In this paper, we construct a uniform second-order difference scheme for a class of boundary value problems of fourth-order ordinary differential equations. Finally, a numerical example is given.
In this paper, combining the idea of difference method and finite element method, we construct a difference scheme for a self-adjoint problem in conservation form. Its solution uniformly converges to that of the origi...In this paper, combining the idea of difference method and finite element method, we construct a difference scheme for a self-adjoint problem in conservation form. Its solution uniformly converges to that of the original differential equation problem with order h3.展开更多
The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po...The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations (jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.展开更多
The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory ...The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory of such equations.展开更多
Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equ...Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equation with impuls[es. J Comput Appl Math 197(2006): 78-88] to the considered equation. Two examples are also inserted to illustrate our main results.展开更多
This paper is devoted to the study of the linearization problem of system of three second-order ordinary differential equations and . The necessary conditions for linearization by general point transformation and are ...This paper is devoted to the study of the linearization problem of system of three second-order ordinary differential equations and . The necessary conditions for linearization by general point transformation and are found. The sufficient conditions for linearization by restricted class of point transformation and are obtained. Moreover, the procedure for obtaining the linearizing transformation is provided in explicit forms. Examples demonstrating the procedure of using the linearization theorems are presented.展开更多
This paper discusses a class of forced second-order half-linear differential equations. By using the generalized Riccati technique and the averaging technique, some new interval oscillation criteria are obtained.
In this paper we have established the stability of a generalized nonlinear second-order differential equation in the sense of Hyers and Ulam. We also have proved the Hyers-Ulam stability of Emden-Fowler type equation ...In this paper we have established the stability of a generalized nonlinear second-order differential equation in the sense of Hyers and Ulam. We also have proved the Hyers-Ulam stability of Emden-Fowler type equation with initial conditions.展开更多
In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the ...In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the discretization of p.d.e. via the preconditioned conjugate gradient method. For the second-order partial differential equations with Dirichlel boundary conditions, we prove that the condition number of the preconditioned system is O(1) while the condition number of the original system is O(m 2) Here m is the number of interior gridpoints in each direction. Such condition number produces a linear convergence rale.展开更多
The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),w...The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),when∫^(∞)r^(−1/α)(s)ds<∞.We obtain sufficient conditions for the oscillation of the studied equations by the inequality principle and the Riccati transformation.An example is provided to illustrate the results.展开更多
In this paper, we approach the problem of obtaining approximate solution of second-order initial value problems by converting it to an optimization problem. It is assumed that the solution can be approximated by a pol...In this paper, we approach the problem of obtaining approximate solution of second-order initial value problems by converting it to an optimization problem. It is assumed that the solution can be approximated by a polynomial. The coefficients of the polynomial are then optimized using simulated annealing technique. Numerical examples with good results show the accuracy of the proposed approach compared with some existing methods.展开更多
In this paper, we consider the following second order retarded differential equations x″(t)+cx′(t)=qx(t-σ)-lx(t-δ) (1) x″(t)+p(t)x(t-τ)=0 (2) We give some sufficient conditions for the oscillation of all solutio...In this paper, we consider the following second order retarded differential equations x″(t)+cx′(t)=qx(t-σ)-lx(t-δ) (1) x″(t)+p(t)x(t-τ)=0 (2) We give some sufficient conditions for the oscillation of all solutions of Eq. (1) in the case where q, ι, σ, δ are positive numbers and c is a real number. And also, we study the asymptotic behavior of the nonoscillatory solutions. If necessary, we give some examples to illustrate our results. At last, we study Eq. (2) with some conditions on p(t).展开更多
In this paper, we establish the second-order differential equation system with the feedback controls for solving the problem of convex programming. Using Lagrange function and projection operator, the equivalent opera...In this paper, we establish the second-order differential equation system with the feedback controls for solving the problem of convex programming. Using Lagrange function and projection operator, the equivalent operator equations for the convex programming problems under the certain conditions are obtained. Then a second-order differential equation system with the feedback controls is constructed on the basis of operator equation. We prove that any accumulation point of the trajectory of the second-order differential equation system with the feedback controls is a solution to the convex programming problem. In the end, two examples using this differential equation system are solved. The numerical results are reported to verify the effectiveness of the second-order differential equation system with the feedback controls for solving the convex programming problem.展开更多
