二阶常系数线性微分方程的积分形式通解及首次积分

利用一阶线性微分方程的通解 ,导出了二阶常系数线性微分方程的积分形式通解 .研究了通解的结构 ,并给出了首次积分 .     

二阶常系数线性微分方程的积分形式通解及首次积分

利用一阶线性微分方程的通解,导出了二阶常系数线性微分方程的积分形式通解。研究了通解的结构,并给出了首次积分。     

退化中立型微分系统的常数变易公式和通解

本文讨论退化中立型微分系统，将其分成三组系统，定义两种与其相应的基础解，并分别将其通解求出。从而给出退化中立型微分系统的通解以及常数变易公式，最终得出通解的明确表示，完全推广了常微分方程和时滞微分方程的基本理论。     

一类多项式系数二阶线性微分方程解法的研究

给出了一类具有多项式系数的二阶线性微分方程有多项式型特解和通解的充要条件,并在Maple下实现了这类微分方程具有多项式型特解和通解自动判定和求解的算法.     

微分方程中需要澄清的有关问题

通过两个具体例题的分析,指出了通常教材中对微分方程通解中"任意常数"理解的误区,并由此给出了对于此问题的正确解法;同时对微分方程中与通解有关的问题及求解微分方程需要注意的问题进行了讨论.     

线性非齐次微分方程（组）的算值解法

线性非齐次微分方程（组）的算值解法于桂珍（天津大学）根据线性非齐次微分方程（组）解的结构定理，线性非齐次微分方程（组）的通解等于对应的齐次方程（组）的通解加上非齐次方程（组）的一个特解。对于常系数线性方程（组）来说，当非齐次项为某些特殊形式时，可用待...     

常微分方程的通解

给出常微分方程通解的定义,研究常微分方程的通解和所有解之间的关系,给出通解包含所有解的若干充分性条件.     

关于常系数非齐次线性微分方程通解的注释

给出了二、三阶常系数非齐次线性微分方程的通解的表达式,并且对于任意阶常系数非齐次线性微分方程的某些类别也给出了通解的表达式.     

一类变系数微分方程的通解

本文给出了一类变系数二阶线性微分方程的通解公式，进而得到了一批变系数微分方程的通解．     

由通解推求微分方程的尝试

本文讨论如何从含任意常数的通解中反求微分方程,有助于理解微分方程通解的形式.     

Discrete matrix Riccati equations with superposition formulas

An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati equations. Here we shall describe discretizations of Riccati equations that preserve the superposition formulas. The approach is general enough to include q-derivatives and standard discrete derivatives.     

几类变系数二阶线性微分方程的通解

研究了几类变系数二阶线性微分方程,利用变量代换法将其化为可积方程,从而得到二阶线性微分方程的通解.     

Mono-implicit Runge-Kutta schemes for the parallel solution of initial value ODEs

Among the numerical techniques commonly considered for the efficient solution of stiff initial value ordinary differential equations are the implicit Runge-Kutta (IRK) schemes. The calculation of the stages of the IRK method involves the solution of a nonlinear system of equations usually employing some variant of Newton's method. Since the costs of the linear algebra associated with the implementation of Newton's method generally dominate the overall cost of the computation, many subclasses of IRK schemes, such as diagonally implicit Runge-Kutta schemes, singly implicit Runge-Kutta schemes, and mono-implicit (MIRK) schemes, have been developed to attempt to reduce these costs. In this paper we are concerned with the design of MIRK schemes that are inherently parallel in that smaller systems of equations are apportioned to concurrent processors. This work builds on that of an earlier investigation in which a special subclass of the MIRK formulas were implemented in parallel. While suitable parallelism was achieved, the formulas were limited to some extent because they all had only stage order 1. This is of some concern since in the application of a Runge-Kutta method to a system of stiff ODEs the phenomenon of order reduction can arise; the IRK method can behave as if its order were only its stage order (or its stage order plus one), regardless of its classical order. The formulas derived in the current paper represent an improvement over the previous investigation in that the full class of MIRK formulas is considered and therefore it is possible to derive efficient, parallel formulas of orders 2, 3, and 4, having stage orders 2 or 3.     

不确定微分方程的数值解法及其应用研究

不确定微分方程广泛应用于不确定财政、不确定控制、不确定微分博弈等领域。由于一些不确定微分方程解析解难以实现,本文首先研究了不确定微分方程的Euler方法和Runge-Kutta方法两种数值解法,并进行误差分析。通过比较随机领域Black-Scholes模型和不确定领域Liu模型的欧式期权定价公式,验证不确定微分方程描述证券市场的合理性和实用性。     

Justification of an Approach to Application of Orthogonal Expansions for Approximate Integration of Canonical Systems of Second Order Ordinary Differential Equations

A solvability theorem for a nonlinear system of equations with respect to approximate values of Fourier—Cliebysliev coefficients is proved. This theorem is a theoretical substantiation for the numerical solution of second order ordinary differential equations using Chebyshev series and Markov quadrature formulas.     

How to solve the polynomial ordinary differential equations

This paper discussed how to solve the polynomial ordinary differential equations. At first, we construct the theory of the linear equations about the unknown one variable functions with constant coefficients. Secondly, we use this theory to convert the polynomial ordinary differential equations into the simultaneous first order linear ordinary differential equations with constant coefficients and quadratic equations. Thirdly, we work out the general solution of the polynomial ordinary differential equations which is no longer concerned with the differential. Finally, we discuss the necessary and sufficient condition of the existence of the solution.     

Operator Identities and the Solution of Linear Matrix Difference and Differential Equations

We use operator identities in order to solve linear homogeneous matrix difference and differential equations and we obtain several explicit formulas for the exponential and for the powers of a matrix as an example of our methods. Using divided differences we find solutions of some scalar initial value problems and we show how the solution of matrix equations is related to polynomial interpolation.     

一类二阶非线性微分方程的求积问题

讨论了二阶非线性微分方程ｙ″＋ｐ（ｘ）ｙ′＋Ｗ＇（ｙ）／Ｗ（ｙ）ｙ＇＾２＝Ｑ（ｘ）１／Ｗ（ｙ）Ｆ［ｘ，（ｙ＇Ｗ（ｙ）＾ａ］的可积性问题，提供了可积的一些充分条件，在Ｆ为某些特殊类型时，给出能解公式。     

Stochastic perturbation approach to the wavelet‐based analysis

The wavelet‐based decomposition of random variables and fields is proposed here in the context of application of the stochastic second order perturbation technique. A general methodology is employed for the first two probabilistic moments of a linear algebraic equations system solution, which are obtained instead of a single solution projection in the deterministic case. The perturbation approach application allows determination of the closed formulas for a wavelet decomposition of random fields. Next, these formulas are tested by symbolic projection of some elementary random field. Copyright © 2004 John Wiley & Sons, Ltd.     

Solving the Korteweg-de Vries equation by its bilinear form: Wronskian solutions

A broad set of sufficient conditions consisting of systems of linear partial differential equations is presented which guarantees that the Wronskian determinant solves the Korteweg-de Vries equation in the bilinear form. A systematical analysis is made for solving the resultant linear systems of second-order and third-order partial differential equations, along with solution formulas for their representative systems. The key technique is to apply variation of parameters in solving the involved non-homogeneous partial differential equations. The obtained solution formulas provide us with a comprehensive approach to construct the existing solutions and many new solutions including rational solutions, solitons, positons, negatons, breathers, complexitons and interaction solutions of the Korteweg-de Vries equation.