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The Chabauty-Coleman method is a $p$-adic method for finding all rational points on curves of genus $g$ whose Jacobians have Mordell-Weil rank $r < g$. Recently, Edixhoven and Lido developed a geometric quadratic Chabauty method that was adapted by Spelier to cover the case of geometric linear Chabauty. We compare the geometric linear Chabauty method and the Chabauty-Coleman method and show that geometric linear Chabauty can outperform Chabauty-Coleman in certain cases. However, as Chabauty-Coleman remains more practical for general computations, we discuss how to strengthen Chabauty-Coleman to make it theoretically equivalent to geometric linear Chabauty. We apply these methods to genus 2 and genus 3 curves., fixed minor issues and updated exposition; to appear in Acta Arithmetica

In this paper, we study SDEs with respect to optional semimartingales or optional SDEs. Our leading idea is to explore the concept and technique of local time of optional processes to extend severa...

This study concerns the problem of compatibility of state constraints with a multiagent control system. Such a system deals with a number of agents so large that only a statistical description is available. For this reason, the state variable is described by a probability measure on $${\mathbb {R}}^d$$ R d representing the density of the agents and evolving according to the so-called continuity equation which is an equation stated in the Wasserstein space of probability measures. The aim of the paper is to provide a necessary and sufficient condition for a given constraint (a closed subset of the Wasserstein space) to be compatible with the controlled continuity equation. This new condition is characterized in a viscosity sense as follows: the distance function to the constraint set is a viscosity supersolution of a suitable Hamilton–Jacobi–Bellman equation stated on the Wasserstein space. As a byproduct and key ingredient of our approach, we obtain a new comparison theorem for evolutionary Hamilton–Jacobi equations in the Wasserstein space.

We establish the unique solvability of a radiative-conductive heat transfer problem in a system of grey bodies with semitransparent inclusions and prove the comparison theorem. We show that higher summability of the data improves the properties (exponential summability and boundedness) of the solution.

We establish sharp lower bounds for the first nonzero eigenvalue of the weighted p-Laplacian with $$1< p< \infty $$ on a compact Bakry–Emery manifold $$(M^n,g,f)$$ satisfying $${\text {Ric}}+\nabla ^2 f \ge \kappa \, g$$ , provided that either $$1

In this paper we study multi-dimensional mean-field backward doubly stochastic differential equations (BDSDEs), that is, BDSDEs whose coefficients depend not only on the solution processes but also on their law. The first part of the paper is devoted to the comparison theorem for multi-dimensional mean-field BDSDEs with Lipschitz conditions. With the help of the comparison result for the Lipschitz case we prove the existence of a solution for multi-dimensional mean-field BDSDEs with an only continuous drift coefficient of linear growth, and we also extend the comparison theorem to such BDSDEs with a continuous coefficient.

In this paper, we investigate mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. The existence and uniqueness theorem are obta...

This paper concerns on two types of integral boundary value problems of a nonlinear fractional differential system, i . e ., nonlocal strip integral boundary value problems and coupled integral boundary value problems. With the aid of the monotone iterative method combined with the upper and lower solutions, the existence of extremal system of solutions for the above two types of differential systems is investigated. In addition, a new comparison theorem for fractional differential system is also established, which is crucial for the proof of the main theorem of this paper. At the end, an example explaining how our studies can be used is also given.

We first establish the existence of an unbounded solution to a backward stochastic differential equation (BSDE) with generator g allowing a general growth in the state variable y and a sub-quadratic growth in the state variable z , when the terminal condition satisfies a sub-exponential moment integrability condition, which is weaker than the usual exp ( μ L ) -integrability and stronger than L p ( p > 1 ) -integrability. Then, we prove the uniqueness and comparison theorem for the unbounded solutions of the preceding BSDEs under some additional assumptions and establish a general stability result for the unbounded solutions. Finally, we derive the nonlinear Feynman–Kac formula in this context.

In this paper, we investigate backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients in (y, z). The existence and uniqueness of solutions are obtained via a method of Picard iteration, a linearization method and a monotone convergence argument. Furthermore, we establish the corresponding comparison theorem and related nonlinear Feynman–Kac formula.

