Results 71 to 80 of about 182,959 (213)
Abstract and Applied Analysis, 2012 We investigate transformations of the modified Riccati differential equation and the obtained results we apply in the investigation of oscillatory properties of perturbed half-linear Euler differential equation.
Ondřej Došlý, Hana Funková
doaj +1 more source
Local estimates for modified Riccati equation in theory of half-linear differential equation
Electronic Journal of Qualitative Theory of Differential Equations, 2012 In this paper we study the half-linear differential equation \begin{equation*} \bigl(r(t)\Phi_p(x')\bigr)'+c(t)\Phi_p(x)=0, \end{equation*} where $\Phi_p(x)=|x|^{p-2}x$, $p>1$. Using modified Riccati technique and suitable local estimates for terms
Simona Fišnarová, Robert Marik
doaj +1 more source
Rational solutions of the discrete time Toda lattice and the alternate discrete Painleve II equation [PDF]
, 2008 The Yablonskii-Vorob'ev polynomials yn(t), which are defined by a second order bilinear differential-difference equation, provide rational solutions of the Toda lattice.
Common, Alan K., Hone, Andrew N.W.
core +1 more source
The linear difference-differential equation with linear coefficients [PDF]
Transactions of the American Mathematical Society, 1955 v(x) a known function, and a;, a', any numbers (real or complex) such that ainn O and a' l/amn is either nonreal or positive. This equation is a particular case of the general linear equation (see Wright [7]), where the coefficient au,^x+ac4 in (1.1) is replaced by a known function A,,(x), and also of the linear equation with asymptotically constant ...
openaire +1 more source
On the viscosity solutions of a stochastic differential utility problem [PDF]
We prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for degenerate nonlinear partial differential equation.
Andrea Pascucci, Fabio Antonelli
core
A kind of non-zero sum mixed differential game of backward stochastic differential equation
Advances in Difference Equations, 2020 This paper is concerned with a non-zero sum mixed differential game problem described by a backward stochastic differential equation. Here the term “mixed” means that this game problem contains a deterministic control v1 $v_{1}$ of Player 1 and a random ...
Huanjun Zhang
doaj +1 more source
, 2011 The aim of this thesis is the analytical study and the development of a numerical method to solve a non-linear, integro-differential boundary value problem on the half line which is representative of a class of non-standard integral equations where the ...
Basile, Mariateresa
core
Numerical Solution of Parabolic Equations by the Box Scheme [PDF]
, 1973 The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic ...
Fong, Kirby William
core +1 more source
On the Oscillation of the Generalized Food-Limited Equations with Delay
Aceh International Journal of Science and Technology, 2012 The objective of the paper is to find conditions for the oscillation of the food-limited equation. We established conditions for the oscillation of all solutions of the generalized foodlimited equation by transforming the equation to a non-linear delay ...
Bamaina M. Muhammad +2 more
doaj +3 more sources
Robust H infty filtering for uncertain differential linear repetitive processes
, 2008 The unique characteristic of a repetitive process is a series of sweeps or passes through a set of dynamics defined over a finite duration known as the pass length.
Rogers, E +4 more
core +1 more source