• 대한수학회논문집
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• 제34권1호
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• pp.231-238
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• 2019

We obtain ordinary differential equations related with some nonlocal Schr$Schr{\ddot{o}}dinger$dinger equations. As applications, we prove finite time blow-up or extinction of solutions.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권4호
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• pp.221-237
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• 2013

In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction-diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.355-364
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• 2008

Under pathological stress stimuli, dynamics of a biological system can be changed by alteration of several components such as functional proteins, ultimately leading to disease state. These dynamics in disease state can be modeled using differential equations in which kinetic or system parameters can be obtained from experimental data. One of the most effective ways to restore a particular disease state of biology system (i.e., cell, organ and organism) into the normal state makes optimization of the altered components usually represented by system parameters in the differential equations. There has been no such approach as far as we know. Here we show this approach with a cardiac hypertrophy model in which we obtain the existence of the optimal parameters and construct an optimal system which can be used to find the optimal parameters.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.763-779
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• 2011

In this paper we apply the Exp-function method to obtain traveling wave solutions of three nonlinear partial differential equations, namely, generalized sinh-Gordon equation, generalized form of the famous sinh-Gordon equation, and double combined sinh-cosh-Gordon equation. These equations play a very important role in mathematical physics and engineering sciences. The Exp-Function method changes the problem from solving nonlinear partial differential equations to solving a ordinary differential equation. Mainly we try to present an application of Exp-function method taking to consideration rectifying a commonly occurring errors during some of recent works.

• 한국수학교육학회지시리즈D:수학교육연구
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• 제6권2호
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• pp.159-170
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• 2002

The undergraduate curriculum in differential equations has undergone important changes in favor of the visual and numerical aspects of the course primarily because of recent technological advances. Yet, research findings that have analyzed students' thinking and understanding in a reformed setting are still lacking. This paper discusses an ongoing developmental research effort to adapt the instructional design perspective of Realistic Mathematics Education (RME) to the teaching and learning of differential equations at Ewha Womans University. The RME theory based on the design heuristic using context problems and modeling was developed for primary school mathematics. However, the analysis of this study indicates that a RME design for a differential equations course can be successfully adapted to the university level.

• East Asian mathematical journal
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• 제6권1호
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• pp.29-43
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• 1990

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.441-452
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• 2009

In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

• 대한수학회보
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• 제31권2호
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• pp.309-318
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• 1994

The approach presented in this paper is based on the transformation of the Stefan problem in one space dimension to an initial-boundary value problem for the heat equation in a fixed domain. Of course, the problem is non-linear. The finite element approximation adopted here is the standared continuous Galerkin method in time. In this paper, only the regular case is discussed. This means the error analysis is based on the assumption that the solution is sufficiently smooth. The aim of this paper is the existence of the solution in a finite Galerkin system of ordinary equations.

• Kyungpook Mathematical Journal
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• 제28권2호
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• pp.185-196
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• 1988

We study existence of polynomial integrating factors and solutions F(x, y)=c of first order nonlinear differential equations. We characterize the homogeneous case, and give algorithms for finding existence of and a basis for polynomial solutions of linear difference and differential equations and rational solutions or linear differential equations with polynomial coefficients. We relate singularities to nature of the solution. Solution of differential equations in closed form to some degree might be called more an art than a science: The investigator can try a number of methods and for a number of classes of equations these methods always work. In particular integrating factors are tricky to find. An analogous but simpler situation exists for integrating inclosed form, where for instance there exists a criterion for when an exponential integral can be found in closed form. In this paper we make a beginning in several directions on these problems, for 2 variable ordinary differential equations. The case of exact differentials reduces immediately to quadrature. The next step is perhaps that of a polynomial integrating factor, our main study. Here we are able to provide necessary conditions based on related homogeneous equations which probably suffice to decide existence in most cases. As part of our investigations we provide complete algorithms for existence of and finding a basis for polynomial solutions of linear differential and difference equations with polynomial coefficients, also rational solutions for such differential equations. Our goal would be a method for decidability of whether any differential equation Mdx+Mdy=0 with polynomial M, N has algebraic solutions(or an undecidability proof). We reduce the question of all solutions algebraic to singularities but have not yet found a definite procedure to find their type. We begin with general results on the set of all polynomial solutions and integrating factors. Consider a differential equation Mdx+Ndy where M, N are nonreal polynomials in x, y with no common factor. When does there exist an integrating factor u which is (i) polynomial (ii) rational? In case (i) the solution F(x, y)=c will be a polynomial. We assume all functions here are complex analytic polynomial in some open set.

• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.135-149
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• 2008

Many deterministic systems are described by Ordinary differential equations and can often be improved by including stochastic effects, but numerical methods for solving stochastic differential equations(SDEs) are required, and work in this area is far less advanced than for deterministic differential equations. In this paper,first we follow [7] to describe Runge-Kutta methods with order 2 from Taylor approximations in the weak sense and present two well known Runge-Kutta methods, RK2-TO and RK2-PL. Then we obtain a new 3-stage explicit Runge-Kutta with order 2 in weak sense and compare the numerical results among these three methods.