In this paper, the authors consider a IBVP for the time-space fractional PDE with the fractional conformable derivative and the fractional Laplace operator. A fractional conformable extremum principle is presented and proved. Based on the extremum principle, a maximum principle for the fractional conformable Laplace system is established. Furthermore, the maximum principle is applied to the linear space-time fractional Laplace conformable differential system to obtain a new comparison theorem. Besides that, the uniqueness and continuous dependence of the solution of the above system are also proved.

The objective of this work is to show a new kind of mean-field anticipated backward stochastic differential equation (in short MF-ABSDE) driven by time-changed Lévy noises. We give two methods to prove the existence and uniqueness of the solution of those equations by the fixed point theorem and the Picard iterative sequence. Finally, we obtain a comparison theorem for the solutions.

In this paper, we introduce a new class of equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). First, the well-posedness of BDSVIEs in the sense of introduced M-solutions is established. Second, a comparison theorem of BDSVIEs is proved. As an application of the comparison theorem, we derive the existence of solutions of BDSVIEs with continuous coefficients. Third, a duality principle between linear forward doubly stochastic Volterra integral equations (FDSVIEs, for short) and BDSVIEs is obtained. Moreover, by virtue of the duality principle, a maximum principle of Pontryagin type is established for an optimal control problem of FDSVIEs.

We study the theoretical underpinning of a robust empirical risk minimization (RERM) scheme which has been finding numerous successful applications across various data science fields owing to its robustness to outliers and heavy-tailed noises. The specialties of RERM lie in its nonconvexity and that it is induced by a loss function with an integrated scale parameter trading off the robustness and the prediction accuracy. The nonconvexity of RERM and the integrated scale parameter also bring barriers when assessing its learning performance theoretically. In this paper, concerning the study of RERM, we make the following main contributions. First, we establish a no-free-lunch result, showing that there is no hope of distribution-free learning of the truth without adjusting the scale parameter. Second, by imposing the ( 1 + ϵ ) -th (with ϵ > 0 ) order moment condition on the response variable, we establish a comparison theorem that characterizes the relation between the excess generalization error of RERM and its prediction error. Third, with a diverging scale parameter, we establish almost sure convergence rates for RERM under the ( 1 + ϵ ) -moment condition. Notably, the ( 1 + ϵ ) -moment condition allows the presence of noise with infinite variance. Last but not least, the learning theory analysis of RERM conducted in this study, on one hand, showcases the merits of RERM on robustness and the trade-off role that the scale parameter plays, and on the other hand, brings us inspirational insights into robust machine learning.

In the previous significant works by Alt et al. (1982) [2] and Alt et al. (1985) [6] , the existence of the two-dimensional asymmetric incompressible jet flow and compressible subsonic jet flow were established. However, the uniqueness of the asymmetric jet flow has remained an unsolved open problem. In this paper, we will establish the uniqueness of asymmetric jet flow not only for incompressible case but also for compressible subsonic case. Furthermore, as a byproduct, some properties of the jet flow are obtained, such as the location estimate and asymptotic deflection angle estimate of the jet in far field. Finally, a comparison theorem will be introduced to compressible subsonic jet flow.

Iterative methods based on matrix splittings are useful tools in solving real large sparse linear systems. In this aspect, the type I double splitting approaches are straight forward from the formu...

In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs.

In this paper, we build up some generalizations of nonlinear integral inequalities and recreate the results of some Pachpatte’s inequalities on time scales. We not just settle new estimated bounds of a particular class of nonlinear retarded dynamic inequalities, but additionally determine and unify continuous analogs alongside a subjective time scale $\mathbb{T}$ T . We demonstrate applications of the treated inequalities to reflect the benefits of our work. The key effects will be proven by using the analysis procedure and the standard time-scale comparison theorem technique.