This paper presents a technique for obtaining an exact solution for the well-known Laguerre’s differential equations that arise in the modeling of several phenomena in quantum mechanics and engineering. We utilize an...This paper presents a technique for obtaining an exact solution for the well-known Laguerre’s differential equations that arise in the modeling of several phenomena in quantum mechanics and engineering. We utilize an efficient procedure based on the modified Adomian decomposition method to obtain closed-form solutions of the Laguerre’s and the associated Laguerre’s differential equations. The proposed technique makes sense as the attitudes of the acquired solutions towards the neighboring singular points are correctly taken care of.展开更多
Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper,we present the analysis of an upwind sch...Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper,we present the analysis of an upwind scheme for singularly perturbed differential-difference equation on a grid which is formed by equidistributing arc-length monitor function.It is shown that the discrete solution obtained converges uniformly with respect to the perturbation parameter.Numerical experiments illustrate in practice the result of convergence proved theoretically.展开更多
In this paper,the method of differential inequalities has been applied to study theboundary value problems of nonlinear ordinary differential equation with two parameters.The asymptotic solutions have been found and t...In this paper,the method of differential inequalities has been applied to study theboundary value problems of nonlinear ordinary differential equation with two parameters.The asymptotic solutions have been found and the remainders have been estimated.展开更多
An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods (TSCRK) is presented. Their construction, their order conditio...An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods (TSCRK) is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.展开更多
Differential quadrature method is employed by numerous researchers due to its numerical accuracy and computational efficiency,and is mentioned as potential alternative of conventional numerical methods.In this paper,a...Differential quadrature method is employed by numerous researchers due to its numerical accuracy and computational efficiency,and is mentioned as potential alternative of conventional numerical methods.In this paper,a differential quadrature based numerical scheme is developed for solving volterra partial integro-differential equation of second order having a weakly singular kernel.The scheme uses cubic trigonometric B-spline functions to determine the weighting coefficients in the differential quadrature approximation of the second order spatial derivative.The advantage of this approximation is that it reduces the problem to a first order time dependent integro-differential equation(IDE).The proposed scheme is obtained in the form of an algebraic system by reducing the time dependent IDE through unconditionally stable Euler backward method as time integrator.The scheme is validated using a homogeneous and two nonhomogeneous test problems.Conditioning of the system matrix and numerical convergence of the method are analyzed for spatial and temporal domain discretization parameters.Comparison of results of the present approach with Sinc collocation method and quasi-wavelet method are also made.展开更多
In this paper, the author discusses the multiple positive solutions for an infinite boundary value problem of first order impulsive singular integro-differential equations on the half line by means of the fixed point ...In this paper, the author discusses the multiple positive solutions for an infinite boundary value problem of first order impulsive singular integro-differential equations on the half line by means of the fixed point theorem of cone expansion and compression with norm type.展开更多
文摘In this paper, we construct a uniform second-order difference scheme for a class of boundary value problems of fourth-order ordinary differential equations. Finally, a numerical example is given.
文摘In this paper, combining the idea of difference method and finite element method, we construct a difference scheme for a self-adjoint problem in conservation form. Its solution uniformly converges to that of the original differential equation problem with order h3.
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations (jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.
基金Supported by the National Natural Science Foundation of China(11101096 )Guangdong Natural Science Foundation (S2012010010376, S201204006711)
文摘The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory of such equations.
基金Supported by the NSF of Guangdong Province(S2011010004447,S2012040006865)
文摘Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et alLi et al, Oscillation of second order self-coajugate differential equation with impuls[es. J Comput Appl Math 197(2006): 78-88] to the considered equation. Two examples are also inserted to illustrate our main results.
文摘This paper is devoted to the study of the linearization problem of system of three second-order ordinary differential equations and . The necessary conditions for linearization by general point transformation and are found. The sufficient conditions for linearization by restricted class of point transformation and are obtained. Moreover, the procedure for obtaining the linearizing transformation is provided in explicit forms. Examples demonstrating the procedure of using the linearization theorems are presented.
文摘This paper discusses a class of forced second-order half-linear differential equations. By using the generalized Riccati technique and the averaging technique, some new interval oscillation criteria are obtained.
文摘In this paper we have established the stability of a generalized nonlinear second-order differential equation in the sense of Hyers and Ulam. We also have proved the Hyers-Ulam stability of Emden-Fowler type equation with initial conditions.
