Search results for "existence and uniqueness of solutions"
showing 6 items of 6 documents
Green’s function and existence of solutions for a third-order three-point boundary value problem
2019
The solutions of third-order three-point boundary value problem x‘‘‘ + f(t, x) = 0, t ∈ [a, b], x(a) = x‘(a) = 0, x(b) = kx(η), where η ∈ (a, b), k ∈ R, f ∈ C([a, b] × R, R) and f(t, 0) ≠ 0, are the subject of this investigation. In order to establish existence and uniqueness results for the solutions, attention is focused on applications of the corresponding Green’s function. As an application, also one example is given to illustrate the result. Keywords: Green’s function, nonlinear boundary value problems, three-point boundary conditions, existence and uniqueness of solutions.
Existence of a unique solution for a third-order boundary value problem with nonlocal conditions of integral type
2021
The existence of a unique solution for a third-order boundary value problem with integral condition is proved in several ways. The main tools in the proofs are the Banach fixed point theorem and the Rus’s fixed point theorem. To compare the applicability of the obtained results, some examples are considered.
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets
2004
We consider a quasilinear parabolic equation with quadratic gradient terms. It arises in the modeling of an optimal portfolio which maximizes the expected utility from terminal wealth in incomplete markets consisting of risky assets and non-tradable state variables. The existence of solutions is shown by extending the monotonicity method of Frehse. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution. The in influence of the non-tradable state variables on the optimal value function is illustrated by a numerical example.
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
2019
We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…
Reliable numerical solution of a class of nonlinear elliptic problems generated by the Poisson-Boltzmann equation
2020
We consider a class of nonlinear elliptic problems associated with models in biophysics, which are described by the Poisson-Boltzmann equation (PBE). We prove mathematical correctness of the problem, study a suitable class of approximations, and deduce guaranteed and fully computable bounds of approximation errors. The latter goal is achieved by means of the approach suggested in [S. Repin, A posteriori error estimation for variational problems with uniformly convex functionals. Math. Comp., 69:481-500, 2000] for convex variational problems. Moreover, we establish the error identity, which defines the error measure natural for the considered class of problems and show that it yields computa…
Boundary value problem with integral condition for a Blasius type equation
2016
The steady motion in the boundary layer along a thin flat plate, which is immersed at zero incidence in a uniform stream with constant velocity, can be described in terms of the solution of the differential equation x'''= -xx'', which satisfies the boundary conditions x(0) = x'(0) = 0, x'(∞) = 1. The author investigates the generalized boundary value problem consisting of the nonlinear third-order differential equation x''' = -trx|x|q-1x'' subject to the integral boundary conditions x(0) = x'(0) = 0, x'(∞) = λ∫0ξx(s) ds, where 0 0 is a parameter. Results on the existence and uniqueness of solutions to boundary value problem are established. An illustrative example is provided.