Note sur un theoreme de Michel Petrovitch
Note sur une classe d'équations différentielles
Note to the existence of periodic solutions for higher-order differential equations with nonlinear restoring term and time-variable coefficients
Note to the Lagrange stability of excited pendulum type equations
Note to the paper "A model of competition" (Appl. Math. (Warsaw) 39 (2012), 293-303)
Note to the paper of Fučík and Mawhin
Notes on algebraic functions.
Notes on almost-periodicity in topological vector spaces.
Notes on the Fučík spectrum and the mixed boundary value problem
The paper is devoted to the study of the properties of the Fučík spectrum. In the first part, we analyse the Fučík spectra of the problems with one second order ordinary differential equation with Dirichlet, Neumann and mixed boundary conditions and we present the explicit form of nontrivial solutions. Then, we discuss the problem with two second order differential equations with mixed boundary conditions. We show the relation between the Dirichlet boundary value problem and mixed boundary value...
Nouvelle théorie des solutions singulières des équations différentielles du premier ordre et du second degré entre deux variables
Nové vlastnosti lineárních diferenciálních rovnic 2. řádu
Novel method for generalized stability analysis of nonlinear impulsive evolution equations
In this paper, we discuss some generalized stability of solutions to a class of nonlinear impulsive evolution equations in the certain piecewise essentially bounded functions space. Firstly, stabilization of solutions to nonlinear impulsive evolution equations are studied by means of fixed point methods at an appropriate decay rate. Secondly, stable manifolds for the associated singular perturbation problems with impulses are compared with each other. Finally, an example on initial boundary value...
Null controllability of nonlinear infinite neutral system
Null controllability of some impulsive evolution equation in a Hilbert space.
Nullstellen von Real- und Imaginärteil der Lösungen linearer Differentialgleichungen 2. Ordnung.
Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.
Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.
Numerical and symbolic applications of MATHEMATICA.
Numerical approximation of a nonlinear Sturm-Liouville problem on an infinite interval
Numerical Approximations of the Dynamical System Generated by Burgers’ Equation with Neumann–Dirichlet Boundary Conditions
Using Burgers’ equation with mixed Neumann–Dirichlet boundary conditions, we highlight a problem that can arise in the numerical approximation of nonlinear dynamical systems on computers with a finite precision floating point number system. We describe the dynamical system generated by Burgers’ equation with mixed boundary conditions, summarize some of its properties and analyze the equilibrium states for finite dimensional dynamical systems that are generated by numerical approximations of this...