An eigenvalue problem for Maxwell's equations with anisotropic cubic nonlinearity is studied. The problem describes propagation of transverse magnetic waves in a dielectric layer filled with (nonlinear) anisotropic Kerr medium. The nonlinearity involves two non-negative parameters a, b that are usually small. In the case a = b = 0 one arrives at a linear problem that has a finite number of solutions (eigenvalues and eigenwaves). If a > 0, b ≥ 0, then the nonlinear problem has infinitely many solutions; only a finite number of these solutions have linear counterparts. This shows that perturbation theory methods are inapplicable to study the problem in this case. For a = 0, b > 0 the nonlinear problem has a finite number of solutions; in this case each solution has a linear counterpart. Asymptotic distribution of the eigenvalues is found, periodicity of the eigenfunctions is proved and exact formula for the period is found, zeros of the eigenfunctions are determined, and a (nonlinear) eigenvalue comparison theorem is proved. Numerical experiments are presented.

This paper is devoted to the Lp (p > 1) solutions of one-dimensional backward stochastic differential equations (BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in t and ω. An existence and uniqueness result, a comparison theorem and an existence result for the minimal solutions are respectively obtained, which considerably improve some known works. Some classical techniques used to deal with the existence and uniqueness of Lp (p > 1) solutions of BSDEs with Lipschitz or linear-growth generators are also developed in this paper.

We prove comparison theorems for the sub-Riemannian distortion coefficients appearing in interpolation inequalities. These results, which are equivalent to a sub-Laplacian comparison theorem for the sub-Riemannian distance, are obtained by introducing a suitable notion of sub-Riemannian Bakry-\'Emery curvature. The model spaces for comparison are variational problems coming from optimal control theory. As an application we establish the sharp measure contraction property for 3-Sasakian manifolds satisfying a suitable curvature bound., Comment: 37 pages; v2: added section 6.2 on the weighted Heisenberg group, fixed typos. Final version to appear on Mathematische Annalen

We consider the optimal stopping problem with non-linear $f$-expectation (induced by a BSDE) without making any regularity assumptions on the reward process $\xi$. and with general filtration. We show that the value family can be aggregated by an optional process $Y$. We characterize the process $Y$ as the $\mathcal{E}^f$-Snell envelope of $\xi$. We also establish an infinitesimal characterization of the value process $Y$ in terms of a Reflected BSDE with $\xi$ as the obstacle. To do this, we first establish a comparison theorem for irregular RBSDEs. We give an application to the pricing of American options with irregular pay-off in an imperfect market model.

Given p ∈ (1, 2), we study 𝕃p-solutions of a reflected backward stochastic differential equation with jumps (RBSDEJ) whose generator g is Lipschitz continuous in (y, z, u). Based on a general comparison theorem as well as the optimal stopping theory for uniformly integrable processes under jump filtration, we show that such a RBSDEJ with p-integrable parameters admits a unique 𝕃p solution via a fixed-point argument. The Y -component of the unique 𝕃p solution can be viewed as the Snell envelope of the reflecting obstacle 𝔏 under g-evaluations, and the first time Y meets 𝔏 is an optimal stopping time for maximizing the g-evaluation of reward 𝔏.

In this paper, a stochastic two-prey one-predator model with S-type distributed time delays and Levy noises is considered. Using the comparison theorem and Ito’s formula, sufficient conditions of persistence in the mean and extinct for each population are established. Then, conditions of global attractivity and stability in distribution by Barbalat’s conclusion are also obtained. Furthermore, Euler numerical simulation method is given to demonstrate our conclusions.

This paper studies the solution behaviour of a general delayed predator-prey model with discontinuous prey control strategy. The positiveness and boundeness of the solution of the system is firstly investigated using the comparison theorem. Then the sufficient conditions are derived for the existence of positive periodic solutions using the differential inclusion theory and the topological degree theory. Furthermore, the positive periodic solution is proved to be globally exponentially stable by employing the generalized Lyapunov approach. The global finite-time convergence is also discussed for the system state. Finally, the numerical simulations of four examples are given to validate the correctness of the theoretical results.

Recently, in the paper [Z.G. Huang, L.G. Wang, Z. Xu, J.J. Cui, Some new preconditioned generalized AOR methods for solving weighted linear least squares problems, Computational and Applied Mathematics, 37(2018) 415-438.], Huang et al, by using the generalized accelerated over-relaxation (GAOR) methods, proposed some new preconditioners for solving weighted linear least squares problems and discuss their comparison results. In this paper, we present a new model of GAOR methods to solve the weighted linear least squares problems. We prove that the new model is superior to the existing mentioned methods. Numerical examples are also reported to confirm our theoretical analysis.

