On global meromorphic solutions of second-order linear differential equations with meromorphic coefficients

The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory of such equations.     

On solutions of linear differential equations with entire coefficients

The first result of the paper concerns the effect of perturbation of the entire coefficients of certain linear differential equations on the oscillation of the solutions. Subsequent results involve the separation of the zeros of a Bank-Laine function.     

Systems of linear ordinary differential equations with bounded coefficients may have very oscillating solutions

An elementary example shows that the number of zeroes of a component of a solution of a system of linear ordinary differential equations cannot be estimated through the norm of coefficients of the system.

     

Oscillations of neutral differential equations with variable coefficients

We obtain sufficient conditions for the oscillation of all solutions of the neutral differential equation d\dt [y(t) + P(t)y(t-T)] + Q(t)y(t-σ) = 0 where our results extend and improve several known results in the literature. These improvements and extensions are obtained by establishing and using some lemmas which are interesting in their own rights and which may have further applications in analysis.     

On the asymptotic integration of systems of linear differential equations with oscillatory decreasing coefficients

A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients have the formt ^-α a(t), α > 0 wherea(t) is a trigonometric polynomial with an arbitrary set of frequencies. The asymptotic behavior of the solutions of this system ast → ∞ is studied. We construct an invertible (for sufficiently larget) change of variables that takes the original system to a system not containing oscillatory coefficients in its principal part. The study of the asymptotic behavior of the solutions of the transformed system is a simpler problem. As an example, the following equation is considered:

Neutral delay differential equations with positive and negative coefficients

Consider the neutral delay differential equation [display math001] where [display math002] We studied the asymptotic behavior of the nonoscillatory solutions of Eq. (1) and we obtained sufficient conditions for the oscillation of all solutions, all bounded solutions, and all unbounded solutions of Eq. (1)     

Linear interval equations with symmetric solution sets

Criteria for symmetry and boundedness are found for the combined solution set of a system of linear algebraic equations with interval coefficients. It is shown that the problem of the best inner interval estimation of a symmetric solution set can be exactly solved by linear programming methods.     

亚纯函数系数高阶复域微分方程解的不动点

研究了一类亚纯函数系数的高阶线性微分方程的解的不动点问题,应用值分布的理论和方法,得到了复域微分方程亚纯解的不动点性质.     

Anticipated backward stochastic differential equations with non-Lipschitz coefficients

This paper deals with a class of anticipated backward stochastic differential equations. We extend results of Peng and Yang (2009) to the case in which the generator satisfies non-Lipschitz condition. The existence and uniqueness of solutions for anticipated backward stochastic differential equations as well as a comparison theorem are obtained. The existence and uniqueness of L^p(p>2) solutions for anticipated backward stochastic differential equations are also studied.     

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.     

On the stability of impulsive functional differential equations with infinite delays

In this paper, the stability problem of impulsive functional differential equations with infinite delays is considered. By using Lyapunov functions and the Razumikhin technique, some new theorems on the uniform stability and uniform asymptotic stability are obtained. The obtained results are milder and more general than several recent works. Two examples are given to demonstrate the advantages of the results. Copyright © 2014 John Wiley & Sons, Ltd.     

On the reducibility of linear differential equations with quasiperiodic coefficients which are degenerate

This paper proves the reducibility of a class of linear differential equations with quasiperiodic coefficients which are degenerate with respect to a small perturbation parameter. Our results generalize some that were obtained by Jorba and Simó.

     

Backward doubly stochastic differential equations with weak assumptions on the coefficients

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain existence theorems and comparison theorems for solutions of BDSDEs with weak assumptions on the coefficients.     

Nonlinear abstract differential equations with deviated argument

In this paper we consider the nonlinear differential equation with deviated argument u^′(t)=Au(t)+f(t,u(t),u[φ(u(t),t)]), t∈R₊, in a Banach space (X,‖⋅‖), where A is the infinitesimal generator of an analytic semigroup. Under suitable conditions on the functions f and φ, we prove a global existence and uniqueness result for the above equation.     

Expression of meromorphic solutions of systems of algebraic differential equations with exponential coefficients

Using the Nevanlinna theory of the value distribution of meromorphic functions and theory of differential algebra, we investigate the problem of the forms of meromorphic solutions of some specific systems of generalized higher order algebraic differential equations with exponential coefficients and obtain some results.     

New representation and factorizations of the higher-order ultraspherical-type differential equations

The paper deals with the class of linear differential equations of any even order 2α+4$2\alpha +4$, α∈_N0$\alpha \in {\mathbb{N}}_0$, which are associated with the so-called ultraspherical-type polynomials. These polynomials form an orthogonal system on the interval [−1,1]$[-1,1]$ with respect to the ultraspherical weight function (1−x²)^α${(1-x^2)}^{\alpha }$ and additional point masses of equal size at the two endpoints. The differential equations of “ultraspherical-type” were developed by R. Koekoek in 1994 by utilizing special function methods. In the present paper, a new and completely elementary representation of these higher-order differential equations is presented. This result is used to deduce the orthogonality relation of the ultraspherical-type polynomials directly from the differential equation property. Moreover, we introduce two types of factorizations of the corresponding differential operators of order 2α+4$2\alpha +4$ into a product of α+2$\alpha +2$ linear second-order operators.     

Hyers–Ulam stability of a system of first order linear differential equations with constant coefficients

In this paper, using matrix method, we prove the Hyers–Ulam stability of a system of first order linear differential equations with constant coefficients.     

Reflected backward doubly stochastic differential equations with discontinuous coefficients

In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) generator. We obtain an existence theorem and a comparison theorem for solutions of the class of RBDSDEs.     

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion （GSDEs） with integral-Lipschitz coefficients.