phenomena in natural sciences and engineering. This motivates vivid research activities aiming to characterize the analytical properties of singular problems, to investigate convergence of the standard numerical methods when they are applied to simulate differential equation with singularities, and to provide software for their efficient numerical treatment. There are two well-known, high order numerical methods which we focus on in this paper, the finite difference schemes and the collocation methods. Those methods proved to be dependable and highly accurate in the context of regular differential equations, so the question arises how do they preform for singular problems. While, there is a strong evidence for the collocation schemes to be a robust method to solve singular systems in a stable and efficient way, finite difference schemes are still considered less suitable for this problem class.In this paper, we shall compare the performance of the code HOFiD_bvp based on the high order finite difference schemes and bvpsuite2.0 based on polynomial collocation, when the codes are applied to singular problems in ODEs. We are fully aware of the difficulties in a code comparison, so in this paper, we will try to only diagnose the potential improvements, we could address in the next update of the codes.

Two-Point Boundary-Value Problem for Linear Stochastic Differential Equations

Two-Point Boundary-Value Problem for Linear Stochastic Differential Equations

Nonparametric estimation for periodic stochastic differential equations driven by [formula omitted]-Brownian motion

The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by G-Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.

A Birkhoff–Kellogg Type Theorem for Discontinuous Operators with Applications

By means of fixed point index theory for multivalued maps, we provide an analogue of the classical Birkhoff–Kellogg Theorem in the context of discontinuous operators acting on affine wedges in Banach spaces. Our theory is fairly general and can be applied, for example, to eigenvalues and parameter problems for ordinary differential equations with discontinuities. We illustrate in detail this fact for a class of second-order boundary value problem with deviated arguments and discontinuous terms. In a specific example, we explicitly compute the terms that occur in our theory.

Existence of Eigenvalues and Boundedness of the Eigenfunctions and the Orthogonality of the Eigenfunctions of a Type of Spectral Problem

Background: This research aims to investigate certain requirements for the presence of eigenvalues, as well as the boundaries of eigenfunctions and their derivatives, specifically, the eigenfunctions' first as well as second derivatives. Materials and Methods: In this study, we use the spectral problem of second-order differential equations: , with mixed boundary conditions , where is a spectral parameter. and the normalized condition , where . Results: We get that the spectral parameter of a second-order differential operator is real. And we obtain Lagrange’s identity for a spectral problem. Also, we prove that the spectral problem is self-adjoint, and the property of orthogonality of eigenfunctions is shown. Conclusions: In this research, we studied the existence of eigenvalues and the estimation of the norm of eigenfunctions for problem (1) - (3). Furthermore, we investigated the self-adjoint nature of the problem, and we proved that the eigenfunctions are orthogonal.

Solvability of One Class of Inverse Problem for Partial Differential Equations

Solvability of One Class of Inverse Problem for Partial Differential Equations

Numerical study on nanofluidic transport mechanism in Ellis flow within curved channel comprising compliant walls subjected to peristaltic activity

Peristaltic movement of fluid flows has significant applications in biomedical engineering, medicine, human physiology, etc. Specifically, it is very useful to understand and cure the very common intestinal diseases in human beings. A number of theoretical and empirical models are used to analyze peristaltic movement. In this work, the peristaltic movement of nanofluid is modeled with a non-Newtonian Ellis fluid model in a curved channel with compliant wall properties. The effects of Brownian motion, thermophoresis, and nonlinear radiations are considered in the heat transfer for better thermal analysis. The mathematical modeling of the physical problem yields the nonlinear partial differential equations with boundary conditions. First, the governing partial differential equations are non-dimensionalized, and then the resultant system is simplified by using the assumptions of a small Reynolds number and long wavelength. Then the obtained boundary value problem of differential equations is solved with the built-in Mathematica command NDSolve. The accuracy and reliability of the adopted procedure are verified by comparing the computed results with the reported literature. The impacts of the pertinent parameters (Brownian motion, thermal radiation, mixed convection, and thermophoresis phenomenon) on thermal energy, velocity, concentration, heat transfer rate, and stress at the lower wall are analyzed both in qualitative and quantitative manners. This study revealed some interesting facts, such as the peristaltic-driven motion of nanoliquid is strongly influenced by wall properties (i.e., wall elasticity, mass density, and wall damping). In addition, the flow experienced more resistance in the case of larger wall damping, but larger wall elasticity and mass density provide favorable movement for fluid motion. In addition, mixed convection plays a vital role in heat transfer and nanoparticle concentration in the curved domain. In addition, the curved channel walls have a higher stress factor than straight-plane channels. The results of the current study are very useful to understand many biological phenomena, such as the peristaltic movement of liquid during dialysis, food movement through the intestine, etc.

