We consider the equation $$-y^{\text{'}}\left(x\right)+q\left(x\right)y(x-\varphi \left(x\right))=f\left(x\right),x\in ℝ,$$ where $\varphi$ and $q$ ($q\ge 1$) are positive continuous functions for all $x\in ℝ$ and $f\in C\left(ℝ\right)$. By a solution of the equation we mean any function $y$, continuously differentiable everywhere in $ℝ$, which satisfies the equation for all $x\in ℝ$. We show that under certain additional conditions on the functions $\varphi$ and $q$, the above equation has a unique solution $y$, satisfying the inequality $$\parallel y^{\text{'}}{\parallel }_{C\left(ℝ\right)}+{\parallel qy\parallel }_{C\left(ℝ\right)}\le c{\parallel f\parallel }_{C\left(ℝ\right)},$$ where the constant $c\in (0,\infty )$ does not depend on the choice of $f$.

By means of the reduction of boundary value problems to algebraic ones, conditions for the existence of solutions and explicit expressions of them are obtained. These boundary value problems are related to the second order operator differential equation X(2) + A1X(1) + A0X = 0, and X(1) = A + BX + XC. For the finite-dimensional case, computable expressions of the solutions are given.

In this paper we show that in an analogous way to the scalar case, the general solution of a non homogeneous second order matrix differential equation may be expressed in terms of the exponential functions of certain matrices related to the corresponding characteristic algebraic matrix equation. We introduce the concept of co-solution of an algebraic equation of the type X^2 + A1.X + A0 = 0, that allows us to obtain a method of the variation of the parameters for the matrix case and further to find...

Boundary value problems for ordinary differential equations with random coefficients are dealt with. The coefficients are assumed to be Gaussian vectorial stationary processes multiplied by intensity functions and converging to the white noise process. A theorem on the limit distribution of the random eigenvalues is presented together with applications in mechanics and dynamics.