On Multidimensional SDEs Without Drift and with A Time-Dependent Diffusion Matrix

2000 ◽  
Vol 7 (4) ◽  
pp. 643-664 ◽  
Author(s):  
H. J. Engelbert ◽  
V. P. Kurenok
Keyword(s):  
Stochastic Process ◽  
Weak Solutions ◽  
Sufficient Conditions ◽  
Stochastic Equations ◽  
Diffusion Matrix ◽  
Homogeneous Case ◽  
Initial State ◽  
Existence Of Weak Solutions ◽  
One Dimensional ◽  
Arbitrary Initial State

Abstract We study multidimensional stochastic equations where x o is an arbitrary initial state, W is a d-dimensional Wiener process and is a measurable diffusion coefficient. We give sufficient conditions for the existence of weak solutions. Our main result generalizes some results obtained by A. Rozkosz and L. Słomiński [Stochastics Stochasties Rep. 42: 199–208, 1993] and T. Senf [Stochastics Stochastics Rep. 43: 199–220, 1993] for the existence of weak solutions of one-dimensional stochastic equations and also some results by A. Rozkosz and L. Słomiński [Stochastic Process. Appl. 37: 187–197, 1991], [Stochastic Process. Appl. 68: 285–302, 1997] for multidimensional equations. Finally, we also discuss the homogeneous case.

scholarly journals Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

2021 ◽  
Author(s):  
Shohei Nakajima
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Weak Solutions ◽  
Stochastic Partial Differential Equations ◽  
Fractional Laplacian ◽  
Existence Of Solutions ◽  
Partial Differential ◽  
Continuity Theorem ◽  
Existence Of Weak Solutions ◽  
One Dimensional

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.

Radiative effects for some bidimensional thermoelectric problems

2016 ◽  
Vol 5 (4) ◽  
Author(s):  
Luisa Consiglieri
Keyword(s):  
Steady State ◽  
Weak Solutions ◽  
Elliptic Equations ◽  
Sufficient Conditions ◽  
Coupled System ◽  
Divergence Form ◽  
Radiative Effects ◽  
Existence Of Weak Solutions ◽  
Nonlinear Radiation ◽  
Radiation Type

AbstractThere are two main objectives in this paper. One is to find sufficient conditions to ensure the existence of weak solutions for some bidimensional thermoelectric problems. At the steady-state, these problems consist of a coupled system of elliptic equations of the divergence form, commonly accomplished with nonlinear radiation-type conditions on at least a nonempty part of the boundary of a

scholarly journals Global Existence of Weak Solutions to a Fractional Model in Magnetoelastic Interactions

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Idriss Ellahiani ◽  
EL-Hassan Essoufi ◽  
Mouhcine Tilioua
Keyword(s):  
Mathematical Model ◽  
Global Existence ◽  
Evolution Equation ◽  
Weak Solutions ◽  
Penalty Method ◽  
Fractional Model ◽  
Existence Of Weak Solutions ◽  
Commutator Estimates ◽  
One Dimensional ◽  
Magnetization Field

The paper deals with global existence of weak solutions to a one-dimensional mathematical model describing magnetoelastic interactions. The model is described by a fractional Landau-Lifshitz-Gilbert equation for the magnetization field coupled to an evolution equation for the displacement. We prove global existence by using Faedo-Galerkin/penalty method. Some commutator estimates are used to prove the convergence of nonlinear terms.

scholarly journals Approximating the Solution Stochastic Process of the Random Cauchy One-Dimensional Heat Model

2016 ◽  
Vol 2016 ◽  
pp. 1-7 ◽  
Author(s):  
A. Navarro-Quiles ◽  
J.-V. Romero ◽  
M.-D. Roselló ◽  
M. A. Sohaly
Keyword(s):  
Stochastic Process ◽  
Standard Deviation ◽  
Finite Difference ◽  
Numerical Solution ◽  
Numerical Scheme ◽  
Sufficient Conditions ◽  
Numerical Approximations ◽  
One Dimensional ◽  
The Mean ◽  
Theoretical Results

This paper deals with the numerical solution of the random Cauchy one-dimensional heat model. We propose a random finite difference numerical scheme to construct numerical approximations to the solution stochastic process. We establish sufficient conditions in order to guarantee the consistency and stability of the proposed random numerical scheme. The theoretical results are illustrated by means of an example where reliable approximations of the mean and standard deviation to the solution stochastic process are given.

