English
Related papers

Related papers: Some notes to extend the study on random non-auton…

200 papers

This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an essential goal in the…

Probability · Mathematics 2020-02-14 Marc Jornet , Julia Calatayud , Olivier P. Le Ma^itre , Juan Carlos Cortés

We study second order and third order linear differential equations with analytic coefficients under the viewpoint of finding formal solutions and studying their convergence. We address some untouched aspects of Frobenius methods for second…

Classical Analysis and ODEs · Mathematics 2019-06-12 V. León , B. Scárdua

This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…

Numerical Analysis · Mathematics 2024-09-24 Zhaoyang Wang , Ping Lin

We investigate and derive second solutions to linear homogeneous second-order difference equations using a variety of methods, in each case going beyond the purely formal solution and giving explicit expressions for the second solution. We…

Classical Analysis and ODEs · Mathematics 2016-01-19 William C. Parke , Leonard C. Maximon

The main subject of this paper is the study of analytic second order linear partial differential equations. We aim to solve the classical equations and some more, in the real or complex analytical case. This is done by introducing methods…

Dynamical Systems · Mathematics 2019-07-08 Victor León , Bruno Scárdua

In this paper, we have considered second order non-homogeneous linear differential equations having entire coefficients. We have established conditions ensuring non-existence of finite order solution of such type of differential equations.

Complex Variables · Mathematics 2021-03-24 Dinesh Kumar , Sanjay Kumar , Manisha Saini

In this article, we study about the solutions of second order linear differential equations by considering several conditions on the coefficients of homogenous linear differential equation and its associated non-homogenous linear…

Complex Variables · Mathematics 2023-06-02 Naveen Mehra , Garima Pant , S. K. Chanyal

In this note we derive large-scale regularity properties of solutions to second-order linear elliptic equations with random coefficients on the half- space with homogeneous Neumann boundary data; it is a companion to arXiv:1604.02717 in…

Analysis of PDEs · Mathematics 2017-03-14 Claudia Raithel

In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…

Numerical Analysis · Mathematics 2022-05-10 Monika Eisenmann , Mihály Kovács , Raphael Kruse , Stig Larsson

In this paper we study second order non-linear periodic systems driven by the ordinary vector $p$-Laplacian with a non-smooth, locally Lipschitz potential function. Our approach is variational and it is based on the non-smooth critical…

Analysis of PDEs · Mathematics 2007-05-23 Evgenia H Papageorgiou , Nikolaos S Papageorgiou

We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the…

Dynamical Systems · Mathematics 2007-05-23 Mustapha Lakrib , Tewfik Sari

We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…

Analysis of PDEs · Mathematics 2023-07-10 Wenjia Jing , Yiping Zhang

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We report a new analytical method for exact solution of homogeneous linear ordinary differential equations with arbitrary order and variable coefficients. The method is based on the definition of jump transfer matrices and their extension…

Mathematical Physics · Physics 2007-05-23 Sina Khorasani , Ali Adibi

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…

Numerical Analysis · Mathematics 2024-11-06 Nian-Ci Wu , Chengzhi Liu , Yatian Wang , Qian Zuo

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…

Probability · Mathematics 2023-01-09 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

Classical Analysis and ODEs · Mathematics 2024-07-16 Marc Jornet

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

We exhibit an alternative method for solving inhomogeneous second--order linear ordinary dynamic equations on time scales, based on reduction of order rather than variation of parameters. Our form extends recent (and long-standing) analysis…

Classical Analysis and ODEs · Mathematics 2010-01-21 Douglas R. Anderson , Christopher C. Tisdell
‹ Prev 1 2 3 10 Next ›