Results 61 to 70 of about 8,616 (247)
Lipschitz estimates for partial trace operators with extremal Hessian eigenvalues
Advances in Nonlinear Analysis, 2022 We consider the Dirichlet problem for partial trace operators which include the smallest and the largest eigenvalue of the Hessian matrix. It is related to two-player zero-sum differential games. No Lipschitz regularity result is known for the solutions,
Vitolo Antonio
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Well ordered monotone iterative technique for nonlinear second order four point Dirichlet BVPs
Mathematical Modelling and Analysis, 2022 In this article, we develop a monotone iterative technique (MI-technique) with lower and upper (L-U) solutions for a class of four-point Dirichlet nonlinear boundary value problems (NLBVPs), defined as, where , the non linear term is continuous ...
Amit Verma, Nazia Urus
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Flow Invariance on Stratified Domains
, 2012 This paper studies conditions for invariance of dynamical systems on stratified do- mains as originally introduced by Bressan and Hong. We establish Hamiltonian conditions for both weak and strong invariance of trajectories on systems with non-Lipschitz ...
Barnard, Richard, Wolenski, Peter
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Stochastic flows for SDEs with non-Lipschitz coefficients
Bulletin des Sciences Mathématiques, 2003 A stochastic differential equation \[ dX_t=\sum_{n=1}^\infty\sigma_n(X_t)dW_t^n+b(X_t)dt,\quad X_0=x\in{\mathbb R}, \] is considered, where \(W^n\) are Brownian motions, \(n=1,2,\dots\), and none of the \(\sigma_n\)'s or \(b\) are Lipschitz. Conditions on coefficients are given which imply that the solution is a.s.\ continuous in \(x\) and \(t\) for ...
Ren, Jiagang, Zhang, Xicheng
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Mild solutions of non‐Lipschitz stochastic integrodifferential evolution equations [PDF]
Mathematical Methods in the Applied Sciences, 2016 In this work, we study the existence and uniqueness of mild solutions for stochastic partial integrodifferential equations under local non‐Lipschitz conditions on the coefficients. Our analysis makes use of the theory of resolvent operators as developed by R. Grimmer as well as a stopping time technique.
Abdoul Diop, Mamadou +2 more
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Front Propagation Through a Perforated Wall
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We consider a bistable reaction– diffusion equation ut=Δu+f(u)$u_t=\Delta u +f(u)$ on RN${\mathbb {R}}^N$ in the presence of an obstacle K$K$, which is a wall of infinite span with many holes. More precisely, K$K$ is a closed subset of RN${\mathbb {R}}^N$ with smooth boundary such that its projection onto the x1$x_1$‐axis is bounded and that ...
Henri Berestycki +2 more
wiley +1 more source
An integral sliding mode fault tolerant control for a class of non‐linear Lipschitz systems
IET Control Theory & Applications, 2021 This paper proposes an active fault‐tolerant control (FTC) strategy for a class of non‐linear Lipschitz systems. The proposed FTC approach employs the integral sliding mode control (ISMC) technique due to its inherent capability of dealing with system ...
Muhammad Ammar Ashraf +3 more
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, 2012 The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and nondiffusive ...
Gurevich, Pavel, Tikhomirov, Sergey
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SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
Bernoulli, 2023 In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H lder continuous diffusion coefficients and the spatial domain in finite interval, $[0,1]$, and with Dirichlet, Neumann or mixed nonhomogeneous random ...
Xiong, Jie, Yang, Xu
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Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, EarlyView.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source