In this article, we are concerned with the zero-sum stochastic differential game problems with the cost functional depending not only on g(XT) but also on {g(Xt),t∈[T,T+θ]}. The main approach is th...

We consider a nonlinear eigenvalue problem for a system of ordinary differential equations arising in the waveguide theory. The nonlinearity is characterized by two nonnegative parameters α and β. For α = β = 0, we arrive at a linear problem that has finitely many (positive) eigenvalues. It is proved that for α > 0 and β ≥ 0 there exist infinitely many positive eigenvalues; their asymptotics is indicated. It is also proved that for α = 0 and β > 0 there exist finitely many eigenvalues. A comparison theorem for the eigenvalues is obtained for α, βs > 0. It is shown that perturbation theory methods cannot be used to study the nonlinear problem completely.

The paper treats a nonlinear eigenvalue problem that describes propagation of a transverse-magnetic wave in a plane dielectric waveguide having perfectly conducted walls at both sides. The dielectric's permittivity is characterised by an arbitrary monotonically increasing self-action nonlinearity. The full set of guided modes is described by eigenvalues of the corresponding (nonlinear) Maxwell operator with appropriate boundary conditions. We give a comprehensive analysis of this problem and develop an original approach to study its solvability and properties of solutions. Several results about existence of the eigenvalues are proved, their distribution and asymptotic are found; zeros of the eigenfunctions and their location are also determined; criterion of periodicity for the eigenfunctions is found, comparison theorem is derived, etc. It is shown that unbounded nonlinearities lead to appearance of nonlinearised solutions. This results in the existence of a novel guided regime that cannot be described within the framework of perturbation of linear guided wave regimes.

We compute p-adic etale and pro-etale cohomologies of Drinfeld half-spaces. In the pro-etale case, the main input is a comparison theorem for p-adic Stein spaces; the cohomology groups involved here are much bigger than in the case of etale cohomology of algebraic varieties or proper analytic spaces considered in all previous works. In the etale case, the classical p-adic comparison theorems allow us to pass to a computation of integral differential forms cohomologies which can be done because the standard formal models of Drinfeld half-spaces are pro-ordinary and their differential forms are acyclic.

In this paper, we investigate the existence of entire solutions for a delayed lattice competitive system. Here the entire solutions are the solutions that exist for all $(n,t)\in \mathbb{Z}\times \mathbb{R}$ ( n , t ) ∈ Z × R . In order to prove the existence, we firstly embed the delayed lattice system into the corresponding larger system, of which the traveling front solutions are identical to those of the delayed lattice system. Then based on the comparison theorem and the sup–sub solutions method, we construct entire solutions which behave as two opposite traveling front solutions moving towards each other from both sides of x-axis and then annihilating. Moreover, our conclusions extend the invading way, which the superior species invade the inferior ones from both sides of x-axis and then the inferior ones extinct, into the lattice and delay case.

Let k be a perfect field of characteristic p>0 and W the ring of Witt vectors of k. In this article, we give a new proof of the Frobenius descent for convergent isocrystals on a variety over k relative to W. This proof allows us to deduce an analogue of the de Rham complexes comparaison theorem of Berthelot without assuming a lifting of the Frobenius morphism. As an application, we prove a version of Berthelot's conjecture on the preservation of convergent isocrystals under the higher direct image by a smooth proper morphism of k-varieties., 35 pages

One of the most influential versions of the classical Schwarz–Pick Lemma is probably that of Ahlfors. Pulling back a conformal semimetric on a Riemann surface under any holomorphic map from the open unit disk equipped with a Poincare metric, the curvature of which is assumed to bound from above the curvature of the Riemann surface, he successfully showed that a conformal semimetric to be compared with the Poincare metric is obtained. In the present paper, we give a comparison theorem between two conformal semimetrics of variable curvature in the same spirit. Our main theorem is a local one by its nature, but global results can be derived therefrom.

