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

A survey on stationary problems, Green's functions and spectrum of Sturm–Liouville problem with nonlocal boundary conditions

In this paper, we present a survey of recent results on the Green's functions and on spectrum for stationary problems with nonlocal boundary conditions. Results of Lithuanian mathematicians in the field of differential and numerical problems with nonlocal boundary conditions are described. *The research was partially supported by the Research Council of Lithuania (grant No. MIP-047/2014)

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

Boundary value problems and dichotomic stability

Since the conditioning of a boundary value problem (BVP) is closely related to the existence of a dichotomic fundamental solution (i.e., where one set of modes is increasing and a complementary set is decreasing), it is important to have discretization methods that conserve this dichotomy property. The conditions this imposes on such a method are investigated in this paper. They are worked out in more detail for scalar second-order equations (the central difference scheme), and for linear first-order systems as well; for the latter type both one-step methods (including collocation) and multistep methods (those that may be used in multiple shooting) are examin

Numerics of boundary-domain integral and integro-differential equations for BVP with variable coefficient in 3D

This is the post-print version of the article. The official published version can be accessed from the links below - Copyright @ 2013 Springer-VerlagA numerical implementation of the direct boundary-domain integral and integro-differential equations, BDIDEs, for treatment of the Dirichlet problem for a scalar elliptic PDE with variable coefficient in a three-dimensional domain is discussed. The mesh-based discretisation of the BDIEs with tetrahedron domain elements in conjunction with collocation method leads to a system of linear algebraic equations (discretised BDIE). The involved fully populated matrices are approximated by means of the H-Matrix/adaptive cross approximation technique. Convergence of the method is investigated.This study is partially supported by the EPSRC grant EP/H020497/1:"Mathematical Analysis of Localised-Boundary-Domain Integral Equations for Variable-Coefficients Boundary Value Problems"