We consider the Fourier first boundary value problem for an infinite system of weakly coupled nonlinear differential-functional equations. To prove the existence and uniqueness of solution, we apply a monotone iterative method using J. Szarski's results on differential-functional inequalities and a comparison theorem for infinite systems.

We establish the existence of solutions for evolution equations in Hilbert spaces with anti-periodic boundary conditions. The energies associated to these evolution equations are quadratic forms. Our approach is based on application of the Schaefer fixed-point theorem combined with the continuity method.

The Cauchy problem for an infinite system of parabolic type equations is studied. General operators of parabolic type of second order with variable coefficients are considered and the system is weakly coupled. We prove the existence and uniqueness of a bounded solution under Carathéodory type conditions and its differentiability, as well as the existence and uniqueness in the class of functions satisfying a natural growth condition. Both results are obtained by the fixed point method.

The paper is devoted to the study of the existence of solutions for nonlinear nonmonotone evolution equations in Banach spaces involving anti-periodic boundary conditions. Our approach in this study relies on the theory of monotone and maximal monotone operators combined with the Schaefer fixed-point theorem and the monotonicity method. We apply our abstract results in order to solve a diffusion equation of Kirchhoff type involving the Dirichlet $p$-Laplace operator.

We consider nonlinear parabolic boundary value problems. First we assume that the right hand side term is discontinuous and nonmonotone and in order to have an existence theory we pass to a multivalued version by filling in the gaps at the discontinuity points. Assuming the existence of an upper solution $\phi$ and of a lower solution $\psi$ such that $\psi \le \phi$, and using the theory of nonlinear operators of monotone type, we show that there exists a solution $x\in [\psi ,\phi ]$ and that the set of all such solutions is compact in...

A simple proof of the existence of solutions for the two-dimensional Keller-Segel model with measures with all the atoms less than 8π as the initial data is given. This result was obtained by Senba and Suzuki (2002) and Bedrossian and Masmoudi (2014) using different arguments. Moreover, we show a uniform bound for the existence time of solutions as well as an optimal hypercontractivity estimate.

We prove the existence of a renormalized solution to a class of doubly nonlinear parabolic systems.

We investigate the existence of renormalized solutions for some nonlinear parabolic problems associated to equations of the form ⎧$\partial (e^{\beta u}-1)/\partial t-{div\left(\right|\nabla u|}^{p-2}\nabla u)+div(c(x,t){\left|u\right|}^{s-1}u)+b(x,t){\left|\nabla u\right|}^r=f$ in Q = Ω×(0,T), ⎨ u(x,t) = 0 on ∂Ω ×(0,T), ⎩ $(e^{\beta u}-1)(x,0)=(e^{\beta u₀}-1)\left(x\right)$ in Ω. with s = (N+2)/(N+p) (p-1), $c(x,t)\in {\left(L^{\tau }\left(QT\right)\right)}^N$, τ = (N+p)/(p-1), r = (N(p-1) + p)/(N+2), $b(x,t)\in L^{N+2,1}\left(QT\right)$ and f ∈ L¹(Q).

In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation ($CVaRD$) based Sharpe ratio for measuring...