scholarly journals On Existence Theorems to Symmetric Functional Set-Valued Differential Equations

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1219
Author(s):  
Marek T. Malinowski
Keyword(s):  
Differential Equations ◽  
Existence And Uniqueness ◽  
Existence Theorems ◽  
Type Theorem ◽  
Integral Representations ◽  
Uniqueness Of The Solution ◽  
Nonempty Compact ◽  
Picard Type Theorem ◽  
Convex Subsets

In this paper, we consider functional set-valued differential equations in their integral representations that possess integrals symmetrically on both sides of the equations. The solutions have values that are the nonempty compact and convex subsets. The main results contain a Peano type theorem on the existence of the solution and a Picard type theorem on the existence and uniqueness of the solution to such equations. The proofs are based on sequences of approximations that are constructed with appropriate Hukuhara differences of sets. An estimate of the magnitude of the solution’s values is provided as well. We show the closeness of the unique solutions when the equations differ slightly.

scholarly journals Conditions to Guarantee the Existence of the Solution to Stochastic Differential Equations of Neutral Type

Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1613
Author(s):  
Mun-Jin Bae ◽  
Chan-Ho Park ◽  
Young-Ho Kim
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Neutral Type ◽  
Sufficient Conditions ◽  
Exponential Estimates ◽  
Analysis Theory ◽  
Linear Growth Condition ◽  
Uniqueness Of The Solution ◽  
The Uniqueness Theorem

The main purpose of this study was to demonstrate the existence and the uniqueness theorem of the solution of the neutral stochastic differential equations under sufficient conditions. As an alternative to the stochastic analysis theory of the neutral stochastic differential equations, we impose a weakened Ho¨lder condition and a weakened linear growth condition. Stochastic results are obtained for the theory of the existence and uniqueness of the solution. We first show that the conditions guarantee the existence and uniqueness; then, we show some exponential estimates for the solutions.

scholarly journals Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching

2011 ◽  
Vol 2011 ◽  
pp. 1-12
Author(s):  
Guixin Hu ◽  
Ke Wang
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Uniqueness Theorem ◽  
Existence And Uniqueness ◽  
Sufficient Condition ◽  
Existence And Uniqueness Theorem ◽  
Uniqueness Of The Solution

We introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniqueness of the solution.

scholarly journals Numerical Solution of Nonlinear Fredholm Integro-Differential Equations Using Spectral Homotopy Analysis Method

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Z. Pashazadeh Atabakan ◽  
A. Kazemi Nasab ◽  
A. Kılıçman ◽  
Zainidin K. Eshkuvatov
Keyword(s):  
Differential Equations ◽  
Exact Solutions ◽  
Numerical Solution ◽  
Homotopy Analysis Method ◽  
Existence And Uniqueness ◽  
Lagrange Interpolation ◽  
Analysis Method ◽  
Homotopy Analysis ◽  
Uniqueness Of The Solution ◽  
Spectral Homotopy Analysis Method

Spectral homotopy analysis method (SHAM) as a modification of homotopy analysis method (HAM) is applied to obtain solution of high-order nonlinear Fredholm integro-differential problems. The existence and uniqueness of the solution and convergence of the proposed method are proved. Some examples are given to approve the efficiency and the accuracy of the proposed method. The SHAM results show that the proposed approach is quite reasonable when compared to homotopy analysis method, Lagrange interpolation solutions, and exact solutions.

scholarly journals Existence and Uniqueness of Solution for a Class of Nonlinear Fractional Order Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Azizollah Babakhani ◽  
Dumitru Baleanu
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Fractional Order ◽  
Existence And Uniqueness ◽  
Initial Conditions ◽  
Uniqueness Of Solution ◽  
Fractional Order Differential Equations ◽  
Banach Contraction ◽  
Uniqueness Of The Solution

We discuss the existence and uniqueness of solution to nonlinear fractional order ordinary differential equations(Dα-ρtDβ)x(t)=f(t,x(t),Dγx(t)),t∈(0,1)with boundary conditionsx(0)=x0,  x(1)=x1or satisfying the initial conditionsx(0)=0,  x′(0)=1, whereDαdenotes Caputo fractional derivative,ρis constant,1<α<2,and0<β+γ≤α. Schauder's fixed-point theorem was used to establish the existence of the solution. Banach contraction principle was used to show the uniqueness of the solution under certain conditions onf.

scholarly journals Lp Solutions of BSDEs with Stochastic Lipschitz Condition

2007 ◽  
Vol 2007 ◽  
pp. 1-14 ◽  
Author(s):  
Jiajie Wang ◽  
Qikang Ran ◽  
Qihong Chen
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Lipschitz Condition ◽  
Existence And Uniqueness ◽  
Special Class ◽  
Lipschitz Continuity ◽  
Backward Stochastic Differential Equations ◽  
Uniqueness Of The Solution ◽  
Lp Solutions

We are concerned with the solutions of a special class of backward stochastic differential equations which are driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one. We prove the existence and uniqueness of the solution in Lp with p>1.

scholarly journals STABILITY BY HOMOGENIZATION OF THERMOVISCOPLASTIC PROBLEMS

2010 ◽  
Vol 20 (09) ◽  
pp. 1591-1616 ◽  
Author(s):  
NICOLAS CHARALAMBAKIS ◽  
FRANCOIS MURAT
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Strain Rate ◽  
Existence And Uniqueness ◽  
Body Force ◽  
Initial Conditions ◽  
Rate Sensitivity ◽  
Effective Coefficients ◽  
Uniqueness Of The Solution ◽  
Theoretical Results

In this paper, we study the homogenization of the system of partial differential equations describing the quasistatic shearing of heterogeneous thermoviscoplastic materials. We first present the existence and uniqueness of the solution of the above system. We then define "stable by homogenization" models as the models where the equations in both the heterogeneous problems and the homogenized one are of the same form. Finally we show that the model with non-oscillating strain-rate sensitivity which is submitted to steady boundary shearing and body force, is stable by homogenization. In this model, the homogenized (effective) coefficients depend on the initial conditions and on the boundary shearing and body force. Those theoretical results are illustrated by one numerical example.

REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS

2020 ◽  
Vol 23 (05) ◽  
pp. 2050034
Author(s):  
MOHAMED MARZOUGUE
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
American Options ◽  
Growth Conditions ◽  
Backward Stochastic Differential Equations ◽  
Stochastic Monotonicity ◽  
Uniqueness Of The Solution ◽  
Fair Valuation ◽  
Reflected Bsdes

In this paper, we prove the existence and uniqueness of the solution to backward stochastic differential equations with lower reflecting barrier in a Brownian setting under stochastic monotonicity and general increasing growth conditions. As an application, we study the fair valuation of American options.

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