scholarly journals CONJUGATE CONNECTIONS AND DIFFERENTIAL EQUATIONS ON INFINITE DIMENSIONAL MANIFOLDS

Author(s):  
M. Aghasi ◽  
C. T. J. Dodson ◽  
G. N. Galanis ◽  
A. Suri
Author(s):  
Xiaopeng Chen ◽  
Jinqiao Duan

The decomposition of state spaces into dynamically different components is helpful for understanding dynamics of complex systems. A Conley-type decomposition theorem is proved for non-autonomous dynamical systems defined on a non-compact but separable state space. Specifically, the state space can be decomposed into a chain-recurrent part and a gradient-like part. This result applies to both non-autonomous ordinary differential equations on a Euclidean space (which is only locally compact), and to non-autonomous partial differential equations on an infinite-dimensional function space (which is not even locally compact). This decomposition result is demonstrated by discussing a few concrete examples, such as the Lorenz system and the Navier–Stokes system, under time-dependent forcing.


2019 ◽  
Vol 25 ◽  
pp. 71
Author(s):  
Viorel Barbu

One introduces a new concept of generalized solution for nonlinear infinite dimensional stochastic differential equations of subgradient type driven by linear multiplicative Wiener processes. This is defined as solution of a stochastic convex optimization problem derived from the Brezis-Ekeland variational principle. Under specific conditions on nonlinearity, one proves the existence and uniqueness of a variational solution which is also a strong solution in some significant situations. Applications to the existence of stochastic total variational flow and to stochastic parabolic equations with mild nonlinearity are given.


2001 ◽  
Vol 432 ◽  
pp. 167-200 ◽  
Author(s):  
ODD M. FALTINSEN ◽  
ALEXANDER N. TIMOKHA

Two-dimensional nonlinear sloshing of an incompressible fluid with irrotational flow in a rectangular tank is analysed by a modal theory. Infinite tank roof height and no overturning waves are assumed. The modal theory is based on an infinite-dimensional system of nonlinear ordinary differential equations coupling generalized coordinates of the free surface and fluid motion associated with the amplitude response of natural modes. This modal system is asymptotically reduced to an infinite-dimensional system of ordinary differential equations with fifth-order polynomial nonlinearity by assuming sufficiently small fluid motion relative to fluid depth and tank breadth. When introducing inter-modal ordering, the system can be detuned and truncated to describe resonant sloshing in different domains of the excitation period. Resonant sloshing due to surge and pitch sinusoidal excitation of the primary mode is considered. By assuming that each mode has only one main harmonic an adaptive procedure is proposed to describe direct and secondary resonant responses when Moiseyev-like relations do not agree with experiments, i.e. when the excitation amplitude is not very small, and the fluid depth is close to the critical depth or small. Adaptive procedures have been established for a wide range of excitation periods as long as the mean fluid depth h is larger than 0.24 times the tank breadth l. Steady-state results for wave elevation, horizontal force and pitch moment are experimentally validated except when heavy roof impact occurs. The analysis of small depth requires that many modes have primary order and that each mode may have more than one main harmonic. This is illustrated by an example for h/l = 0.173, where the previous model by Faltinsen et al. (2000) failed. The new model agrees well with experiments.


2019 ◽  
Vol 25 (1) ◽  
pp. 37-60
Author(s):  
Antoon Pelsser ◽  
Kossi Gnameho

Abstract Backward stochastic differential equations (BSDEs) appear in many problems in stochastic optimal control theory, mathematical finance, insurance and economics. This work deals with the numerical approximation of the class of Markovian BSDEs where the terminal condition is a functional of a Brownian motion. Using Hermite martingales, we show that the problem of solving a BSDE is identical to solving a countable infinite-dimensional system of ordinary differential equations (ODEs). The family of ODEs belongs to the class of stiff ODEs, where the associated functional is one-sided Lipschitz. On this basis, we derive a numerical scheme and provide numerical applications.


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