Results 261 to 270 of about 34,807 (305)

Approximate solution of fractional integro-differential equations by Taylor expansion method

Computers and Mathematics With Applications, 2011
In this paper, Taylor expansion approach is presented for solving (approximately) a class of linear fractional integro-differential equations including those of Fredholm and of Volterra types.
Xian-Fang Li
exaly   +2 more sources

Some of the next articles are maybe not open access.

Related searches:

Quantum Functional Expansion to Solve Stochastic Differential Equations

2024 IEEE International Conference on Quantum Computing and Engineering (QCE)
Jinhwan Sul, Jungin E. Kim, Yan Wang
exaly   +2 more sources

Some exact solutions for Toda type lattice differential equations using the improved (G′/G)‐expansion method [PDF]

Mathematical Methods in the Applied Sciences, 2012
Nonlinear lattice differential equations (also known as differential-difference equations) appear in many applications. They can be thought of as hybrid systems for the inclusion of both discrete and continuous variables.
Ismail Aslan
exaly   +2 more sources

Expansions of Differential Operators and Nonsmooth Solutions of Differential Equations

Cybernetics and Systems Analysis, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Asymptotic Expansions of Solutions of Differential Equations

Journal of Mathematical Physics, 1965
A generalization of Ford's method, concerning the asymptotic expansions of solutions of differential equations with polynomial coefficients and with three or more regular singular points and one irregular at infinity, is presented. The analysis is subsequently extended to the special case of integral values for the difference of exponents of the ...
openaire   +2 more sources

Application of rational expansion method for stochastic differential equations

Applied Mathematics and Computation, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MeiJiao Wang, Qi Wang
openaire   +1 more source

On certain expansions of the solutions of Mathieu'S differential equation

Mathematical Proceedings of the Cambridge Philosophical Society, 1942
1. There are several known types of expansions of Mathieu functions, i.e. mod 2π periodic solutions of Mathieu's equation ((9), chap. 19),The simplest expansion is the Fourier seriesAlmost equally well known are Heine's expansion ((4), p.
openaire   +2 more sources

Taylor series expansion of delay differential equations—A warning

Journal of Theoretical Biology, 1974
Abstract Attempts have been made to approximate the solutions of differential-difference equations using a Taylor series expansion of the lag term and ignoring high order derivatives. It is demonstrated that such a technique may lead to serious errors and that it is, perhaps, easier and certainly more valid to apply numerical methods directly.
A, Mazanov, K P, Tognetti
openaire   +2 more sources

Series Expansions of Solutions of Differential-Difference Parabolic Equations

Mathematical Notes
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Muravnik, A. B., Yaremko, O. É., Yaremko, N. N.   +2 more
openaire   +1 more source

A cumulant expansion for stochastic linear differential equations. II

Physica, 1974
Abstract A linear differential equation whose coefficients are stochastic functions, together with a fixed initial condition, defines a stochastic process. A systematic expansion is given for the expectation value of this process. The expansion parameter is the product of the magnitude of the fluctuations and their auto-correlation time.
openaire   +1 more source