Results 11 to 20 of about 90 (57)
International Journal of Stochastic Analysis, Volume 12, Issue 3, Page 279-291, 1999., 1998 In the present paper we study nonlocal problems for ordinary differential equations with a discontinuous coefficient for the high order derivative. We establish sufficient conditions, known as regularity conditions, which guarantee the coerciveness for both the space variable and the spectral parameter, as well as guarantee the completeness of the ...
M. Denche
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A system of impulsive degenerate nonlinear parabolic functional‐differential inequalities
International Journal of Stochastic Analysis, Volume 8, Issue 1, Page 59-68, 1995., 1994 A theorem about a system of strong impulsive degenerate nonlinear parabolic functional‐differential inequalities in an arbitrary parabolic set is proved. As a consequence of the theorem, some theorems about impulsive degenerate nonlinear parabolic differential inequalities and the uniqueness of a classical solution of an impulsive degenerate nonlinear ...
Ludwik Byszewski
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Almost periodic solutions to systems of parabolic equations
International Journal of Stochastic Analysis, Volume 7, Issue 4, Page 581-586, 1994., 1994 In this paper we show that the second‐order differential solution is 𝕃2‐almost periodic, provided it is 𝕃2‐bounded, and the growth of the components of a non‐linear function of a system of parabolic equation is bounded by any pair of con‐secutive eigenvalues of the associated Dirichlet boundary value problems.
Janpou Nee
wiley +1 more source
Quasilinearization for some nonlocal problems
International Journal of Stochastic Analysis, Volume 6, Issue 2, Page 117-122, 1993., 1993 The method of generalized quasilinearization [4] is applied to study semilinear parabolic equation ut − Lu = f(t, x, u) with nonlocal boundary conditions u(t,x)=∫Ωϕ(x,y)u(t,y)dy in this paper. The convexity of f in u is relaxed by requiring f(t, x, u) + Mu2 to be convex for some M > 0. The quadratic convergence of monotone sequence is obtained.
Yunfeng Yin
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A fully discrete evolving surface finite element method [PDF]
, 2012 In this paper we consider a time discrete evolving surface finite element method for the advection and diffusion of a conserved scalar quantity on a moving surface.
Charles M. Elliott +2 more
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A mixed nonlinear time-fractional Rayleigh-Stokes equation [PDF]
, 2022 . This paper investigates a nonlinear time-fractional Rayleigh-Stokes equation with mixed nonlinearities containing a power-type function, a logarithmic function and an inverse time-forcing term.
Au, Vo Van, Caraballo Garrido, Tomás
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Impulsive nonlocal nonlinear parabolic differential problems
International Journal of Stochastic Analysis, Volume 6, Issue 3, Page 247-260, 1993., 1993 The aim of the paper is to prove a theorem about a weak impulsive nonlinear parabolic differential inequality together with weak impulsive nonlocal nonlinear inequalities. A weak maximum principle for an impulsive nonlinear parabolic differential inequality together with weak impulsive nonlocal nonlinear inequalities and an uniqueness criterion for the
Ludwik Byszewski
wiley +1 more source
On the Cauchy problem for semilinear elliptic equations [PDF]
, 2016 We study the Cauchy problem for non-linear (semilinear) elliptic partial differential equations in Hilbert spaces. The problem is severely ill-posed in the sense of Hadamard.
Binh, TT, Lesnic, D, Taun, NH, Viet, TQ
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Existence of a solution of a Fourier nonlocal quasilinear parabolic problem
International Journal of Stochastic Analysis, Volume 5, Issue 1, Page 43-67, 1992., 1991 The aim of this paper is to give a theorem about the existence of a classical solution of a Fourier third nonlocal quasilinear parabolic problem. To prove this theorem, Schauder′s theorem is used. The paper is a continuation of papers [1]‐[8] and the generalizations of some results from [9]‐[11].
Ludwik Byszewski
wiley +1 more source
An infinite-dimensional approach to path-dependent Kolmogorov equations [PDF]
, 2016 In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated and solved both in the space of $L^p$ paths and in ...
Flandoli, Franco, Zanco, Giovanni
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