327 research outputs found

    Asymptotic solutions of forced nonlinear second order differential equations and their extensions

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    Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear differential equations on a half-axis. In addition, we extend the methods and present new similar results for integral equations and Volterra-Stieltjes integral equations, a framework whose benefits include the unification of second order difference and differential equations. In so doing, we enlarge the class of nonlinearities and in some cases remove the distinction between superlinear, sublinear, and linear differential equations that is normally found in the literature. An update of papers, past and present, in the theory of Volterra-Stieltjes integral equations is also presented

    On approximate solutions of semilinear evolution equations II. Generalizations, and applications to Navier-Stokes equations

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    In our previous paper [12] (Rev. Math. Phys. 16, 383-420 (2004)), a general framework was outlined to treat the approximate solutions of semilinear evolution equations; more precisely, a scheme was presented to infer from an approximate solution the existence (local or global in time) of an exact solution, and to estimate their distance. In the first half of the present work the abstract framework of \cite{uno} is extended, so as to be applicable to evolutionary PDEs whose nonlinearities contain derivatives in the space variables. In the second half of the paper this extended framework is applied to theincompressible Navier-Stokes equations, on a torus T^d of any dimension. In this way a number of results are obtained in the setting of the Sobolev spaces H^n(T^d), choosing the approximate solutions in a number of different ways. With the simplest choices we recover local existence of the exact solution for arbitrary data and external forces, as well as global existence for small data and forces. With the supplementary assumption of exponential decay in time for the forces, the same decay law is derived for the exact solution with small (zero mean) data and forces. The interval of existence for arbitrary data, the upper bounds on data and forces for global existence, and all estimates on the exponential decay of the exact solution are derived in a fully quantitative way (i.e., giving the values of all the necessary constants; this makes a difference with most of the previous literature). Nextly, the Galerkin approximate solutions are considered and precise, still quantitative estimates are derived for their H^n distance from the exact solution; these are global in time for small data and forces (with exponential time decay of the above distance, if the forces decay similarly).Comment: LaTeX, 84 pages. The final version published in Reviews in Mathematical Physic

    Existence of monotonic LφL_\varphi-solutions for quadratic Volterra functional-integral equations

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    We study the quadratic integral equation in the space of Orlicz space EφE_{\varphi} in the most important case when φ\varphi satisfies the Δ2\Delta_2-condition. Considered operators are not compact and then we use the technique of measure of noncompactness associated with the Darbo fixed point theorem to prove the existence of a monotonic, but discontinuous solution. Our present work allows to generalize both previously proved results for quadratic integral equations as well as that for classical equations. Due to different continuity properties of considered operators in Orlicz spaces, we distinguish different cases and we study the problem in the most important case – in such a way to cover all Lebesgue spaces LpL_p (p≥1p \geq 1)

    On Monotonic and Nonnegative Solutions of a Nonlinear Volterra-Stieltjes Integral Equation

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    On quadratic integral equations in Orlicz spaces

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    AbstractIn this paper we study the quadratic integral equation of the formx(t)=g(t)+λx(t)∫abK(t,s)f(s,x(s))ds. Several existence theorems for a.e. monotonic solutions in Orlicz spaces are proved for strongly nonlinear functions f. The presented method of the proof can be easily extended to different classes of solutions

    On solutions of some delay Volterra integral problems on a half-line

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    In this paper, we study the existence of a.e. monotonic solutions of some general delay integral problems for both fractional and integer orders in the space of Lebesgue integrable functions on the interval R+ = [0;1) and in the space of locally integrable functions L1loc (R+). In particular, the uniqueness of solutions for considered problems is obtained

    Existence and Asymptotic Stability of Solutions of a Perturbed Quadratic Fractional Integral Equation

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    Mathematics Subject Classification: 45G10, 45M99, 47H09We study the solvability of a perturbed quadratic integral equation of fractional order with linear modification of the argument. This equation is considered in the Banach space of real functions which are defined, bounded and continuous on an unbounded interval. Moreover, we will obtain some asymptotic characterization of solutions. Finally, we give an example to illustrate our abstract results

    Affine Volterra processes

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    We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither semimartingales, nor Markov processes in general. We provide explicit exponential-affine representations of the Fourier-Laplace functional in terms of the solution of an associated system of deterministic integral equations of convolution type, extending well-known formulas for classical affine diffusions. For specific state spaces, we prove existence, uniqueness, and invariance properties of solutions of the corresponding stochastic convolution equations. Our arguments avoid infinite-dimensional stochastic analysis as well as stochastic integration with respect to non-semimartingales, relying instead on tools from the theory of finite-dimensional deterministic convolution equations. Our findings generalize and clarify recent results in the literature on rough volatility models in finance
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