It was shown in [2] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog.
The parameter estimation problem for a continuous dynamical system is a difficult one. In this paper we study a simple mathematical model of the liver. For the parameter identification we use the observed clinical data obtained by the BSP test. Bellman’s quasilinearization method and its modifications are applied.
We show that a transformation method relating planar first-order differential systems to second order equations is an effective tool for finding non-liouvillian first integrals. We obtain explicit first integrals for a subclass of Kukles systems, including fourth and fifth order systems, and for generalized Liénard-type systems.
A system of ordinary differential equations modelling an electric circuit with a thermistor is considered. Qualitative properties of solution are studied, in particular, the existence and nonexistence of time-periodic solutions (the Hopf bifurcation).
The first and the second Painlevé equations are explicitly Hamiltonian with time dependent Hamilton function. By a natural extension of the phase space one gets corresponding autonomous Hamiltonian systems in ℂ⁴. We prove that the latter systems do not have any additional algebraic first integral. In the proof equations in variations with respect to a parameter are used.
The aim of this article is to present a simple proof of the theorem about perturbation of the Sturm-Liouville operator in Liouville normal form.
We consider the problem of the existence of positive solutions u to the problem , (g ≥ 0,x > 0, n ≥ 2). It is known that if g is nondecreasing then the Osgood condition is necessary and sufficient for the existence of nontrivial solutions to the above problem. We give a similar condition for other classes of functions g.