• Title/Summary/Keyword: Linear differential equations

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INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Liang, Hong;Zhou, Jianjun
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.2
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    • pp.311-330
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    • 2020
  • This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

ANGULAR DISTRIBUTION OF SOLUTIONS OF HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

  • Wu, Zhaojun;Sun, Daochun
    • Journal of the Korean Mathematical Society
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    • v.44 no.6
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    • pp.1329-1338
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    • 2007
  • In this paper, we study the location of zeros and Borel direction for the solutions of linear homogeneous differential equations $$f^{(n)}+A_{n-1}(z)f^{(n-1)}+{\cdots}+A_1(z)f#+A_0(z)f=0$$ with entire coefficients. Results are obtained concerning the rays near which the exponent of convergence of zeros of the solutions attains its Borel direction. This paper extends previous results due to S. J. Wu and other authors.

AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION

  • BAE, MUN-JIN;PARK, CHAN-HO;KIM, YOUNG-HO
    • Journal of applied mathematics & informatics
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    • v.37 no.5_6
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    • pp.491-506
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    • 2019
  • In this paper, we show the existence and uniqueness of solution to stochastic differential equations under weakened $H{\ddot{o}}lder$ condition and a weakened linear growth condition. Furthermore, the properties of their solutions investigated and estimate for the error between Picard iterations $x_n(t)$ and the unique solution x(t) of SDEs.

MAXIMAL DOMAINS OF SOLUTIONS FOR ANALYTIC QUASILINEAR DIFFERENTIAL EQUATIONS OF FIRST ORDER

  • Han, Chong-Kyu;Kim, Taejung
    • Journal of the Korean Mathematical Society
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    • v.59 no.6
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    • pp.1171-1184
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    • 2022
  • We study the real-analytic continuation of local real-analytic solutions to the Cauchy problems of quasi-linear partial differential equations of first order for a scalar function. By making use of the first integrals of the characteristic vector field and the implicit function theorem we determine the maximal domain of the analytic extension of a local solution as a single-valued function. We present some examples including the scalar conservation laws that admit global first integrals so that our method is applicable.

Eringen's nonlocal theory for non-linear bending analysis of BGF Timoshenko nanobeams

  • Azandariani, Mojtaba Gorji;Gholami, Mohammad;Nikzad, Akbar
    • Advances in nano research
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    • v.12 no.1
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    • pp.37-47
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    • 2022
  • In this paper, the non-linear static analysis of Timoshenko nanobeams consisting of bi-directional functionally graded material (BFGM) with immovable ends is investigated. The scratching in the FG nanobeam mid-plane, is the source of nonlinearity of the bending problems. The nonlocal theory is used to investigate the non-linear static deflection of nanobeam. In order to simplify the formulation, the problem formulas is derived according to the physical middle surface. The Hamilton principle is employed to determine governing partial differential equations as well as boundary conditions. Moreover, the differential quadrature method (DQM) and direct iterative method are applied to solve governing equations. Present results for non-linear static deflection were compared with previously published results in order to validate the present formulation. The impacts of the nonlocal factors, beam length and material property gradient on the non-linear static deflection of BFG nanobeams are investigated. It is observed that these parameters are vital in the value of the non-linear static deflection of the BFG nanobeam.

Large deflection analysis of orthotropic thin circular plates using differential quadrature (미분구적법을 이용한 직교이방성 원판의 대변형 해석)

  • 이영신;박복선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.2
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    • pp.387-395
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    • 1991
  • Large deflection behavior of cylindrically orthotropic thin circular plates is investigated by the numerical technique of differential quadrature. Governing equations are derived in terms of transverse deflection and stress function and a Newton-Raphson technique is used to solve the nonlinear systems of equations. For small values of degree of differential quadrature (N.leq.13), as the degree of differential quadrature increases, the center deflection converges. However, as N increases further, the center deflection diverges by ill-conditioning in the weighting coefficients. As the orthotropic parameter increases, the center deflection decreases and behaves linear for the loads. At center, the stress is affected mainly by orthotropic parameter, while the stress is affected mainly by boundary condition at edge.

REGULARITY FOR FRACTIONAL ORDER RETARDED NEUTRAL DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Cho, Seong Ho;Jeong, Jin-Mun;Kang, Yong Han
    • Journal of the Korean Mathematical Society
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    • v.53 no.5
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    • pp.1019-1036
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    • 2016
  • In this paper, we study the existence of solutions and $L^2$-regularity for fractional order retarded neutral functional differential equations in Hilbert spaces. We no longer require the compactness of structural operators to prove the existence of continuous solutions of the non-linear differential system, but instead we investigate the relation between the regularity of solutions of fractional order retarded neutral functional differential systems with unbounded principal operators and that of its corresponding linear system excluded by the nonlinear term. Finally, we give a simple example to which our main result can be applied.

A NUMERICAL METHOD OF FUZZY DIFFERENTIAL EQUATIONS

  • Jun, Younbae
    • The Pure and Applied Mathematics
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    • v.24 no.3
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    • pp.147-153
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    • 2017
  • In this paper, we propose a numerical method to solve fuzzy differential equations. Numerical experiments show that when the step size is small, the new method has significantly good approximate solutions of fuzzy differential equation. Graphical representation of fuzzy solutions in three-dimension is also provided as a reference of visual convergence of the solution sequence.

Oscillation of Second Order Nonlinear Elliptic Differential Equations

  • Xu, Zhiting
    • Kyungpook Mathematical Journal
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    • v.46 no.1
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    • pp.65-77
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    • 2006
  • By using general means, some oscillation criteria for second order nonlinear elliptic differential equation with damping $$\sum_{i,j=1}^{N}D_i[a_{ij}(x)D_iy]+\sum_{i=1}^{N}b_i(x)D_iy+p(x)f(y)=0$$ are obtained. These criteria are of a high degree of generality and extend the oscillation theorems for second order linear ordinary differential equations due to Kamenev, Philos and Wong.

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STABILITY PROPERTIES IN IMPULSIVE DIFFERENTIAL SYSTEMS OF NON-INTEGER ORDER

  • Kang, Bowon;Koo, Namjip
    • Journal of the Korean Mathematical Society
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    • v.56 no.1
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    • pp.127-147
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    • 2019
  • In this paper we establish some new explicit solutions for impulsive linear fractional differential equations with impulses at fixed times, which provides a handy tool in deriving singular integral-sum inequalities and an impulsive fractional comparison principle. Thus we study the Mittag-Leffler stability of impulsive differential equations with the Caputo fractional derivative by using the impulsive fractional comparison principle and piecewise continuous functions of Lyapunov's method. Also, we give some examples to illustrate our results.