Related papers: Interval matrix differential equations
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
Let $B$ and $C$ be square complex matrices. The differential equation \begin{equation*} x''(t)+Bx'(t)+Cx(t)=f(t) \end{equation*} is considered. A solvent is a matrix solution $X$ of the equation $X^2+BX+C=\mathbf0$. A pair of solvents $X$…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
Explicit exponential stability tests are obtained for the scalar neutral differential equation $$ \dot{x}(t)-a(t)\dot{x}(g(t))=-\sum_{k=1}^m b_k(t)x(h_k(t)), $$ together with exponential estimates for its solutions. Estimates for solutions…
Simple form scalar differential equation with delay and non-linear negative periodic feedback is considered. The existence of slowly oscillating periodic solutions with the same period as the feedback coefficient is shown numerically within…
We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…
The continuous evolution of a wide variety of systems, including continuous-time Markov chains and linear hybrid automata, can be described in terms of linear differential equations. In this paper we study the decision problem of whether…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
We consider a time-average estimator $f_{k}$ of a functional of a Markov chain. Under a coupling assumption, we show that the expectation of $f_{k}$ has a limit $\mu$ as the number of time-steps goes to infinity. We describe a modification…
We calculate the probability distribution of the matrix Q = -i \hbar S^{-1} dS/dE for a chaotic system with scattering matrix S at energy E. The eigenvalues \tau_j of Q are the so-called proper delay times, introduced by E. P. Wigner and F.…
We present a new method for computing the action of the matrix exponential on a vector, \( e^{At}v \). The proposed approach efficiently evaluates the solution for all \( t \) within a prescribed bounded interval by expanding it into an…
In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…
The equivalence transformation algebra $L_{\cal E}$ for the class of equations $u_t -u_{xx}=f(u, u_x) $ is obtained. After getting the differential invariants with respect to $L_{\cal E}$, some results which allow to linearize a subclass of…
We consider a quadratic matrix boundary value problem with equations and boundary conditions dependent on a spectral parameter. We study an inverse problem that consists in recovering the differential pencil by the so-called Weyl matrix. We…
In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
The time-dependent Schrodinger equation is solved for two model problems for a non-Hermitian quantum system.A simple matrix model system is used to examine two critical problems for these systems: complex and non-observable energies and…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…