Trudinger–Moser Inequalities in Fractional Sobolev–Slobodeckij Spaces and Multiplicity of Weak Solutions to the Fractional-Laplacian Equation

2019 ◽  
Vol 19 (1) ◽  
pp. 197-217 ◽  
Author(s):  
Caifeng Zhang
Keyword(s):  
Weak Solution ◽  
Lower Bound ◽  
Weak Solutions ◽  
Fractional Laplacian ◽  
Sufficient Conditions ◽  
Negative Energy ◽  
Existence Of Weak Solutions ◽  
Laplacian Equation ◽  
Trudinger Inequality ◽  
Dimension One

Abstract In line with the Trudinger–Moser inequality in the fractional Sobolev–Slobodeckij space due to [S. Iula, A note on the Moser–Trudinger inequality in Sobolev–Slobodeckij spaces in dimension one, Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl. 28 2017, 4, 871–884] and [E. Parini and B. Ruf, On the Moser–Trudinger inequality in fractional Sobolev–Slobodeckij spaces, Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl. 29 2018, 2, 315–319], we establish a new version of the Trudinger–Moser inequality in {W^{s,p}(\mathbb{R}^{N})} . Define \lVert u\rVert_{1,\tau}=\bigl{(}[u]^{p}_{W^{s,p}(\mathbb{R}^{N})}+\tau\lVert u% \rVert_{p}^{p}\bigr{)}^{\frac{1}{p}}\quad\text{for any }\tau>0. There holds \sup_{u\in W^{s,p}(\mathbb{R}^{N}),\lVert u\rVert_{1,\tau}\leq 1}\int_{\mathbb% {R}^{N}}\Phi_{N,s}\bigl{(}\alpha\lvert u\rvert^{\frac{N}{N-s}}\bigr{)}<+\infty, where {s\in(0,1)} , {sp=N} , {\alpha\in[0,\alpha_{*})} and \Phi_{N,s}(t)=e^{t}-\sum_{i=0}^{j_{p}-2}\frac{t^{j}}{j!}. Applying this result, we establish sufficient conditions for the existence of weak solutions to the following quasilinear nonhomogeneous fractional-Laplacian equation: (-\Delta)_{p}^{s}u(x)+V(x)\lvert u(x)\rvert^{p-2}u(x)=f(x,u)+\varepsilon h(x)% \quad\text{in }\mathbb{R}^{N}, where {V(x)} has a positive lower bound, {f(x,t)} behaves like {e^{\alpha\lvert t\rvert^{N/(N-s)}}} , {h\in(W^{s,p}(\mathbb{R}^{N}))^{*}} and {\varepsilon>0} . Moreover, we also derive a weak solution with negative energy.

scholarly journals PDα-type iterative learning control with initial state learning for fractional-order systems

2021 ◽  
Vol 39 (2) ◽  
pp. 400-406
Author(s):  
Fen Liu ◽  
Kejun Zhang
Keyword(s):  
Fractional Order ◽  
Iterative Learning Control ◽  
Tracking Error ◽  
Sufficient Conditions ◽  
Learning Control ◽  
Young Inequality ◽  
Iterative Learning ◽  
Initial State ◽  
Arbitrary Initial State ◽  
State Learning

In order to eliminate the influence of the arbitrary initial state on the systems, open-loop and open-close-loop PDα-type fractional-order iterative learning control (FOILC) algorithms with initial state learning are proposed for a class of fractional-order linear continuous-time systems with an arbitrary initial state. In the sense of Lebesgue-p norm, the sufficient conditions for the convergence of PDα-type algorithms are disturbed in the iteration domain by taking advantage of the generalized Young inequality of convolution integral. The results demonstrate that under these novel algorithms, the convergences of the tracking error are can be guaranteed. Numerical simulations support the effectiveness and correctness of the proposed algorithms.

scholarly journals On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes

2012 ◽  
Vol 2012 ◽  
pp. 1-17
Author(s):  
V. P. Kurenok
Keyword(s):  
Stochastic Equation ◽  
Existence Of Solutions ◽  
Stable Process ◽  
Sufficient Conditions ◽  
Stochastic Equations ◽  
One Dimensional ◽  
Symmetric Stable Process ◽  
Measurable Coefficients ◽  
Existence Proofs ◽  
Dimensional Equation

We consider a one-dimensional stochastic equation , , with respect to a symmetric stable process of index . It is shown that solving this equation is equivalent to solving of a 2-dimensional stochastic equation with respect to the semimartingale and corresponding matrix . In the case of we provide new sufficient conditions for the existence of solutions of both equations with measurable coefficients. The existence proofs are established using the method of Krylov's estimates for processes satisfying the 2-dimensional equation. On another hand, the Krylov's estimates are based on some analytical facts of independent interest that are also proved in the paper.

Sign in / Sign up

Export Citation Format

Share Document