• 제목/요약/키워드: uniqueness of solution

검색결과 230건 처리시간 0.102초

THE SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

  • Han, Baoyan;Zhu, Bo
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1143-1155
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    • 2011
  • In this paper, we shall establish a new theorem on the existence and uniqueness of the solution to a backward doubly stochastic differential equations under a weaker condition than the Lipschitz coefficient. We also show a comparison theorem for this kind of equations.

Lp-SOLUTIONS FOR REFLECTED BSDES WITH TIME DELAYED GENERATORS

  • Zhou, Qing
    • 대한수학회보
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    • 제53권3호
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    • pp.793-819
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    • 2016
  • In this paper, we establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator (RBSDEs with time delayed generator, in short) in the case when the terminal value and the obstacle process are $L^p$-integrable with p ${\in}$]1, 2[ for a sufficiently small Lipschitz constant of the generator and the time horizon T.

ON THE APPLICATION OF MIXED FINITE ELEMENT METHOD FOR A STRONGLY NONLINEAR SECOND-ORDER HYPERBOLIC EQUATION

  • Jiang, Ziwen;Chen, Huanzhen
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.23-40
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    • 1998
  • Mixed finite element method is developed to approxi-mate the solution of the initial-boundary value problem for a strongly nonlinear second-order hyperbolic equation in divergence form. Exis-tence and uniqueness of the approximation are proved and optimal-order $L\infty$-in-time $L^2$-in-space a priori error estimates are derived for both the scalar and vector functions approximated by the method.

COMMON COUPLED FIXED FOINT THEOREMS FOR NONLINEAR CONTRACTIVE CONDITION ON INTUITIONISTIC FUZZY METRIC SPACES WITH APPLICATION TO INTEGRAL EQUATIONS

  • Deshpande, Bhavana;Sharma, Sushil;Handa, Amrish
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제20권3호
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    • pp.159-180
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    • 2013
  • We establish a common fixed point theorem for mappings under ${\phi}$-contractive conditions on intuitionistic fuzzy metric spaces. As an application of our result we study the existence and uniqueness of the solution to a nonlinear Fredholm integral equation. We also give an example to validate our result.

THE RELIABLE MODIFIED OF ADOMIAN DECOMPOSITION METHOD FOR SOLVING INTEGRO-DIFFERENTIAL EQUATIONS

  • Hamoud, Ahmed A.;Ghadle, Kirtiwant P.
    • 충청수학회지
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    • 제32권4호
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    • pp.409-420
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    • 2019
  • In this article, we discussed semi-analytical approximated methods for solving mixed Volterra-Fredholm integro-differential equations, namely: Adomian decomposition method and modified Adomian decomposition method. Moreover, we prove the uniqueness results and convergence of the techniques. Finally, an example is included to demonstrate the validity and applicability of the proposed techniques.

OPTIMAL HARVESTING FOR A POPULATION DYNAMICS PROBLEM WITH AGE-STRUCTURE AND DIFFUSION

  • Luo, Zhixue
    • Journal of applied mathematics & informatics
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    • 제25권1_2호
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    • pp.35-50
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    • 2007
  • In this work, optimal harvesting policy for the predator-prey system of three species with age-dependent and diffusion is discussed. Existence and uniqueness of non-negative solution to the system are investigated by using the fixed point theorem. The existence of optimal control strategy is discussed and optimality conditions are obtained. Our results extend some known criteria.

NONHOMOGENEOUS DIRICHLET PROBLEM FOR ANISOTROPIC DEGENERATE PARABOLIC-HYPERBOLIC EQUATIONS WITH SPATIALLY DEPENDENT SECOND ORDER OPERATOR

  • Wang, Qin
    • 대한수학회보
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    • 제53권6호
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    • pp.1597-1612
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    • 2016
  • There are fruitful results on degenerate parabolic-hyperbolic equations recently following the idea of $Kru{\check{z}}kov^{\prime}s$ doubling variables device. This paper is devoted to the well-posedness of nonhomogeneous boundary problem for degenerate parabolic-hyperbolic equations with spatially dependent second order operator, which has not caused much attention. The novelty is that we use the boundary flux triple instead of boundary layer to treat this problem.

THE APPLICATION OF STOCHASTIC ANALYSIS TO COUNTABLE ALLELIC DIFFUSION MODEL

  • Choi, Won
    • 대한수학회보
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    • 제41권2호
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    • pp.337-345
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    • 2004
  • In allelic model X = ($\chi_1\chi$_2ㆍㆍㆍ, \chi_d$), M_f(t) = f(p(t)) - ${{\int^t}_0}\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show existence and uniqueness of solution for stochastic differential equation and martingale problem associated with mean vector. Also, we examine that if the operator related to this martingale problem is connected with Markov processes under certain circumstance, then this operator must satisfy the maximum principle.

VARIATIONAL-LIKE INCLUSION SYSTEMS VIA GENERAL MONOTONE OPERATORS WITH CONVERGENCE ANALYSIS

  • Dadashi, Vahid;Roohi, Mehdi
    • East Asian mathematical journal
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    • 제26권1호
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    • pp.95-103
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    • 2010
  • In this paper using Lipschitz continuity of the resolvent operator associated with general H-maximal m-relaxed $\eta$-monotone operators, existence and uniqueness of the solution of a variational inclusion system is proved. Also, an iterative algorithm and its convergence analysis is given.