Display Abstract

Title Probabilistic methods for a class of equations with rescaling

Name Gregory Derfel
Country Israel
Email derfel@cs.bgu.ac.il
Co-Author(s) Gregory DERFEL
Submit Time 2014-03-01 08:22:27
Session
Special Session 5: Differential delay equations
Contents
The question about the existence and characterization of bounded solutions to linear functional-differential equations with both advanced and delayed arguments was posed in early 1970s by T.~Kato in connection with the analysis of the pantograph equation, $y'(x)=ay(qx)+by(x)$. In our talk, we answer this question for the \emph{balanced} generalized pantograph equation of the form $y'(x)+y(x)=\sum_{i} p_{i}\, y(\alpha_{i}x)$, under the balance condition $\sum_{i} p_{i}=1$ (${p_{i}\ge0}$). Namely, setting $K:=\sum_1^l p_{i}\ln \alpha_{i}$, we prove that if $K\le 0$ then the equation does not have nontrivial (i.e., nonconstant) bounded solutions, while if $K>0$ then such a solution exists. The result in the critical case, $K=0$, settles a long-standing problem. The proofs are based on the link with the theory of Markov processes and employ martingale technique. Same approach may be applied also for other types of equations with rescaling ( i.e. functional, integral and integro-differential ones). The talk is based on joint work with Leonid Bogachev (Leeds, UK), Stanislav Molchanov (North Carolina at Charlotte, USA) and John Ockendon (Oxford, UK).