Invited Lectures Delivered at the Tenth International Colloquium on Differential Equations PDF Download

Author: Svetoslav Nenov
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 136

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Author:
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 200

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Author:
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 386

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Author: Angel Dishliev
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 170

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Author:
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 180

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Author:
Publisher:
ISBN:
Category : Numerical analysis
Languages : en
Pages : 170

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Author: Shlomo Strelitz
Publisher: American Mathematical Soc.
ISBN: 0821813528
Category : Mathematics
Languages : en
Pages : 105

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Asymptotics are built for the solutions $y_j(x, \lambda)$, $y_j DEGREES{(k)}(0, \lambda)=\delta_{j\, n-k}$, $0\le j, k+1\le n$ of the equation $L(y)=\lambda p(x)y, \quad x\in [0,1], $ where $L(y)$ is a linear differential operator of whatever order $n\ge 2$ and $p(x)$ is assumed to possess a finite number of turning points. The established asymptotics are afterwards applied to the study of: 1) the existence of infinite eigenvalue sequences for various multipoint boundary problems posed on $L(y)=\lambda p(x)y, \quad x\in [0,1], $, especially as $n=2$ and $n=3$ (let us be aware that the same method can be successfully applied on many occasions in case $n>3$ too) and 2) asymptotical distribution of the corresponding eigenvalue sequences on the

Author: Drumi D Bainov
Publisher: World Scientific
ISBN: 9814504017
Category : Mathematics
Languages : en
Pages : 282

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This book is devoted to impulsive differential equations with a small parameter. It consists of three chapters. Chapter One serves as an introduction. In Chapter Two, regularly perturbed impulsive differential equations are considered. Modifications of the method of small parameter, the averaging method, and the method of integral manifolds are proposed. In Chapter Three, singularly perturbed differential equations are considered. A modification of the method of boundary functions is proposed, and asymptotic expansions along the powers of the small parameters of the solutions of the initial value problem, the periodic problem, and some boundary value problems are found. Numerous nonstandard applications to the theory of optimal control are made. The application of some other methods to impulsive singularly perturbed equations is illustrated, such as the numerical-analytical method for finding periodic solutions, the method of differential inequalities and the averaging method.The book is written clearly, strictly, and understandably. It is intended for mathematicians, physicists, chemists, biologists and economists, as well as for senior students of these specialities.

Author: Santanu Saha Ray
Publisher: World Scientific
ISBN: 1800613598
Category : Mathematics
Languages : en
Pages : 319

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The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes — either with colour noise or white noise. Though white noise is a purely mathematical construction, it can be a good model for rapid random fluctuations.Stochastic Integral and Differential Equations in Mathematical Modelling concerns the analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. It also provides a theoretical basis for working with SDEs and stochastic processes.This book is written in a simple and clear mathematical logical language, with basic definitions and theorems on stochastic calculus provided from the outset. Each chapter contains illustrated examples via figures and tables. The reader can also construct new wavelets by using the procedure presented in the book. Stochastic Integral and Differential Equations in Mathematical Modelling fulfils the existing gap in the literature for a comprehensive account of this subject area.

Author: Jaromir Vosmansky
Publisher: Springer
ISBN: 3540398074
Category : Mathematics
Languages : en
Pages : 430

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