文摘In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the discretization of p.d.e. via the preconditioned conjugate gradient method. For the second-order partial differential equations with Dirichlel boundary conditions, we prove that the condition number of the preconditioned system is O(1) while the condition number of the original system is O(m 2) Here m is the number of interior gridpoints in each direction. Such condition number produces a linear convergence rale.
基金This research is supported by the Shandong Provincial Natural Science Foundation of China(ZR2017MA043).
文摘The purpose of this paper is to study the oscillation of second-order half-linear neutral differential equations with advanced argument of the form(r(t)((y(t)+p(t)y(τ(t)))')^(α))'+q(t)yα(σ(t))=0,t≥t_(0),when∫^(∞)r^(−1/α)(s)ds<∞.We obtain sufficient conditions for the oscillation of the studied equations by the inequality principle and the Riccati transformation.An example is provided to illustrate the results.
文摘In this paper, we approach the problem of obtaining approximate solution of second-order initial value problems by converting it to an optimization problem. It is assumed that the solution can be approximated by a polynomial. The coefficients of the polynomial are then optimized using simulated annealing technique. Numerical examples with good results show the accuracy of the proposed approach compared with some existing methods.
文摘In this paper, we consider the following second order retarded differential equations x″(t)+cx′(t)=qx(t-σ)-lx(t-δ) (1) x″(t)+p(t)x(t-τ)=0 (2) We give some sufficient conditions for the oscillation of all solutions of Eq. (1) in the case where q, ι, σ, δ are positive numbers and c is a real number. And also, we study the asymptotic behavior of the nonoscillatory solutions. If necessary, we give some examples to illustrate our results. At last, we study Eq. (2) with some conditions on p(t).
文摘In this paper, we establish the second-order differential equation system with the feedback controls for solving the problem of convex programming. Using Lagrange function and projection operator, the equivalent operator equations for the convex programming problems under the certain conditions are obtained. Then a second-order differential equation system with the feedback controls is constructed on the basis of operator equation. We prove that any accumulation point of the trajectory of the second-order differential equation system with the feedback controls is a solution to the convex programming problem. In the end, two examples using this differential equation system are solved. The numerical results are reported to verify the effectiveness of the second-order differential equation system with the feedback controls for solving the convex programming problem.
文摘This paper presents a technique for obtaining an exact solution for the well-known Laguerre’s differential equations that arise in the modeling of several phenomena in quantum mechanics and engineering. We utilize an efficient procedure based on the modified Adomian decomposition method to obtain closed-form solutions of the Laguerre’s and the associated Laguerre’s differential equations. The proposed technique makes sense as the attitudes of the acquired solutions towards the neighboring singular points are correctly taken care of.
基金supported by the Department of Science & Technology, Government of India under research grant SR/S4/MS:318/06.
文摘Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper,we present the analysis of an upwind scheme for singularly perturbed differential-difference equation on a grid which is formed by equidistributing arc-length monitor function.It is shown that the discrete solution obtained converges uniformly with respect to the perturbation parameter.Numerical experiments illustrate in practice the result of convergence proved theoretically.
基金Project Supported by the Science Fund of the Chinese Academy of Sciences
文摘In this paper,the method of differential inequalities has been applied to study theboundary value problems of nonlinear ordinary differential equation with two parameters.The asymptotic solutions have been found and the remainders have been estimated.
文摘An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods (TSCRK) is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.
文摘Differential quadrature method is employed by numerous researchers due to its numerical accuracy and computational efficiency,and is mentioned as potential alternative of conventional numerical methods.In this paper,a differential quadrature based numerical scheme is developed for solving volterra partial integro-differential equation of second order having a weakly singular kernel.The scheme uses cubic trigonometric B-spline functions to determine the weighting coefficients in the differential quadrature approximation of the second order spatial derivative.The advantage of this approximation is that it reduces the problem to a first order time dependent integro-differential equation(IDE).The proposed scheme is obtained in the form of an algebraic system by reducing the time dependent IDE through unconditionally stable Euler backward method as time integrator.The scheme is validated using a homogeneous and two nonhomogeneous test problems.Conditioning of the system matrix and numerical convergence of the method are analyzed for spatial and temporal domain discretization parameters.Comparison of results of the present approach with Sinc collocation method and quasi-wavelet method are also made.
基金supported by the National Nature Science Foundation of China (10671167)
文摘In this paper, the author discusses the multiple positive solutions for an infinite boundary value problem of first order impulsive singular integro-differential equations on the half line by means of the fixed point theorem of cone expansion and compression with norm type.