We study the existence theory to quasistatic initial-boundary value problems with internal variables, which model the viscoelastic or viscoplastic behavior of solids at small strain. In these problems a system of linear partial differential equations coupled with a nonlinear system of differential equations or differential inclusions must be solved. The solution theory is based on monotonicity ...

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...

Existence results for problems with monotone nonlinear boundary conditions obtained in the previous publications by the author for functional differential equations are transferred to the case of nonconvex differential inclusions with the help of the selection theorem due to A. Bressan and G. Colombo. The existence of solutions of boundary value problems for differential inclusions with possibl...

Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved.  Uniqueness and converg...

Forward viability and invariance of time-dependent differential inclusions are studied with the aid of generalized differentials. Contingent derivative is compared with a newer concept of generalized differential quotient. It is shown that the latter is more suitable for expressing criteria of viability and invariance, as it better describes the directions tangent to invariant trajectories of d...

In this work an existence theorem for nth-order ordinary differential inclusions is proved without the continuity of multi-valued functions. Our results are an improvement upon the existence results of Dhage et al. [B.C. Dhage, T.L. Holambe, S.K. Ntouyas, Upper and lower solutions for second order discontinuous differential inclusions, Math. Sci. Res. J. 7 (5) (2003) 206–212] and Agarwal et al....

Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

We propose a single time-scale stochastic subgradient method for constrained optimization of composition several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz differentiable in generalized sense. Only estimates the values derivatives used. is parameter-free. prove convergence with probability one method, by associating it system differential inclusions dev...