It was shown in [2] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog.
We consider the problem of the existence of positive solutions u to the problem , (g ≥ 0,x > 0, n ≥ 2). It is known that if g is nondecreasing then the Osgood condition is necessary and sufficient for the existence of nontrivial solutions to the above problem. We give a similar condition for other classes of functions g.
An alternative approach for the analysis and the numerical approximation of ODEs, using a variational framework, is presented. It is based on the natural and elementary idea of minimizing the residual of the differential equation measured in a usual Lp norm. Typical existence results for Cauchy problems can thus be recovered, and finer sets of assumptions for existence are made explicit. We treat, in particular, the cases of an explicit ODE and a differential inclusion. This approach also allows...
We establish some sufficient conditions in order that a given locally closed subset of a separable Banach space be a viable domain for a semilinear functional differential inclusion, using a tangency condition involving a semigroup generated by a linear operator.
By using the theory of strongly continuous cosine families of linear operators in Banach space the existence of solutions of a semilinear second order differential initial value problem (1) as well as the existence of solutions of the linear inhomogeneous problem corresponding to (1) are proved. The main result of the paper is contained in Theorem 5.
A general existence and uniqueness result of Picard-Lindelöf type is proved for ordinary differential equations in Fréchet spaces as an application of a generalized Nash-Moser implicit function theorem. Many examples show that the assumptions of the main result are natural. Applications are given for the Fréchet spaces , , , , for Köthe sequence spaces, and for the general class of subbinomic Fréchet algebras.
The method of quasilinearization is a well–known technique for obtaining approximate solutions of nonlinear differential equations. This method has recently been generalized and extended using less restrictive assumptions so as to apply to a larger class of differential equations. In this paper, we use this technique to nonlinear differential problems.
For an initial value problem u'''(x) = g(u(x)), u(0) = u'(0) = u''(0) = 0, x > 0, some theorems on existence and uniqueness of solutions are established.