• Title/Summary/Keyword: differential difference equations

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ON THE EXISTENCE OF SOLUTIONS OF FERMAT-TYPE DIFFERENTIAL-DIFFERENCE EQUATIONS

  • Chen, Jun-Fan;Lin, Shu-Qing
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.4
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    • pp.983-1002
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    • 2021
  • We investigate the non-existence of finite order transcendental entire solutions of Fermat-type differential-difference equations [f(z)f'(z)]n + P2(z)fm(z + 𝜂) = Q(z) and [f(z)f'(z)]n + P(z)[∆𝜂f(z)]m = Q(z), where P(z) and Q(z) are non-zero polynomials, m and n are positive integers, and 𝜂 ∈ ℂ \ {0}. In addition, we discuss transcendental entire solutions of finite order of the following Fermat-type differential-difference equation P2(z) [f(k)(z)]2 + [αf(z + 𝜂) - 𝛽f(z)]2 = er(z), where $P(z){\not\equiv}0$ is a polynomial, r(z) is a non-constant polynomial, α ≠ 0 and 𝛽 are constants, k is a positive integer, and 𝜂 ∈ ℂ \ {0}. Our results generalize some previous results.

A NUMERICAL METHOD FOR SINGULARLY PERTURBED SYSTEM OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS OF CONVECTION DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

  • Tamilselvan, A.;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1279-1292
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    • 2009
  • In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.

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A NOTE ON MEROMORPHIC SOLUTIONS OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS

  • Qi, Xiaoguang;Yang, Lianzhong
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.3
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    • pp.597-607
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    • 2019
  • In this article, we consider properties of transcendental meromorphic solutions of the complex differential-difference equation $$P_n(z)f^{(n)}(2+{\eta}_n)+{\cdots}+P_1(z)f^{\prime}(z+{\eta}_1)+P_0(z)f(z+{\eta}_0)=0$$, and its non-homogeneous equation. Our results extend earlier results by Liu et al. [9].

ON MEROMORPHIC SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL-DIFFERENCE EQUATIONS OF FIRST ORDER IN SEVERAL COMPLEX VARIABLES

  • Qibin Cheng;Yezhou Li;Zhixue Liu
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.2
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    • pp.425-441
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    • 2023
  • This paper is concerned with the value distribution for meromorphic solutions f of a class of nonlinear partial differential-difference equation of first order with small coefficients. We show that such solutions f are uniquely determined by the poles of f and the zeros of f - c, f - d (counting multiplicities) for two distinct small functions c, d.

AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH A SMALL NEGATIVE SHIFT

  • Rao, R. Nageshwar;Chakravarthy, P. Pramod
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.131-145
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    • 2013
  • In this paper, we present an initial value technique for solving singularly perturbed differential difference equations with a boundary layer at one end point. Taylor's series is used to tackle the terms containing shift provided the shift is of small order of singular perturbation parameter and obtained a singularly perturbed boundary value problem. This singularly perturbed boundary value problem is replaced by a pair of initial value problems. Classical fourth order Runge-Kutta method is used to solve these initial value problems. The effect of small shift on the boundary layer solution in both the cases, i.e., the boundary layer on the left side as well as the right side is discussed by considering numerical experiments. Several numerical examples are solved to demonstate the applicability of the method.

Oscillation of Linear Second Order Delay Dynamic Equations on Time Scales

  • Agwo, Hassan Ahmed
    • Kyungpook Mathematical Journal
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    • v.47 no.3
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    • pp.425-438
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    • 2007
  • In this paper, we establish some new oscillation criteria for a second-order delay dynamic equation $$u^{{\Delta}{\Delta}}(t)+p(t)u(\tau(t))=0$$ on a time scale $\mathbb{T}$. The results can be applied on differential equations when $\mathbb{T}=\mathbb{R}$, delay difference equations when $\mathbb{T}=\mathbb{N}$ and for delay $q$-difference equations when $\mathbb{T}=q^{\mathbb{N}}$ for q > 1.

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AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS

  • Jeong, Da-Rae;Kim, Jun-Seok;Wee, In-Suk
    • Communications of the Korean Mathematical Society
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    • v.24 no.4
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    • pp.617-628
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    • 2009
  • We present an efficient and accurate finite-difference method for computing Black-Scholes partial differential equations with multiunderlying assets. We directly solve Black-Scholes equations without transformations of variables. We provide computational results showing the performance of the method for two underlying asset option pricing problems.

FINITE LOGARITHMIC ORDER SOLUTIONS OF LINEAR q-DIFFERENCE EQUATIONS

  • Wen, Zhi-Tao
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.83-98
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    • 2014
  • During the last decade, several papers have focused on linear q-difference equations of the form ${\sum}^n_{j=0}a_j(z)f(q^jz)=a_{n+1}(z)$ with entire or meromorphic coefficients. A tool for studying these equations is a q-difference analogue of the lemma on the logarithmic derivative, valid for meromorphic functions of finite logarithmic order ${\rho}_{log}$. It is shown, under certain assumptions, that ${\rho}_{log}(f)$ = max${{\rho}_{log}(a_j)}$ + 1. Moreover, it is illustrated that a q-Casorati determinant plays a similar role in the theory of linear q-difference equations as a Wronskian determinant in the theory of linear differential equations. As a consequence of the main results, it follows that the q-gamma function and the q-exponential functions all have logarithmic order two.

ASYMPTOTIC-NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL DIFFERENCE EQUATIONS OF MIXED-TYPE

  • SALAMA, A.A.;AL-AMERY, D.G.
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.485-502
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    • 2015
  • A computational method for solving singularly perturbed boundary value problem of differential equation with shift arguments of mixed type is presented. When shift arguments are sufficiently small (o(ε)), most of the existing method in the literature used Taylor's expansion to approximate the shift term. This procedure may lead to a bad approximation when the delay argument is of O(ε). The main idea for this work is to deal with constant shift arguments, which are independent of ε. In the present method, we construct the formally asymptotic solution of the problem using the method of composite expansion. The reduced problem is solved numerically by using operator compact implicit method, and the second problem is solved analytically. Error estimate is derived by using the maximum norm. Numerical examples are provided to support the theoretical results and to show the efficiency of the proposed method.

UNIFORMLY CONVERGENT NUMERICAL SCHEME FOR SINGULARLY PERTURBED PARABOLIC DELAY DIFFERENTIAL EQUATIONS

  • WOLDAREGAY, MESFIN MEKURIA;DURESSA, GEMECHIS FILE
    • Journal of applied mathematics & informatics
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    • v.39 no.5_6
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    • pp.623-641
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    • 2021
  • In this paper, numerical treatment of singularly perturbed parabolic delay differential equations is considered. The considered problem have small delay on the spatial variable of the reaction term. To treat the delay term, Taylor series approximation is applied. The resulting singularly perturbed parabolic PDEs is solved using Crank Nicolson method in temporal direction with non-standard finite difference method in spatial direction. A detail stability and convergence analysis of the scheme is given. We proved the uniform convergence of the scheme with order of convergence O(N-1 + (∆t)2), where N is the number of mesh points in spatial discretization and ∆t is mesh length in temporal discretization. Two test examples are used to validate the theoretical results of the scheme.