On the oscillation of solutions of parabolic partial functional differential equations
In this paper, several oscillation criteria are established for some nonlinear impulsive functional parabolic equations with several delays subject to boundary conditions. We shall mainly use the divergence theorem and some corresponding impulsive delayed differential inequalities.
Let denote the non-quasianalytic class of Beurling type on an open set Ω in . For the surjectivity of the convolution operator is characterized by various conditions, e.g. in terms of a convexity property of the pair and the existence of a fundamental solution for μ or equivalently by a slowly decreasing condition for the Fourier-Laplace transform of μ. Similar conditions characterize the surjectivity of a convolution operator between ultradistributions of Roumieu type whenever . These...
A quasilinear noncoupled thermoelastic system is studied both on a threedimensional bounded domain with a smooth boundary and for a generalized model involving the influence of supports. Sufficient conditions are derived under which the stresses are bounded and continuous on the closure of the domain.
In this part we weaken the sufficient condition to obtain the stresses continuous and bounded in the threedimensional case, and we treat a certain coupled system.
The continuity and boundedness of the stress to the solution of the thermoelastic system is studied first for the linear case on a strip and then for the twodimensional model involving nonlinearities, noncontinuous heating regimes and isolated boundary nonsmoothnesses of the heated body.
We consider a class of nonconvex and nonclosed hyperbolic differential inclusions and we prove the arcwise connectedness of the solution set.
A description of the short time behavior of solutions of the Allen–Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an additional stochastic forcing. This extends a similar result of Funaki [Acta Math. Sin (Engl. Ser.)15 (1999) 407–438] in spatial dimension n=2 to arbitrary dimensions.
In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll–Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast scale for the stochastic volatility process. We derive the second order asymptotic expansion of a solution...