Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable

Abstract

The general method of Lyapunov functionals construction, that was proposed by Kolmanovskii and Shaikhet and successfully used already for functional-differential equations, difference equations with discrete time, difference equations with continuous time, and is used here to investigate the stability in probability of nonlinear stochastic Volterra difference equations with continuous time. It is shown that the investigation of the stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to investigation of the asymptotic mean square stability of the linear part of this equation.     

Exact Solutions to a Finite-difference Model of a Nonlinear Reaction-advection Equation: Implications for Numerical Analysis

This article gives exact solutions to a finite-difference model of a nonlinear reaction-advection equation. We show that this partial difference equation and the corresponding stationary and spatially independent difference equations derived from this model give the best representation of the original partial differential equation. The relevance of this work to the elimination of chaotic behavior in numerical solutions of differential equations is discussed.     

Difference Equations∶ Detecting Oscillations via Higher Order Characteristic Equations

In these notes we introduce an alternative procedure to detect the presence of a wide range of oscillatory solutions-the exponential oscillatory ones-in both continuous-time and discrete linear difference equations. The technique is addressed to the scalar case of the linear two-delay difference equation, but it can be extended to other types of evolution equations including the nonlinear ones, in higher dimensions. In particular, we give an illustration of its applicability to the case of a simple two dimensional difference equation. Oscillatory solutions are presented in their closed formulae.     

Remarks on the Notion of Order of Difference Equations

In the paper, the notion of order of a difference equation is introduced in such a way that this order is invariant with respect to the change of the independent variable. For the general case, a formula for the general solution of linear difference equation of k -th order is given. It is shown that, in contrast to differential equations, the dimension of the linear space of solutions of linear homogenous difference equation can be lowered if their domain of definition is restricted appropriately.     

Generalizations of Rodrigues type formulas for hypergeometric difference equations on nonuniform lattices

ABSTRACT

By building a second-order adjoint difference equations on nonuniform lattices, the generalized Rodrigues type representation for the second kind solution of a second-order difference equation of hypergeometric type on nonuniform lattices is given. The general solution of the equation in the form of a combination of a standard Rodrigues formula and a ‘generalized’ Rodrigues formula is also established.     

Quasi-periodic solutions of nonlinear elliptic partial differential equations

In a recent paper [9] the KAM theory has been extended to non-linear partial differential equations, to construct quasi-periodic solutions. In this article this theory is illustrated with three typical examples: an elliptic partial differential equation, an ordinary differential equation and a difference equation related to monotone twist mappings.     

Reachable solution set of a fuzzy relation equation

The largest element of the solution set of a fuzzy relation equation has been found by E. Sanchez (Inform. and Control30 (1976), 38–48) but the smallest element does not exist. It is difficult to expose the solution of the fuzzy relation equation. In the case of the determinate relation equations, complete consequences have been found by Wang Peizhuang and Yuan Meng (“Relation Equation and Relation Inequalities,” Selected papers on fuzzy subsets, Beijing Normal University, March 1980). In the case of the fuzzy relation equations, Wang and Yuan have given a class of special solutions which probably possesses some minimality characterizations. In this paper, the reachable solution set of the fuzzy relation equation is given. For the fuzzy relation equation on the finite sets, a neat and efficient method for solving it is given.     

Solving the linear difference equation with periodic coefficients via Fibonacci sequences

ABSTRACT

The aim of this paper is to establish explicit solutions of homogeneous linear difference equations with periodic coefficients. For this purpose, we get around the problem by converting each equation of this class to an equivalent linear difference equation with constant coefficients. Second, we provide some expressions of the solutions via the combinatorial and the Binet formulas of weighted generalized Fibonacci sequences. Finally, some numerical examples and applications are proposed.     

On Invariance Factors and Invariance Vectors for Difference Equations

In this paper, the concept of invariance factors and invariance vectors to obtain invariants (or first integrals) for difference equations will be presented. It will be shown that all invariance factors and invariance vectors have to satisfy a functional equation. This concept turns out to be analogous to the concept of integrating factors and integrating vectors for ordinary differential equations.     

The existence and uniqueness of fuzzy solutions for hyperbolic partial differential equations

Fuzzy hyperbolic partial differential equation, one kind of uncertain differential equations, is a very important field of study not only in theory but also in application. This paper provides a theoretical foundation of numerical solution methods for fuzzy hyperbolic equations by considering sufficient conditions to ensure the existence and uniqueness of fuzzy solution. New weighted metrics are introduced to investigate the solvability for boundary valued problems of fuzzy hyperbolic equations and an extended result for more general classes of hyperbolic equations is initiated. Moreover, the continuity of the Zadeh’s extension principle is used in some illustrative examples with some numerical simulations for \(\alpha \) -cuts of fuzzy solutions.     

