Search results for "difference equation"
showing 10 items of 21 documents
Construction of a fundamental set of solutions of an arbitrary homogeneous linear difference equation
2002
Abstract The detailed construction of a prefixed fundamental set of solutions of a linear homogeneous difference equation of any order with arbitrarily variable coefficients is reported. The usefulness of the resulting resolutive formula is illustrated by simple applications to the Hermite polynomials and to the Fibonacci sequence.
Improvement of matrix solutions of generalized nonlinear wave equation
2005
Four classes of nonlinear wave equations are joined in one generalized nonlinear wave equation. A theorem is proved that the whole series of matrix functions satisfy the generalized wave equation. A justification of rotational properties of matrix solutions is given and a mathematical model of the ring vortex around the acute edge is proposed using of matrix solutions.
How to control stock markets
1994
This paper provides a different approach to the analysis of imperfect stock markets. The model we are concerned with is described by the interaction of three institutional classes of agents (the specialist trader, the professional trader and the non-professional trader), sharing different information. The dynamical discrete-time system obtained can be changed into a second-order linear difference equation forced by the fundamental value of the specialist trader. Using typical tools of control theory, we study the behaviour of the professional trader’s fundamental value influenced by the specialist’s one. © 1994 Taylor & Francis Group, LLC.
Homoclinic Solutions of Nonlinear Laplacian Difference Equations Without Ambrosetti-Rabinowitz Condition
2021
The aim of this paper is to establish the existence of at least two non-zero homoclinic solutions for a nonlinear Laplacian difference equation without using Ambrosetti-Rabinowitz type-conditions. The main tools are mountain pass theorem and Palais-Smale compactness condition involving suitable functionals.
Eventually periodic solutions of single neuron model
2020
In this paper, we consider a nonautonomous piecewise linear difference equation that describes a discrete version of a single neuron model with a periodic (period two and period three) internal decay rate. We investigated the periodic behavior of solutions relative to the periodic internal decay rate in our previous papers. Our goal is to prove that this model contains a large quantity of initial conditions that generate eventually periodic solutions. We will show that only periodic solutions and eventually periodic solutions exist in several cases.
Positive solutions of discrete boundary value problems with the (p,q)-Laplacian operator
2017
We consider a discrete Dirichlet boundary value problem of equations with the (p,q)-Laplacian operator in the principal part and prove the existence of at least two positive solutions. The assumptions on the reaction term ensure that the Euler-Lagrange functional, corresponding to the problem, satisfies an abstract two critical points result.
A note on homoclinic solutions of (p,q)-Laplacian difference equations
2019
We prove the existence of at least two positive homoclinic solutions for a discrete boundary value problem of equations driven by the (p,q) -Laplace operator. The properties of the nonlinearity ensure that the energy functional, corresponding to the problem, satisfies a mountain pass geometry and a Palais–Smale compactness condition.
Elementary symmetric functions of two solvents of a quadratic matrix equations
2008
Quadratic matrix equations occur in a variety of applications. In this paper we introduce new permutationally invariant functions of two solvents of the n quadratic matrix equation X^2- L1X - L0 = 0, playing the role of the two elementary symmetric functions of the two roots of a quadratic scalar equation. Our results rely on the connection existing between the QME and the theory of linear second order difference equations with noncommutative coefficients. An application of our results to a simple physical problem is briefly discussed.
�ber die Minimall�sung der Poincar�-Perronschen Differenzengleichung
1991
This paper deals with a special class of solutions of the higher order linear difference equation. It is shown that the minimal solution of Poincare-Perron type equations can be expressed in terms of generalized continued fractions.
Mean square rate of convergence for random walk approximation of forward-backward SDEs
2020
AbstractLet (Y,Z) denote the solution to a forward-backward stochastic differential equation (FBSDE). If one constructs a random walk$B^n$from the underlying Brownian motionBby Skorokhod embedding, one can show$L_2$-convergence of the corresponding solutions$(Y^n,Z^n)$to$(Y, Z).$We estimate the rate of convergence based on smoothness properties, especially for a terminal condition function in$C^{2,\alpha}$. The proof relies on an approximative representation of$Z^n$and uses the concept of discretized Malliavin calculus. Moreover, we use growth and smoothness properties of the partial differential equation associated to the FBSDE, as well as of the finite difference equations associated to t…