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Estimations of noncontinuable solutions of second order differential equations with p -Laplacian

Eva Pekárková (2010)

Archivum Mathematicum

We study asymptotic properties of solutions for a system of second differential equations with p -Laplacian. The main purpose is to investigate lower estimates of singular solutions of second order differential equations with p -Laplacian ( A ( t ) Φ p ( y ' ) ) ' + B ( t ) g ( y ' ) + R ( t ) f ( y ) = e ( t ) . Furthermore, we obtain results for a scalar equation.

Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence

Abdel Berkaoui, Mireille Bossy, Awa Diop (2008)

ESAIM: Probability and Statistics

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form | x | α , α [ 1 / 2 , 1 ) . In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

Abdel Berkaoui, Mireille Bossy, Awa Diop (2007)

ESAIM: Probability and Statistics

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x|α, α ∈ [1/2,1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

Euler's integral transformation for systems of linear differential equations with irregular singularities

Kouichi Takemura (2012)

Banach Center Publications

Dettweiler and Reiter formulated Euler's integral transformation for Fuchsian systems of differential equations and applied it to a definition of the middle convolution. In this paper, we formulate Euler's integral transformation for systems of linear differential equations with irregular singularities. We show by an example that the confluence of singularities is compatible with Euler's integral transformation.

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