Weingarten surfaces and nonlinear partial differential equations

The sine-Gordon equation has been known for a long time as the equation satisfied by the angle between the two asymptotic lines on a surface inR ³ with constant Gauss curvature –1. In this paper, we consider the following question: Does any other soliton equation have a similar geometric interpretation? A method for finding all the equations that have such an interpretation using Weingarten surfaces inR ³ is given. It is proved that the sine-Gordon equation is the only partial differential equation describing a class of Weingarten surfaces inR ³ and having a geometricso(3)-scattering system. Moreover, it is shown that the elliptic Liouville equation and the elliptic sinh-Gordon equation are the only partial differential equations describing classes of Weingarten surfaces inR ³ and having geometricso(3,C)-scattering systems.     

Elliptic Reflection Spaces

This paper considers the Jensen type cubic fuzzy set-valued functional equation and the n-dimensional cubic fuzzy set-valued functional equation. We establish the Hyers–Ulam stability of these two types of cubic fuzzy set-valued functional equations by using the fixed point method. Our results can be regarded as two extensions of stability results corresponding to single-valued functional equations and set-valued functional equations, respectively.     

Numerical solution of algebraic fuzzy equations with crisp variable by Gauss–Newton method

In this paper we introduce an algebraic fuzzy equation of degree n with fuzzy coefficients and crisp variable, and we present an iterative method to find the real roots of such equations, numerically. We present an algorithm to generate a sequence that can be converged to the root of an algebraic fuzzy equation.     

A fuzzy difference equation with an application

Difference equations arise in the modeling of many interesting problems. “Measurements” of data or specified information for an underlying problem may be imprecise or only partially specified. This motivates us to initiate a study of “fuzzy difference equations.” In this paper, we will formulate and solve a given difference equation in the fuzzy setting and give a general method for dealing with any first order difference equation.     

Oscillation Results for Second-order Linear Equations on a Time Scale

We are interested in extensions of certain averaging techniques for the second-order scalar differential equation ( r ( t ) x j ( t )) j + q ( t ) x σ ( t )=0, on a time scale (measure chain) T . These results include some earlier criteria for the difference equations case.     

On the justification of the Reynolds equation,describing isentropic compressible flows through a tiny pore

Abstract We consider the isentropic compressible flow through a tiny pore. Our approach is to adapt the recent results by N. Masmoudi on the homogenization of compressible flows through porous media to our situation. The major difference is in the a priori estimates for the pressure field. We derive the appropriate ones and then Masmoudi’s results allow to conclude the convergence. In this way the compressible Reynolds equation in the lubrication theory is rigorously justified. Keywords: Compressible Navier-Stokes equations, Lubrication, Pressure estimates Mathematics Subject Classification (2000): 35B27, 76M50, 35D05     

Perturbation Theory for Discrete Volterra Equations

Fixed point theory is used to investigate nonlinear discrete Volterra equations that are perturbed versions of linear equations. Sufficient conditions are established (i) to ensure that stability (in a sense that is defined) of the solutions of the linear equation implies a corresponding stability of the zero solution of the nonlinear equation and (ii) to ensure the existence of asymptotically periodic solutions.     

Estimating the spectral radius of a real matrix by discrete Lyapunov equation

For any real matrix A, this paper is concerned with the estimation of the spectral radius of A. The relationship between the weighted norm and the discrete Lyapunov equation of the matrix A is obtained. On the basis of the relationship, an iterative algorithm is presented to obtain the spectral radius of A and to estimate the solution of the corresponding linear discrete system. Several numerical examples are given to show that the iterative algorithm is effective.     

Periodicity of some classes of holomorphic difference equations

In this paper, we investigate the periodicity character of some classes of difference equations. Among other results, we give a simpler proof of an Open Problem addressed in Csörnyei and Laczkovich, 2001, “Some periodic and non-periodic recursions”, Monath. Math., 132, 215–236. We also consider Open Problem 2.8 in Grove and Ladas, 2005, Periodicities in Nonlinear Difference Equations, (Chapman and Hall/CRC), and the case when a difference equation has periodic solutions depending on arbitrary parameters.     

Mean-Square Filtering Problem for Discrete Volterra Equations

Abstract

The mean-square filtering problem for the discrete Volterra equations is a nontrivial task due to an enormous amount of operations required for the implementation of optimal filter. A difference equation of a moderate dimension is chosen as an approximate model for the original system. Then the reduced Kalman filter can be used as an approximate but efficient estimator. Using the duality theory of convex variational problems, a level of nonoptimality for the chosen filter is obtained. This level can be efficiently computed without exactly solving the full filtering problem.