Nonoscillatory solutions for higher-order neutral dynamic equations on time scales.
Nonoscillatory solutions of a second order nonlinear delay differential equation
Nonoscillatory solutions of differential equations with deviating argument
Nonresonance impulsive higher order functional nonconvex-valued differential inclusions.
Note on canonical forms for functional-differential equations.
Note on functional-differential equations with initial functions of bounded variation
Note on simultaneous solutions of a system of Schröder's equations
We investigate simultaneous solutions of a system of Schroder's functional equations. Under certain assumptions these solutions are used in transformations of functional-differential equations the initial set of which consists of the initial point only.
Note on the asymptotic behavior of the solutions of differential equations with deviating arguments
Note on the differential equation
Note on the oscillation of differential equation with advanced argument
Note on the oscillation of differential equations with deviating argument
Note on the oscillation of linear delay differential equations
Note on the oscillatory behavior of bounded solutions of higher order differential equation with retarded argument
Note on the oscillatory behaviour of bounded solutions of a higher order differential equation with retarded argument
Null controllability of nonlinear infinite neutral system
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 precision for differential inclusions with uniqueness
In this article, we show the convergence of a class of numerical schemes for certain maximal monotone evolution systems; a by-product of this results is the existence of solutions in cases which had not been previously treated. The order of these schemes is in general and when the only non Lipschitz continuous term is the subdifferential of the indicatrix of a closed convex set. In the case of Prandtl’s rheological model, our estimates in maximum norm do not depend on spatial dimension.
Numerical precision for differential inclusions with uniqueness
In this article, we show the convergence of a class of numerical schemes for certain maximal monotone evolution systems; a by-product of this results is the existence of solutions in cases which had not been previously treated. The order of these schemes is 1/2 in general and 1 when the only non Lipschitz continuous term is the subdifferential of the indicatrix of a closed convex set. In the case of Prandtl's rheological model, our estimates in maximum norm do not depend on spatial dimension. ...
Numerical Solution of Delay Differential Equations by Uniform Corrections to an Implicit Runge-Kutta Method.