Search results for "Integrating factor"

showing 4 items of 14 documents

New special function recurrences giving new indefinite integrals

2018

ABSTRACTSequences of new recurrence relations are presented for Bessel functions, parabolic cylinder functions and associated Legendre functions. The sequences correspond to values of an integer variable r and are generalizations of each conventional recurrence relation, which correspond to r=1. The sequences can be extended indefinitely, though the relations become progressively more intricate as r increases. These relations all have the form of a first-order linear inhomogeneous differential equation, which can be solved by an integrating factor. This gives a very general indefinite integral for each recurrence. The method can be applied to other special functions which have conventional …

Pure mathematicsRecurrence relationDifferential equationApplied Mathematics010102 general mathematics010103 numerical & computational mathematicsParabolic cylinder functionFunction (mathematics)01 natural sciencesLegendre functionIntegrating factorsymbols.namesakeSpecial functionssymbols0101 mathematicsAnalysisBessel functionMathematicsIntegral Transforms and Special Functions
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New solvability conditions for the Neumann problem for ordinary singular differential equations

2000

Singular solutionGeneral MathematicsOrdinary differential equationMathematical analysisNeumann boundary conditionExact differential equationDifferential algebraic equationAnalysisMathematicsSeparable partial differential equationNeumann seriesIntegrating factorDifferential Equations
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Stochastic Differential Equations

2020

Stochastic differential equations describe the time evolution of certain continuous n-dimensional Markov processes. In contrast with classical differential equations, in addition to the derivative of the function, there is a term that describes the random fluctuations that are coded as an Ito integral with respect to a Brownian motion. Depending on how seriously we take the concrete Brownian motion as the driving force of the noise, we speak of strong and weak solutions. In the first section, we develop the theory of strong solutions under Lipschitz conditions for the coefficients. In the second section, we develop the so-called (local) martingale problem as a method of establishing weak so…

Stochastic partial differential equationExamples of differential equationsStochastic differential equationWeak solutionApplied mathematicsMartingale (probability theory)Malliavin calculusNumerical partial differential equationsIntegrating factorMathematics
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On ordinary differential equations with interface conditions

1968

Stochastic partial differential equationOscillation theoryExamples of differential equationsApplied MathematicsCollocation methodMathematical analysisDifferential algebraic equationAnalysisSeparable partial differential equationNumerical partial differential equationsMathematicsIntegrating factorJournal of Differential Equations
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