Quadratically converging iterative schemes for nonlinear Volterra integral equations and an application.
A differential equation of the form (q(t)k(u)u')' = F(t,u)u' is considered and solutions u with u(0) = 0 are studied on the halfline [0,∞). Theorems about the existence, uniqueness, boundedness and dependence of solutions on a parameter are given.
A nonlinear differential equation of the form (q(x)k(x)u')' = F(x,u,u') arising in models of infiltration of water is considered, together with the corresponding differential equation with a positive parameter λ, (q(x)k(x)u')' = λF(x,u,u'). The theorems about existence, uniqueness, boundedness of solution and its dependence on the parameter are established.
We consider the stochastic differential equation , where , , are nonrandom continuous functions of t, X₀ is an initial random variable, is a Gaussian process and X₀, Y are independent. We give the form of the solution () to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that () is a quasi-diffusion proces.