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Approximate solutions of matrix differential equations.

Lucas Jódar Sánchez, A. Hervás, D. García Sala (1986)

Stochastica

A method for solving second order matrix differential equations avoiding the increase of the dimension of the problem is presented. Explicit approximate solutions and an error bound of them in terms of data are given.

Approximation methods for solving the Cauchy problem

Cristinel Mortici (2005)

Czechoslovak Mathematical Journal

In this paper we give some new results concerning solvability of the 1-dimensional differential equation y ' = f ( x , y ) with initial conditions. We study the basic theorem due to Picard. First we prove that the existence and uniqueness result remains true if f is a Lipschitz function with respect to the first argument. In the second part we give a contractive method for the proof of Picard theorem. These considerations allow us to develop two new methods for finding an approximation sequence for the solution....

Approximation of periodic solutions of a system of periodic linear nonhomogeneous differential equations

Alexander Fischer (2004)

Applications of Mathematics

The present paper does not introduce a new approximation but it modifies a certain known method. This method for obtaining a periodic approximation of a periodic solution of a linear nonhomogeneous differential equation with periodic coefficients and periodic right-hand side is used in technical practice. However, the conditions ensuring the existence of a periodic solution may be violated and therefore the purpose of this paper is to modify the method in order that these conditions remain valid....

Approximation of solutions to second order nonlinear Picard problems with Carathéodory right-hand side

Jacek Gulgowski (2014)

Open Mathematics

We present an approximation method for Picard second order boundary value problems with Carathéodory righthand side. The method is based on the idea of replacing a measurable function in the right-hand side of the problem with its Kantorovich polynomial. We will show that this approximation scheme recovers essential solutions to the original BVP. We also consider the corresponding finite dimensional problem. We suggest a suitable mapping of solutions to finite dimensional problems to piecewise constant...

Approximations and error bounds for computing the inverse mapping

Lucas Jódar, Enrique Ponsoda, G. Rodríguez Sánchez (1997)

Applications of Mathematics

In this paper we propose a procedure to construct approximations of the inverse of a class of 𝒞 m differentiable mappings. First of all we determine in terms of the data a neighbourhood where the inverse mapping is well defined. Then it is proved that the theoretical inverse can be expressed in terms of the solution of a differential equation depending on parameters. Finally, using one-step matrix methods we construct approximate inverse mappings of a prescribed accuracy.

Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations

Renaud Marty (2005)

ESAIM: Probability and Statistics

We consider a differential equation with a random rapidly varying coefficient. The random coefficient is a gaussian process with slowly decaying correlations and compete with a periodic component. In the asymptotic framework corresponding to the separation of scales present in the problem, we prove that the solution of the differential equation converges in distribution to the solution of a stochastic differential equation driven by a classical brownian motion in some cases, by a fractional brownian...

Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations

Renaud Marty (2010)

ESAIM: Probability and Statistics

We consider a differential equation with a random rapidly varying coefficient. The random coefficient is a Gaussian process with slowly decaying correlations and compete with a periodic component. In the asymptotic framework corresponding to the separation of scales present in the problem, we prove that the solution of the differential equation converges in distribution to the solution of a stochastic differential equation driven by a classical Brownian motion in some cases, by a fractional Brownian motion...

Boundary value problems for ODEs

Tadeusz Jankowski (2003)

Czechoslovak Mathematical Journal

We use the method of quasilinearization to boundary value problems of ordinary differential equations showing that the corresponding monotone iterations converge to the unique solution of our problem and this convergence is quadratic.

Boundary value problems for systems of functional differential equations

Tadeusz Jankowski (2002)

Applications of Mathematics

Algorithms for finding an approximate solution of boundary value problems for systems of functional ordinary differential equations are studied. Sufficient conditions for consistency and convergence of these methods are given. In the last section, a construction of methods of arbitrary order is presented.

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