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 …
New solvability conditions for the Neumann problem for ordinary singular differential equations
2000
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…