41 resultados para Stochastic differential equation
em Bulgarian Digital Mathematics Library at IMI-BAS
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2000 Mathematics Subject Classification: 60H15, 60H40
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MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo
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Mathematics Subject Classification: 26A33, 76M35, 82B31
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The paper is devoted to the study of the Cauchy problem for a nonlinear differential equation of complex order with the Caputo fractional derivative. The equivalence of this problem and a nonlinear Volterra integral equation in the space of continuously differentiable functions is established. On the basis of this result, the existence and uniqueness of the solution of the considered Cauchy problem is proved. The approximate-iterative method by Dzjadyk is used to obtain the approximate solution of this problem. Two numerical examples are given.
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Mathematics Subject Classification: 26A33; 70H03, 70H25, 70S05; 49S05
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2000 Mathematics Subject Classification: 34K15, 34C10.
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An algorithm is produced for the symbolic solving of systems of partial differential equations by means of multivariate Laplace–Carson transform. A system of K equations with M as the greatest order of partial derivatives and right-hand parts of a special type is considered. Initial conditions are input. As a result of a Laplace–Carson transform of the system according to initial condition we obtain an algebraic system of equations. A method to obtain compatibility conditions is discussed.
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Some oscillation criteria for solutions of a general perturbed second order ordinary differential equation with damping (r(t)x′ (t))′ + h(t)f (x)x′ (t) + ψ(t, x) = H(t, x(t), x′ (t)) with alternating coefficients are given. The results obtained improve and extend some existing results in the literature.
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Oscillation criteria are given for the second order sublinear non-autonomous differential equation. (r(t) (x)x′(t))′ + q(t)g(x(t)) = (t). These criteria extends and improves earlier oscillation criteria of Kamenev, Kura, Philos and Wong. Oscillation criteria are also given for second order sublinear damped non-autonomous differential equations.
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Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.
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2000 Mathematics Subject Classification: 35A15, 44A15, 26A33
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Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37
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Mathematics Subject Classification: 26A33, 34A25, 45D05, 45E10
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Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.
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MSC 2010: 26A33, 34A37, 34K37, 34K40, 35R11