Search results for " Differential equations"
showing 10 items of 146 documents
DEGENERATE MATRIX METHOD FOR SOLVING NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS
1998
Degenerate matrix method for numerical solving nonlinear systems of ordinary differential equations is considered. The method is based on an application of special degenerate matrix and usual iteration procedure. The method, which is connected with an implicit Runge‐Kutta method, can be simply realized on computers. An estimation for the error of the method is given. First Published Online: 14 Oct 2010
Qualitative Theory of Differential Equations, Difference Equations, and Dynamic Equations on Time Scales
2016
We are pleased to present this special issue. This volume reflects an increasing interest in the analysis of qualitative behavior of solutions to differential equations, difference equations, and dynamic equations on time scales. Numerous applications arising in the engineering and natural sciences call for the development of new efficient methods and for the modification and refinement of known techniques that should be adjusted for the analysis of new classes of problems. The twofold goal of this special issue is to reflect both the state-of-the-art theoretical research and important recent advances in the solution of applied problems.
Solving continuous models with dependent uncertainty: a computational approach
2013
This paper presents a computational study on a quasi-Galerkin projection-based method to deal with a class of systems of random ordinary differential equations (r.o.d.e.'s) which is assumed to depend on a finite number of random variables (r.v.'s). This class of systems of r.o.d.e.'s appears in different areas, particularly in epidemiology modelling. In contrast with the other available Galerkin-based techniques, such as the generalized Polynomial Chaos, the proposed method expands the solution directly in terms of the random inputs rather than auxiliary r.v.'s. Theoretically, Galerkin projection-based methods take advantage of orthogonality with the aim of simplifying the involved computat…
Regularity of solutions to differential equations with non-Lipschitz coefficients
2008
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certain non-Lipschitz conditions, namely, we study the behaviors of small subsets under the flows generated by these equations.
On Discovering Low Order Models in Biochemical Reaction Kinetics
2007
We develop a method by which a large number of differential equations representing biochemical reaction kinetics may be represented by a smaller number of differential equations. The basis of our technique is a conjecture that the high dimension equations of biochemical kinetics, which involve reaction terms of specific forms, are actually implementing a low dimension system whose behavior requires right hand sides that can not be biochemically implemented. For systems that satisfy this conjecture, we develop a simple approximation scheme based on multilinear algebra that extracts the low dimensional system from simulations of the high dimension system. We demonstrate this technique on a st…
Multiscale Particle Method in Solving Partial Differential Equations
2007
A novel approach to meshfree particle methods based on multiresolution analysis is presented. The aim is to obtain numerical solutions for partial differential equations by avoiding the mesh generation and by employing a set of particles arbitrarily placed in problem domain. The elimination of the mesh combined with the properties of dilation and translation of scaling and wavelets functions is particularly suitable for problems governed by hyperbolic partial differential equations with large deformations and high gradients.
An approximate technique for determining in closed-form the response transition probability density function of diverse nonlinear/hysteretic oscillat…
2019
An approximate analytical technique is developed for determining, in closed form, the transition probability density function (PDF) of a general class of first-order stochastic differential equations (SDEs) with nonlinearities both in the drift and in the diffusion coefficients. Specifically, first, resorting to the Wiener path integral most probable path approximation and utilizing the Cauchy–Schwarz inequality yields a closed-form expression for the system response PDF, at practically zero computational cost. Next, the accuracy of this approximation is enhanced by proposing a more general PDF form with additional parameters to be determined. This is done by relying on the associated Fokke…
Oscillation of second-order nonlinear differential equations with damping
2014
Abstract We study oscillatory properties of solutions to a class of nonlinear second-order differential equations with a nonlinear damping. New oscillation criteria extend those reported in [ROGOVCHENKO, Yu. V.—TUNCAY, F.: Oscillation criteria for second-order nonlinear differential equations with damping, Nonlinear Anal. 69 (2008), 208–221] and improve a number of related results.
Self-similarity and response of fractional differential equations under white noise input
2022
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of physical, biological, geological, socioeconomics and mechanical systems. Self-similarity, also termed self-affinity, is a concept that links the properties of a phenomenon at a certain scale with the same properties at different time scales as it happens in fractal geometry. The fractional Brownian motion (fBm), i.e. the Riemann-Liouville fractional integral of the Gaussian white noise, is self-similar; in fact by changing the temporal scale t -> at (a > 0), the statistics in the new time axis (at) remain proportional to those calculated in the previous axis (t). The proportionality coeffi…
Explicit solutions for second-order operator differential equations with two boundary-value conditions. II
1992
AbstractBoundary-value problems for second-order operator differential equations with two boundary-value conditions are studied for the case where the companion operator is similar to a block-diagonal operator. This case is strictly more general than the one treated in an earlier paper, and it provides explicit closed-form solutions of boundary-value problem in terms of data without increasing the dimension of the problem.