A short course on positive solutions of systems of ODEs via fixed point index

We shall firstly study the existence of one positive solution of a model problem for one equation via the classical Krasnosel'ski\u\i{} fixed-point theorem. Secondly we investigate how to handle this problem via the fixed point index theory for compact maps. Thirdly we illustrate how this approach can be tailored in order to deal with non-trivial solutions for systems of ODEs subject to local BCs. The case of nonlocal and nonlinear BCs will also be investigated. Finally we present some applications to the existence of radial solutions of some systems of elliptic PDEs.Comment: 52 pages 13 figure

Nonzero solutions of perturbed Hammerstein integral equations with deviated arguments and applications

We provide a theory to establish the existence of nonzero solutions of perturbed Hammerstein integral equations with deviated arguments, being our main ingredient the theory of fixed point index. Our approach is fairly general and covers a variety of cases. We apply our results to a periodic boundary value problem with reflections and to a thermostat problem. In the case of reflections we also discuss the optimality of some constants that occur in our theory. Some examples are presented to illustrate the theory.Comment: 3 figures, 23 page

Fifty Years of Stiffness

The notion of stiffness, which originated in several applications of a different nature, has dominated the activities related to the numerical treatment of differential problems for the last fifty years. Contrary to what usually happens in Mathematics, its definition has been, for a long time, not formally precise (actually, there are too many of them). Again, the needs of applications, especially those arising in the construction of robust and general purpose codes, require nowadays a formally precise definition. In this paper, we review the evolution of such a notion and we also provide a precise definition which encompasses all the previous ones.Comment: 24 pages, 11 figure

First order systems of odes with nonlinear nonlocal boundary conditions

In this article, we prove an existence of solutions for a non-local boundary value problem with nonlinearity in a nonlocal condition. Our method is based upon the Mawhin's coincidence theory

Valuation of boundary-linked assets

This article studies the valuation of boundary-linked assets and their derivatives in continuous-time markets. Valuing boundary-linked assets requires the solution of a stochastic differential equation with boundary conditions, which, often, is not Markovian. We propose a wavelet-collocation algorithm for solving a Milstein approximation to the stochastic boundary problem. Its convergence properties are studied. Furthermore, we value boundary-linked derivatives using Malliavin calculus and Monte Carlo methods. We apply these ideas to value European call options of boundary-linked asset

Positive operators and maximum principles for ordinary differential equations

We show an equivalence between a classical maximum principle in differential equations and positive operators on Banach Spaces. Then we shall exhibit many types of boundary value problems for which the maximum principle is valid. Finally, we shall present extended applications of the maximum principle that have arisen with the continued study of the qualitative properties of Green’s functions

ON THE EXISTENCE AND UNIQUENESS OF SOLUTIONS TO BOUNDARY VALUE PROBLEMS ON TIME SCALES

This work formulates existence, uniqueness, and uniqueness-implies-existence theorems for solutions to two-point vector boundary value problems on time scales. The methods used include maximum principles, a priori bounds on solutions, and the nonlinear alternative of Leray-Schauder