On an application of the fixed-point principle in the theory of linear transformations of spaces with an indefinite metric

Author(s):  
M. G. Kreĭn
2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.


Author(s):  
Cristian Daniel Alecsa ◽  
Adrian Petruşel

Abstract In this article, a study of the fixed point problem for Ćirić type multi-valued operators is presented. More precisely, some variants ofĆirić’s contraction principle for multi-valued operators, as well as a strict fixed point principle forĆirić type multi-valued will be given.


Author(s):  
H. Saberi Najafi ◽  
S. A. Edalatpanah

In the present chapter, we give an overview of iterative methods for linear complementarity problems (abbreviated as LCPs). We also introduce these iterative methods for the problems based on fixed-point principle. Next, we present some new properties of preconditioned iterative methods for solving the LCPs. Convergence results of the sequence generated by these methods and also the comparison analysis between classic Gauss-Seidel method and preconditioned Gauss-Seidel (PGS) method for LCPs are established under certain conditions. Finally, the efficiency of these methods is demonstrated by numerical experiments. These results show that the mentioned models are effective in actual implementation and competitive with each other.


2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Xichao Sun ◽  
Litan Yan ◽  
Jing Cui

This paper is concerned with the controllability of a class of fractional neutral stochastic integro-differential systems with infinite delay in an abstract space. By employing fractional calculus and Sadovskii's fixed point principle without assuming severe compactness condition on the semigroup, a set of sufficient conditions are derived for achieving the controllability result.


1978 ◽  
Vol 2 (5) ◽  
pp. 643-645 ◽  
Author(s):  
S.J. Daher

2015 ◽  
Vol 2015 ◽  
pp. 1-12
Author(s):  
Jie Miao ◽  
Xu Yang

We study more general backward stochastic differential equations driven by multidimensional fractional Brownian motions. Introducing the concept of the multidimensional fractional (or quasi-) conditional expectation, we study some of its properties. Using the quasi-conditional expectation and multidimensional fractional Itô formula, we obtain the existence and uniqueness of the solutions to BSDEs driven by multidimensional fractional Brownian motions, where a fixed point principle is employed. Finally, solutions to linear fractional backward stochastic differential equations are investigated.


1982 ◽  
pp. 474-497 ◽  
Author(s):  
L.V. KANTOROVICH ◽  
G.P. AKILOV

1987 ◽  
Vol 6 (3) ◽  
pp. 193-208 ◽  
Author(s):  
Jürgen Appell ◽  
Espedito De Pascale ◽  
Petr Zabrejko

2016 ◽  
Vol 16 (06) ◽  
pp. 1650014 ◽  
Author(s):  
Mamadou Abdoul Diop ◽  
Tomás Caraballo ◽  
Mahamat Mahamat Zene

In this work we study the existence, uniqueness and asymptotic behavior of mild solutions for neutral stochastic partial integrodifferential equations with infinite delays. To prove the results, we use the theory of resolvent operators as developed by R. Grimmer [13], as well as a version of the fixed point principle. We establish sufficient conditions ensuring that the mild solutions are exponentially stable in [Formula: see text]th-moment. An example is provided to illustrate the abstract results.


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