Boundary value problems for the harmonic differential equations of the third order

Boundary value problems for the harmonic differential equations of the third order

An efficient numerical method for modeling silver powder heat exchanger in dilution refrigerator

Dilution refrigerator provides continuous ultralow temperature environments as low as 10 mK. It has been widely used in a variety of important applications such as quantum computations. The silver powder heat exchanger in a dilution refrigerator plays a crucial role in realizing ultralow temperatures on the order of 10 mK by precooling the circulation of helium mixtures. To study the silver powder heat exchanger quantitatively, we have proposed an efficient numerical solution method for its thermodynamic model. This method utilizes constraint conditions cleverly to convert the initial value problem of differential equations into a boundary value problem, allowing us to solve the control equations using the existing ODE function quickly. Furthermore, we demonstrate the application of this method in the evaluation and design of silver powder heat exchanger. The research results of this paper have certain significance for the development of dilution refrigerator.

Diagonally quadratic BSDE with oblique reflection and optimal switching

The present paper is devoted to the study of diagonally quadratic backward stochastic differential equation with oblique reflection. Using a penalization approach, we show the existence of a solution by providing some delicate a priori estimates. We further obtain the uniqueness by verifying the first component of the solution is indeed the value of a switching problem for quadratic BSDEs. Moreover, we provide an extension for the solvability and apply our results to study a risk-sensitive switching problem for functional stochastic differential equations.

Solutions of periodic boundary value problems for first-order linear fuzzy differential equations under new conditions

Solutions of periodic boundary value problems for first-order linear fuzzy differential equations under new conditions

Inverse Coefficient Problem for the 2D Wave Equation with Initial and Nonlocal Boundary Conditions

In this paper, we consider direct and inverse problems for the two-dimensional wave equation. The direct problem is an initial boundary value problem for this equation with nonlocal boundary conditions. In the inverse problem, it is required to find the time-variable coefficient at the lower term of the equation. The classical solution of the direct problem is presented in the form of a biorthogonal series in eigenvalues and associated functions, and the uniqueness and stability of this solution are proven. For solution to the inverse problem, theorems of existence in local, uniqueness in global, and an estimate of conditional stability are obtained. The problems of determining the right-hand sides and variable coefficients at the lower terms from initial boundary value problems for second-order linear partial differential equations with local boundary conditions have been studied by many authors. Since the nonlinearity is convolutional, the unique solvability theorems in them are proven in a global sense. In the works, the method of separation of variables is used to find the classical solution of the direct problem in the form of a biorthogonal series in terms of eigenfunctions and associated functions. The nonlocal integral condition is used as the overdetermination condition with respect to the solution of the direct problem. The direct problem reduces to equivalent integral equations of the Fourier method. To establish integral inequalities, the generalized Gronwall-Bellman inequality is used. We obtain an a priori estimate of the solution in terms of an unknown coefficient, that are useful for studying the inverse problem.

Properties of eigenfunctions of a boundary value problem for ordinary differential equations of fourth-order with boundary conditions depending on the spectral parameter

In this paper, we consider an eigenvalue problem for fourth-order ordinary differential equations with a spectral parameter contained in all boundary conditions. We characterize the location of eigenvalues on the real axis, find their multiplicities, and study the oscillatory properties of eigenfunctions. Moreover, we obtain refined asymptotic formulas for the eigenvalues, as well as for the values at the endpoints of the interval of eigenfunctions and their derivatives. Then, using these results and the operator-theoretic formulation, we establish sufficient conditions for the system of eigenfunctions of this problem to form a basis in the space Lp,1<p<∞, after removing four functions.

Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales

Abstract In this paper, we study the stochastic maximum principle for a partially observed optimal control problem of forward-backward stochastic differential equations (FBSDEs for short) of McKean–Vlasov type driven by both a family of Teugels martingales and an independent Brownian motion. The coefficients of the system and the cost functional depending on the state of the solution process as well as its probability law and the control variable. We establish partially observed necessary conditions of optimality for this system under assumption that the control domain is supposed to be convex. Our main result is based on Girsavov’s theorem and the derivatives with respect to probability law. As an application of the general theory, a partially observed linear-quadratic control problem of McKean–Vlasov type is studied in terms of stochastic filtering.

Triple Mixed Integral Transformation and Applications for Initial-Boundary Value Problems

In this paper, we establish a new integral transformation method for solving the initial-boundary value problems of the partial differential equations. The method is a combined expression mainly based on the triple integral transformation of Laplace and Sumudu. We study the basic properties of the triple Laplace-Sumudu transform, and give the triple Laplace-Sumudu transforms of some basic functions. And as applications, we solve some heat flow equations and wave equations with initial-boundary value conditions by using the method. The results show that the triple Laplace-Sumudu transform is more efficient and useful to deal with these problems.