We show that certain one-dimensional hypergeometric differential systems underlie objects of the category of irregular mixed Hodge modules, which was recently introduced by Sabbah, and compute the irregular Hodge filtration for them. We also provide a comparison theorem between two different types of Fourier–Laplace transformation for algebraic integrable twistor D -modules.

This paper formulates a new switched two species chemostat model and discusses the coexistence behavior in the chemostat. A complete classification on the single-species chemostat is carried out firstly, where the stationary distribution with ergodicity is derived to exist and be unique. Then, based on the obtained stationary distribution and the comparison theorem, we put forward some sufficient conditions for the coexistence of microorganisms in the two species chemostat with Markov switchings. Moreover, when the species coexist in the deterministic chemostat for each state and have the same break-even concentrations for all states, they are proved to coexist still in the switched chemostat, which randomized the results of the classical deterministic chemostat. Results in this paper show that Markov switchings can contribute to coexistence of the two species.

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article, we introduce a new iteration scheme called three-step alternating iterations using proper splittings and group inverses to find an approximate solution of singular linear systems, iteratively. As a special case, the same findings also work for finding an approximate solution of non-singular linear systems. A preconditioned alternating iterative scheme is also proposed to relax some sufficient conditions and to obtain faster convergence as well. We then show that our scheme converges faster than the unpreconditioned one. The theoretical findings are then validated numerically.

We introduce a new concept of strong vanishing property and investigate this property for minimally elliptic singularities. A comparison theorem about strong vanishing property is also obtained. We use Zariski decomposition to give a formula of plurigenera for Gorenstein singularities and use it to test whether a divisor is f-nef.

In this paper, we introduce the notion of modified flag curvature for Finsler metrics which naturally come from Hessian comparison theorem. We then establish a Toponogov-type comparison theorem for Finsler manifolds with nonnegative-modified flag curvature. As its applications, we prove that the fundamental group of any forward complete Finsler manifold (M, F) with nonnegative-modified flag curvature is finitely generated; furthermore, if additional M has bounded Cartan tensor, then M is of finite topological type.

This paper is concerned with the Black–Scholes–Barenblatt equation $\partial _{t}u+r(x\partial _{x}u-u)+G(x^{2}\partial _{xx}u)=0$ , where $G(\alpha )=\frac{1}{2}(\overline{\sigma}^{2}-\underline{\sigma}^{2})|\alpha |+\frac{1}{2}(\overline{\sigma}^{2}+\underline{\sigma}^{2})\alpha $ , $\alpha \in \mathbb{R}$ . This equation is usually used for derivative pricing in the financial market with volatility uncertainty. We discuss a strict comparison theorem for Black–Scholes–Barenblatt equations, and study strict sub-additivity of their solutions with respect to terminal conditions.

In this paper, we investigate dynamical behaviors for a stochastic malaria model by introducing the effect of environmental white noise on transmission dynamics of malaria. Firstly, the distance between stochastic solutions and the disease-free equilibrium of the corresponding deterministic model is estimated in the time mean sense by constructing stochastic Lyapunov functions. Particularly, by the comparison theorem of stochastic differential equations and the law of large numbers, sufficient conditions for the extinction of the disease are obtained in the special case. Next, the existence of the unique ergodic stationary distribution is proved by constructing a suitable Lyapunov function. Finally, the model is used to simulate the human malaria data in Yunnan province and predict the trend of malaria in Yunnan.

A comparison theorem is proved for a pair of solutions that satisfy opposite nonlinear differential inequalities in a weak sense. The nonlinearity is of the form f (u) with f belonging to the class ...

This paper is concerned with a stochastic predator–prey model with Allee effect and Lévy noise. First, by the comparison theorem of stochastic differential equations, we prove that the model has a unique global positive solution starting from the positive initial value. Then we investigate the asymptotic pathwise behavior of the model by the generalized exponential martingale inequality and the Borel–Cantelli lemma. Next, we establish the conditions under which predator and prey populations are extinct. Furthermore, we show that the global positive solution is stochastically ultimate bounded under some conditions by using the Bernoulli equation and Chebyshev’s inequality. At last, we introduce some numerical simulations to support the main results obtained. The results in this paper generalize and improve the previous related results.

