38,741 research outputs found
Delay differential equations driven by Levy processes: stationarity and Feller properties
We consider a stochastic delay differential equation driven by a general Levy
process. Both, the drift and the noise term may depend on the past, but only
the drift term is assumed to be linear. We show that the segment process is
eventually Feller, but in general not eventually strong Feller on the Skorokhod
space. The existence of an invariant measure is shown by proving tightness of
the segments using semimartingale characteristics and the Krylov-Bogoliubov
method. A counterexample shows that the stationary solution in completely
general situations may not be unique, but in more specific cases uniqueness is
established.Comment: 28 page
Time-Fractional KdV Equation: Formulation and Solution using Variational Methods
In this work, the semi-inverse method has been used to derive the Lagrangian
of the Korteweg-de Vries (KdV) equation. Then, the time operator of the
Lagrangian of the KdV equation has been transformed into fractional domain in
terms of the left-Riemann-Liouville fractional differential operator. The
variational of the functional of this Lagrangian leads neatly to Euler-Lagrange
equation. Via Agrawal's method, one can easily derive the time-fractional KdV
equation from this Euler-Lagrange equation. Remarkably, the time-fractional
term in the resulting KdV equation is obtained in Riesz fractional derivative
in a direct manner. As a second step, the derived time-fractional KdV equation
is solved using He's variational-iteration method. The calculations are carried
out using initial condition depends on the nonlinear and dispersion
coefficients of the KdV equation. We remark that more pronounced effects and
deeper insight into the formation and properties of the resulting solitary wave
by additionally considering the fractional order derivative beside the
nonlinearity and dispersion terms.Comment: The paper has been rewritten, 12 pages, 3 figure
Time-Fractional KdV Equation for the plasma in auroral zone using Variational Methods
The reductive perturbation method has been employed to derive the Korteweg-de
Vries (KdV) equation for small but finite amplitude electrostatic waves. The
Lagrangian of the time fractional KdV equation is used in similar form to the
Lagrangian of the regular KdV equation. The variation of the functional of this
Lagrangian leads to the Euler-Lagrange equation that leads to the time
fractional KdV equation. The Riemann-Liouvulle definition of the fractional
derivative is used to describe the time fractional operator in the fractional
KdV equation. The variational-iteration method given by He is used to solve the
derived time fractional KdV equation. The calculations of the solution with
initial condition A0*sech(cx)^2 are carried out. Numerical studies have been
made using plasma parameters close to those values corresponding to the dayside
auroral zone. The effects of the time fractional parameter on the electrostatic
solitary structures are presented.Comment: 1 tex file + 5 eps figure
A regularization approach to functional It\^o calculus and strong-viscosity solutions to path-dependent PDEs
First, we revisit functional It\^o/path-dependent calculus started by B.
Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via
regularization. Relations with the corresponding Banach space valued calculus
introduced by C. Di Girolami and the second named author are explored. The
second part of the paper is devoted to the study of the Kolmogorov type
equation associated with the so called window Brownian motion, called
path-dependent heat equation, for which well-posedness at the level of
classical solutions is established. Then, a notion of strong approximating
solution, called strong-viscosity solution, is introduced which is supposed to
be a substitution tool to the viscosity solution. For that kind of solution, we
also prove existence and uniqueness. The notion of strong-viscosity solution
motivates the last part of the paper which is devoted to explore this new
concept of solution for general semilinear PDEs in the finite dimensional case.
We prove an equivalence result between the classical viscosity solution and the
new one. The definition of strong-viscosity solution for semilinear PDEs is
inspired by the notion of "good" solution, and it is based again on an
approximating procedure
Operator splitting for dissipative delay equations
We investigate Lie-Trotter product formulae for abstract nonlinear evolution
equations with delay. Using results from the theory of nonlinear contraction
semigroups in Hilbert spaces, we explain the convergence of the splitting
procedure. The order of convergence is also investigated in detail, and some
numerical illustrations are presented.Comment: to appear in Semigroup Foru
A new approach to the vakonomic mechanics
The aim of this paper is to show that the Lagrange-d'Alembert and its
equivalent the Gauss and Appel principle are not the only way to deduce the
equations of motion of the nonholonomic systems. Instead of them, here we
consider the generalization of the Hamiltonian principle for nonholonomic
systems with nonzero transpositional relations.
By applying this variational principle which takes into the account
transpositional relations different from the classical ones we deduce the
equations of motion for the nonholonomic systems with constraints that in
general are nonlinear in the velocity. These equations of motion coincide,
except perhaps in a zero Lebesgue measure set, with the classical differential
equations deduced with d'Alembert-Lagrange principle.
We provide a new point of view on the transpositional relations for the
constrained mechanical systems: the virtual variations can produce zero or
non-zero transpositional relations. In particular the independent virtual
variations can produce non-zero transpositional relations. For the
unconstrained mechanical systems the virtual variations always produce zero
transpositional relations.
We conjecture that the existence of the nonlinear constraints in the velocity
must be sought outside of the Newtonian model.
All our results are illustrated with precise examples
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
The paper reminds the basic ideas of stochastic calculus via regularizations
in Banach spaces and its applications to the study of strict solutions of
Kolmogorov path dependent equations associated with "windows" of diffusion
processes. One makes the link between the Banach space approach and the so
called functional stochastic calculus. When no strict solutions are available
one describes the notion of strong-viscosity solution which alternative (in
infinite dimension) to the classical notion of viscosity solution.Comment: arXiv admin note: text overlap with arXiv:1401.503
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