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Approximation of limit cycle of differential systems with variable coefficients

Masakazu Onitsuka (2023)

Archivum Mathematicum

The behavior of the approximate solutions of two-dimensional nonlinear differential systems with variable coefficients is considered. Using a property of the approximate solution, so called conditional Ulam stability of a generalized logistic equation, the behavior of the approximate solution of the system is investigated. The obtained result explicitly presents the error between the limit cycle and its approximation. Some examples are presented with numerical simulations.

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 analysis of positive solutions of generalized Emden-Fowler differential equations in the framework of regular variation

Jaroslav Jaroš, Kusano Takaŝi, Jelena Manojlović (2013)

Open Mathematics

Positive solutions of the nonlinear second-order differential equation ( p ( t ) | x ' | α - 1 x ' ) ' + q ( t ) | x | β - 1 x = 0 , α > β > 0 , are studied under the assumption that p, q are generalized regularly varying functions. An application of the theory of regular variation gives the possibility of obtaining necessary and sufficient conditions for existence of three possible types of intermediate solutions, together with the precise information about asymptotic behavior at infinity of all solutions belonging to each type of solution classes.

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...

Currently displaying 321 – 340 of 388