• Title/Summary/Keyword: Differential equations

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TWO-SCALE CONVERGENCE FOR PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

  • Pak, Hee-Chul
    • Communications of the Korean Mathematical Society
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    • v.18 no.3
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    • pp.559-568
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    • 2003
  • We introduce the notion of two-scale convergence for partial differential equations with random coefficients that gives a very efficient way of finding homogenized differential equations with random coefficients. For an application, we find the homogenized matrices for linear second order elliptic equations with random coefficients. We suggest a natural way of finding the two-scale limit of second order equations by considering the flux term.

SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

  • Abazari, Reza
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1133-1143
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    • 2009
  • In this work, we successfully extended dimensional differential transform method (DTM), by presenting and proving some new theorems, to solve the non-linear matrix differential Riccati equations(first and second kind of Riccati matrix differential equations). This technique provides a sequence of matrix functions which converges to the exact solution of the problem. Examples show that the method is effective.

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Lie Algebraic Solution of Stochastic Differential Equations

  • Kim, Yoon-Tae;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.25-30
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    • 2003
  • We prove that the logarithm of the flow of stochastic differential equations is an element of the free Lie algebra generated by a finite set consisting of vector fields being coefficients of equations. As an application, we directly obtain a formula of the solution of stochastic differential equations given by Castell(1993) without appealing to an expansion for ordinary differential equations given by Strichartz (1987).

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NEW HOMOTOPY PERTURBATION METHOD FOR SOLVING INTEGRO-DIFFERENTIAL EQUATIONS

  • Kim, Kyoum Sun;Lim, Hyo Jin
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.981-992
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    • 2012
  • Integro-differential equations arise in modeling various physical and engineering problems. Several numerical and analytical methods have been developed to solving such equations. We introduce the NHPM for solving nonlinear integro-differential equations. Several examples for solving integro-differential equations are presented to illustrate the efficiency of the proposed NHPM.

h-STABILITY IN CERTAIN INTEGRO-DIFFERENTIAL EQUATIONS

  • Goo, Yoon Hoe;Ji, Myeong Hee;Ry, Dae Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.1
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    • pp.81-88
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    • 2009
  • In this paper, we investigate h-stability for the nonlinear Volterra integro-differential equations and the functional integro-differential equations.

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EXISTENCE AND UNIQUENESS THEOREM FOR LINEAR FUZZY DIFFERENTIAL EQUATIONS

  • You, Cuilian;Wang, Gensen
    • East Asian mathematical journal
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    • v.27 no.3
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    • pp.289-297
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    • 2011
  • The introduction of fuzzy differential equation is to deal wit fuzzy dynamic systems. As classical differential equations, it is difficult to find the solutions to all fuzzy differential equations. In this paper an existence and uniqueness theorem for linear fuzzy differential equations is obtained. Moreover, the exact solution to linear fuzzy differential equation is given.

GENERALIZED SECOND-ORDER DIFFERENTIAL EQUATIONS WITH TWO-POINT BOUNDARY CONDITIONS

  • Kim, Young Jin
    • The Pure and Applied Mathematics
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    • v.26 no.3
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    • pp.157-175
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    • 2019
  • In this paper we define higher-order Stieltjes derivatives, and using Schaefer's fixed point theorem we investigate the existence of solutions for a class of differential equations involving second-order Stieltjes derivatives with two-point boundary conditions. The equations include ordinary and impulsive differential equations, and difference equations.

ON THE STABILITY AND INSTABILITY OF A CLASS OF NONLINEAR NONAUTONOMOUS ORDINARY DIFFERENTIAI, EQUATIONS

  • Sen, M.DeLa
    • Bulletin of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.243-251
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    • 2003
  • This note Presents sufficient conditions for Lyapunov's stability and instability of a class of nonlinear nonautonomous second-order ordinary differential equations. Such a class includes as particular cases a remarkably large number of differential equations with specific physical applications. Two successive nonlinear transformations are applied to the original differential equation in order to convert it into a more convenient form for stability analysis purposes. The obtained stability / instability conditions depend closely on the parameterization of the original differential equation.

ASYMPTOTIC BEHAVIOUR OF THE SOLUTIONS OF LINEAR IMPULSIVE DIFFERENTIAL EQUATIONS

  • Simeonov, P.S.;Bainov, D.D.
    • Bulletin of the Korean Mathematical Society
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    • v.31 no.1
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    • pp.1-14
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    • 1994
  • In the recent several years the theory of impulsive differential equations has made a rapid progress (see [1] and [2] and the references there). The questions of stability and periodicity of the solutions of these equations have been elaborated in sufficient details while their asymptotic behaviour has been little studied. In the present paper the asymptotic behaviour of the solutions of linear impulsive differential equations is investigated, generalizing the results of J. W. Macki and J.S. Muldowney, 1970 [3], related to ordinary differential equations without impulses.

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