The paper is devoted to a nonstationary initial–boundary value problem governing complex heat exchange in a convex semitransparent body containing several absolutely black inclusions. The existence and uniqueness of a weak solution to this problem are proven herein. In addition, the stability of solutions with respect to data, a comparison theorem and the results of improving the properties of solutions with an increase in the summability of the data were established. All results are global in terms of time and data.

In this paper, we consider the necessary and sufficient conditions of blow-up property of solutions to cordial Volterra integral equations (CVIEs). Following the framework in Brunner and Yang (J Integral Equations Appl 3:806–830, 2012), the necessary and sufficient conditions for the blow-up behavior of increasing solutions is investigated. Finally, the results are extended to fluctuating solutions with a reversal comparison theorem.

In this paper, we present further developed results on Hille–Wintner-type integral comparison theorems for second-order half-linear differential equations. Compared equations are seen as perturbations of a given non-oscillatory equation, which allows studying the equations on the borderline of oscillation and non-oscillation. We bring a new comparison theorem and apply it to the so-called generalized Riemann–Weber equation (also referred to as a Euler-type equation). © 2021 by the authors. Licensee MDPI, Basel, Switzerland.

We establish a generalization of Sturm–Picone comparison theorem for a pair of fractional nonlocal equations: $$\begin{aligned} (-div. (A_1(x)\nabla ))^{s} u= & {} C_{1}(x) u \,\,\,\text { in }\,\,\Omega ,\\ u= & {} 0 \,\,\,\,\text { on }\,\,\,\,\,\partial \Omega , \end{aligned}$$ and $$\begin{aligned} (-div. (A_2(x)\nabla ))^{s} v= & {} C_{2}(x) v \,\,\,\text { in}\,\,\Omega ,\\ v= & {} 0 \,\,\,\,\text { on}\,\,\,\,\,\partial \Omega , \end{aligned}$$ where $$\Omega \subset \mathbb {R}^n$$ is an open bounded subset with smooth boundary, $$0

We compute the integral p-adic etale cohomology of Drinfeld symmetric spaces of any dimension. This refines the computation of the rational p-adic etale cohomology from our recent work on Stein spaces. The main tools are: the computation of the integral de Rham cohomology from that work and, as a new tool, the integral p-adic comparison theorems of Bhatt–Morrow–Scholze and Cesnavicius–Koshikawa which replace the quasi-integral comparison theorem of Tsuji. Along the way, we compute the A inf -cohomology of Drinfeld symmetric spaces.

In this paper, we consider a nonautonomous predator–prey model with Holling type II schemes and a prey refuge. By applying the comparison theorem of differential equations and constructing a suitable Lyapunov function, sufficient conditions that guarantee the permanence and global stability of the system are obtained. By applying the oscillation theory and the comparison theorem of differential equations, a set of sufficient conditions that guarantee the extinction of the predator of the system is obtained.

This paper investigates a stochastic two-patch predator-prey model with ratio-dependent functional responses. First, the existence of a unique global positive solution is proved via the stochastic comparison theorem. Then, two different methods are used to discuss the long-time properties of the solutions pathwise. Next, sufficient conditions for extinction and persistence in mean are obtained. Moreover, stochastic persistence of the model is discussed. Furthermore, sufficient conditions for the existence of an ergodic stationary distribution are derived by a suitable Lyapunov function. Next, we apply the main results in some special models. Finally, some numerical simulations are introduced to support the main results obtained. The results in this paper generalize and improve the previous related results.

In this paper we consider the optimal control of Hilbert space-valued infinite-dimensional Piecewise Deterministic Markov Processes (PDMP) and we prove that the corresponding value function can be represented via a Feynman-Kac type formula through the solution of a constrained Backward Stochastic Differential Equation. A fundamental step consists in showing that the corresponding integro-differential Hamilton-Jacobi-Bellman equation has a unique viscosity solution, by proving a suitable comparison theorem. We apply our results to the control of a PDMP Hodgkin-Huxley model with spatial component, previously studied in [22], [21] and inspired by optogenetics.