Results 31 to 40 of about 2,058,428 (357)
BERNULLI DIFFERENTIAL EQUATION AND CHAOS
Existence conditions of homoclinic orbits for some systems of ordinary quadratic differential equations with singular linear part are founded. A realization of these conditions guarantees the existence of chaotic attractors at 3-D autonomous quadratic ...
V. Ye. Belozerov
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Gravitating fluids with Lie symmetries
We analyse the underlying nonlinear partial differential equation which arises in the study of gravitating flat fluid plates of embedding class one. Our interest in this equation lies in discussing new solutions that can be found by means of Lie point ...
A M Msomi+9 more
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Ulam Stability of n-th Order Delay Integro-Differential Equations
In this paper, the Ulam stability of an n-th order delay integro-differential equation is given. Firstly, the existence and uniqueness theorem of a solution for the delay integro-differential equation is obtained using a Lipschitz condition and the ...
Shuyi Wang, Fanwei Meng
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Correlation functions of exactly solvable models can be described by differential equation [Barough, McCoy, Wu]. In this paper we show that for non free fermionic case differential equations should be replaced by integro-differential equations.
Kojima, T., Korepin, V., Slavnov, N.
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An analytical method for shallow spherical shell free vibration on two-parameter foundation
The free vibration control differential equation of shallow spherical shell on two-parameter foundation is a four order differential equation.
Jiarong Gan+4 more
doaj
A problem with parameter for the integro-differential equations
The article proposes a numerically approximate method for solving a boundary value problem for an integro-differential equation with a parameter and considers its convergence, stability, and accuracy. The integro-differential equation with a parameter is
Elmira A. Bakirova+2 more
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Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes [PDF]
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic differential equation.
arxiv
The glacier ice worm Mesenchytraeus solifugus survives year‐round at 0 °C. Its ATP6 subunit, which forms a regulatory component of the proton pore in mitochondrial ATP synthase, has a carboxy‐terminal extension not found in any other organism examined to date. Here, we show that fusion of this extension to the homologous AtpB protein in E. coli results
Truman Dunkley+2 more
wiley +1 more source
Key words: Backward stochastic differential equation, semimartingale, comparison\ud theorem, ordinary functional differential equation, stochastic differential equation, local\ud condition, homogeneous property, K-Lipschitz ...
Jin, Lixing
core
The nonlinear superposition principle and the Wei-Norman method
Group theoretical methods are used to study some properties of the Riccati equation, which is the only differential equation admitting a nonlinear superposition principle. The Wei-Norman method is applied to obtain the associated differential equation in
Carinena, J. F., Marmo, G., Nasarre, J.
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