Stochastic integrals and differential systems

Operator-theoretic solution of stochastic systems

Solution of nonlinear partial differential equations from base equations

A general existence and uniqueness theorem for solutions of linear dissipative stochastic differential equation in a Hilbert space is proved. The dual equation is introduced and the duality relation is established. Proofs take inspirations from quantum stochastic calculus, however without using it. Solutions of both equations provide classical stochastic representation for a quantum dynamical semigroup, describing quantum Markovian evolution. The problem of the mean-square norm conservation, closely related to the unitality (non-explosion) of the quantum dynamical semigroup, is considered and a hyperdissipativity condition, ensuring such conservation, is discussed. Comments are given on the existence of solutions of a nonlinear stochastic differential equation, introduced and discussed recently in physical literature in connection with continuous quantum measurement processes.

%\baselineskip 24pt We discuss the existence of solutions of linear stochastic differential equations in~$\bf{R}^\infty$. The existence of strong continuous (respectively, \hbox{$L^p$-con}\-tinuous) solutions of autonomous linear stochastic differential equations in $\bf{R}^\infty$ with continuous (respectively, \hbox{$L^p$-con}\-tinuous) right-hand sides is proved. Uniqueness conditions are obtained.

The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the coefficients satisfy some conditions. The asymptotic stability of the unique square-mean almost automorphic solution in the square-mean sense is discussed.

Tan-cot method is applied to get exact soliton solutions of non-linear partial differential equations notably generalized Benjamin-Bona-Mahony, Zakharov-Kuznetsov Benjamin-Bona-Mahony, Kadomtsov- Petviashvilli Benjamin-Bona-Mahony and Korteweg-de Vries equations, which are important evolution equations with wide variety of physical applications. Elastic behavior and soliton fusion/fission is shown graphically and discussed physically as far as possible. Keywords: Benjamin-Bona-Mahony equation, Tan-Cot method, soliton solutions.

In this paper, we study the regularity of solutions of nonlinear stochastic partial differential equations (SPDEs) with multiplicative noises in the framework of Hilbert scales. Then we apply our abstract result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau equations on the real line, stochastic 2D Navier-Stokes equations (SNSEs) in the whole space and a stochastic tamed 3D Navier-Stokes equation in the whole space, and obtain the existence of their smooth solutions respectively. In particular, we also get the existence of local smooth solutions for 3D SNSEs.

The numerical solution of a ordinary differential equation (ODE) basically describes any physical phenomenon of interest. Traditionally, the numerical solution of ODE is solved by a discretization process using the classical finite difference approximation. Recently, many studies have used deep neural networks (DNN) to approximate ODE solutions without discretization. However, without the optimization process, DNN cannot run independently. In this work, we proposed an alternative method that combines DNN with a genetic algorithm (GA) as an optimization method. GA initiates a population of DNN trainable parameters, making the DNN training process more streamlined on a single-generation GA. We focused on DNN-GA hybrid solution for linear and nonlinear ordinary differential equations (ODE‘s). Our method is achieved by solving several test problems and demonstrating a comparison with stochastic gradient descent (SGD) optimizers. In most ODE problems, using the same number of iterations and architecture, DNN-GA produces a better loss function than using DNN-SGD.

The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic equations of hyperbolic type in the classical way under the assumption of sufficient smoothness of the coefficients of the terms included in the right-hand side of the equation were obtained. Meanwhile, study of many stochastic applied optimal control problems described by linear or nonlinear second-order stochastic differential equations, in partial derivatives hyperbolic type, the assumptions of sufficient smoothness of these equations are not natural. Proceeding from this, in the considered Goursat problem, in contrast to the known works, the smoothness of the coefficients of the terms in the right-hand side of the equation is not assumed. They are considered only measurable and bounded matrix functions. These assumptions, being natural, allow us to further investigate a wide class of optimal control problems described by systems of second-order stochastic hyperbolic equations. In this work, a stochastic analogue of the Riemann matrix is introduced, an integral representation of the solution of considered boundary value problem in explicit form through the boundary conditions is obtained. An analogue of the Riemann matrix was introduced as a solution of a two-dimensional matrix integral equation of the Volterra type with one-dimensional terms, a number of properties of an analogue of the Riemann matrix were studied.

This paper presents a method of establishing the D-stability terms of the symmetric solution of scalar symmetric linear and nonlinear functional differential equations. We determine the general conditions of the unique solvability of the initial value problem for symmetric functional differential equations. Here, we show the conditions of the symmetric property of the unique solution of symmetric functional differential equations. Furthermore, in this paper, an illustration of a particular symmetric equation is presented. In this example, all theoretical investigations referred to earlier are demonstrated. In addition, we graphically demonstrate two possible linear functions with the required symmetry properties.

Assume that $E$ is a Banach space, $B_{r}=\{x\in E:\Vert x\Vert \le r\}$ and $C([-d,0],B_{r})$ is the Banach space of continuous functions from $[-d,0]$ into $B_{r}$. Consider $f:\mathbf{R}^+\times E\to E$; $f^{d}:[0,T]\times C([-d,0],B_{r})\to E$; for each $t\in [0,T]$ the mapping $\theta_{t}\in C([-d,0],B_{r})$ is defined by $\theta_{t}x(s)= x(t+s)$, $s\in [-d,0]$ and let $A(t)$ be a linear operator from $E$ into itself. In this paper we give existence theorems for bounded weak and strong solutions of the nonlinear differential equation 26767 \dot{x}(t)=A(t)x+f(t,x),\qquad t\in \mathbf{R}^+, 26767 and we prove that, with certain conditions, the differential equation with delay 26767 \dot{x}(t)=L(t)x(t)+f^{d}(t,\theta_{t}x),\qquad \text{if}\quad t\in [0,T] \qquad\qquad(\mathrm{Q}) 26767 has at least one weak solution where $L(t)$ is a linear operator from $E$ into $E$. Moreover, under suitable assumptions, the problem $(\mathrm{Q})$ has a solution. Furthermore under a generalization of the compactness assumptions, we show that $(\mathrm{Q})$ has a solution too.

Herein, two numerical algorithms for solving some linear and nonlinear fractional-order differential equations are presented and analyzed. For this purpose, a novel operational matrix of fractional-order derivatives of Fibonacci polynomials was constructed and employed along with the application of the tau and collocation spectral methods. The convergence and error analysis of the suggested Fibonacci expansion were carefully investigated. Some numerical examples with comparisons are presented to ensure the efficiency, applicability and high accuracy of the proposed algorithms. Two accurate semi-analytic polynomial solutions for linear and nonlinear fractional differential equations are the result.

Variation of parameters and the method of Kryloff and Bogoliuboff

In this paper, we study the growth of solutions of the second order linear complex differential equations insuring that any nontrivial solutions are of infinite order. It is assumed that the coefficients satisfy the extremal condition for Yang’s inequality and the extremal condition for Denjoy’s conjecture. The other condition is that one of the coefficients itself is a solution of the differential equation .

Moment boundedness of linear stochastic delay differential equations with distributed delay