We consider the following Darboux problem for the functional differential equation $\partial ²u/\partial x\partial y(x,y)=f(x,y,u_{(x,y)},\partial u/\partial x(x,y),\partial u/\partial y(x,y))$ a.e. in [0,a]×[0,b], u(x,y) = ψ(x,y) on [-a₀,a]×[-b₀,b]$0,a\left]\times \right(0,b],$where the function $u_{(x,y)}:[-a₀,0]\times [-b₀,0]\to {ℝ}^k$ is defined by $u_{(x,y)}(s,t)=u(s+x,t+y)$ for (s,t) ∈ [-a₀,0]×[-b₀,0]. We prove a theorem on existence of the Carathéodory solutions of the above problem.

The existence of the Hopf bifurcation for parabolic functional equations with delay of maximum order in spatial derivatives is proved. An application to an integrodifferential equation with a singular kernel is given.

Necessary and sufficient conditions have been found to force all solutions of the equation $${\left(r\left(t\right)y^{\text{'}}\left(t\right)\right)}^{(n-1)}+a\left(t\right)h\left(y\left(g\left(t\right)\right)\right)=f\left(t\right),$$ to behave in peculiar ways. These results are then extended to the elliptic equation $${\left|x\right|}^{p-1}\Delta y\left(\right|x\left|\right)+a\left(\right|x\left|\right)h\left(y\right(g\left(\right|x\left|\right)\left)\right)=f\left(\right|x\left|\right)$$ where $\Delta$ is the Laplace operator and $p\ge 3$ is an integer.

One shows that the linearized Navier-Stokes equation in $𝒪\subset R^d,d\ge 2$, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller ${\displaystyle V(t,\xi )=\sum _{i=1}^N{V}_i\left(t\right){\psi }_i\left(\xi \right){\dot{\beta }}_i\left(t\right)}$, $\xi \in 𝒪$, where ${\left\{{\beta }_i\right\}}_{i=1}^N$ are independent Brownian motions in a probability space and ${\left\{{\psi }_i\right\}}_{i=1}^N$ is a system of functions on $𝒪$ with support in an arbitrary open subset ${𝒪}_0\subset 𝒪$. The stochastic control input ${\left\{V_i\right\}}_{i=1}^N$ is found in feedback form. One constructs also a tangential boundary noise controller which exponentially stabilizes in probability the equilibrium...

One shows that the linearized Navier-Stokes equation in $𝒪\subset R^d,d\ge 2$, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller ${\displaystyle V(t,\xi )=\sum _{i=1}^N{V}_i\left(t\right){\psi }_i\left(\xi \right){\dot{\beta }}_i\left(t\right)}$, $\xi \in 𝒪$, where ${\left\{{\beta }_i\right\}}_{i=1}^N$ are independent Brownian motions in a probability space and ${\left\{{\psi }_i\right\}}_{i=1}^N$ is a system of functions on $𝒪$ with support in an arbitrary open subset ${𝒪}_0\subset 𝒪$. The stochastic control input ${\left\{V_i\right\}}_{i=1}^N$ is found in feedback form. One constructs also a tangential boundary noise controller which exponentially stabilizes in probability the equilibrium solution. ...