A deficient spline function approximation to systems of first order differential equations

The stability of the vector-valued spline function approximations S(x) of degree m deficiency 3, i.e., S∈C^m?3, to systems of first order differential equations are investigated. The method will be shown to be A-stable for m=4, unstable and hence divergent for m?6. The method is stable form=5.     

Differentiability of solutions of impulsive differential equations with respect to the impulsive perturbations

The nonlinear impulsive differential equations with fixed moments of impulsive perturbation are the main object of investigation in this paper. Sufficient conditions for these types of equations are obtained, under which their solutions are continuously dependent and differentiable with respect to the initial conditions and the impulsive perturbations. The results are applied to a mathematical model of population dynamics.     

Exponential stability for nonlinear stochastic differential equations with respect to semimartingales

Consider a nonlinear stochastic differential equations with respect to semimartingales (1) dY(t) = F{Y(t),t)dti(t) + G(t)dM(t)+f(Y(t),t)dti(t)+g(Y(t),t)dM(t), which might be regarded as a stochastic perturbed system of (2) dX(t) = F(X(t),t)dfi(t) + G(t)dM(t). Suppose Eq. (2) is exponentially stable almost surely. Under what conditions is Eq. (1) still exponentially stable almost surely? In this paper we will give some sufficient conditions. As an application we also discuss the almost sure exponential stability for semilinear stochastic systems and small stochastic perturbed systems     

On the approximation of stochastic differential equations

The stability properties of stochastic differential equations with respetct to the perturbation of the coefficients and of the driving processes are investigated in the topology of uniform convergence in probability     

On structural stability of ordinary differential equations with respect to discretization methods

Summary. On compact -dimensional discs, Morse-Smale differential systems having no periodic orbits are considered. The main result is that they are correctly reproduced by one-step discretization methods. For methods of order and stepsize sufficiently small, the time--map of the induced local flow and the -discretized system are joined by a conjugacy -near to the identity. The paper fits well in the rapidly growing list of results stating that hyperbolic/transversal structures are preserved by discretization. The proof relies heavily on techniques elaborated by Robbin (1971) in establishing his structural stability theorem on self-diffeomorphisms of compact manifolds. Received February 24, 1994 / Revised version received February 20, 1995     

Boundary-value problems for differential equations unsolvable with respect to the higher time derivative

For differential equations with constant coefficients unsolvable with respect to the higher time derivative, we establish conditions of the existence and uniqueness of solutions of problems with conditions local in time and periodic in space variables. We prove a metric theorem on lower bounds of small denominators appearing in the construction of solutions of the problems.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 9, pp. 1197–1208, September, 1995.This work was supported by the Foundation for Fundamental Research of the Ukrainian State Committee on Science and Technology.     

On the approximation of eigenvalues associated with functional differential equations

In this paper an approximation method based upon spline functions is developed for the eigenvalue problem associated with functional differential equations. Convergence results are established and the rate of convergence is investigated. Numerical results for cubic and quintic spline based methods are given. The paper concludes with a brief discussion of other possible approximation methods.     

Two-sided approximation to periodic solutions of ordinary differential equations

Summary A two-sided approximation to the periodic orbit of an autonomous ordinary differential equation system is considered. First some results about variational equation systems for periodic solutions are obtained in Sect. 2. Then it is proved that if the periodic orbit is convex and stable, the explicit difference solution approximates the periodic orbit from the outer part and the implicit one from the inner part respectively. Finally a numerical example is given to illustrate our result and to point out that the numerical solution no longer has a one-sided approximation property, if the periodic orbit is not convex.The Work is supported by the National Natural Science Foundation of China     

Representation of analytic functions by series with respect to solutions of differential equations

Translated from Matematicheskie Zametki, Vol. 47, No. 4, pp. 106–114, April, 1990.     

Fixed mesh approximation of ordinary differential equations with impulses

When trains of impulse controls are present on the right-hand side of a system of ordinary differential equations, the solution is no longer smooth and contains jumps which can accumulate at several points in the time interval. In technological and physical systems the sum of the absolute value of all the impulses is finite and hence the total variation of the solution is finite. So the solution at best belongs to the space BV of vector functions with bounded variation. Unless variable node methods are used, the loss of smoothness of the solution would a priori make higher-order methods over a fixed mesh inactractive. Indeed in general the order of -convergence is and the nodal rate is . However in the linear case -convergence rate remains but the nodal rate can go up to by using one-step or multistep scheme with a nodal rate up to when the solution belongs to . Proofs are given of error estimates and several numerical experiments confirm the optimality of the estimates. Received March 15, 1996 / Revised version received January 3, 1997     

Differentiability of solutions with respect to parameters in neutral differential equations with state-dependent delays

In this paper we consider a class of nonlinear neutral differential equations with state-dependent delays. We study well-posedness and continuous dependence issues and differentiability of the parameter map with respect to the initial function and other possibly infinite-dimensional parameters in a pointwise sense and also in the C- and W1,∞-norms.     

An optimization approach to weak approximation of stochastic differential equations with jumps

We propose an optimization approach to weak approximation of stochastic differential equations with jumps. A mathematical programming technique is employed to obtain numerically upper and lower bound estimates of the expectation of interest, where the optimization procedure ends up with a polynomial programming. A major advantage of our approach is that we do not need to simulate sample paths of jump processes, for which few practical simulation techniques exist. We provide numerical results of moment estimations for Doléans-Dade stochastic exponential, truncated stable Lévy processes and Ornstein-Uhlenbeck-type processes to illustrate that our method is able to capture very well the distributional characteristics of stochastic differential equations with jumps.     

Nonlinear nonlocal problems for second-order differential equations singular with respect to the phase variable

For second-order differential equations singular with respect to the phase variable, we obtain in a sense optimal criteria for the existence and uniqueness of positive solutions of nonlinear nonlocal boundary value problems.     

A deficient spline function approximation to fourth-order differential equations

An approximate spline solution is developed for the initial value problem of a fourth-order ordinary differential equation. The approximation is based on deficient spline polynomials of degree M = 8 and deficiency 4. The existence and uniqueness of the solution, which satisfies a Lipschitz condition, are proved. The consistency, stability, and consequently convergence of the solution are established. Furthermore, the method is proved to be of order 9, and the errors are limited by the relation S⁽ⁱ⁾(x) − y⁽ⁱ⁾(x) = O(h^{9 − i}), I = 0(1)8.