Charpit System of Partial Differential Equations with Algebraic Constraints

In this paper the Charpit system of partial differential equations with algebraic constraints is considered. So, first the compatibility conditions of a system of algebraic equations and also of the Charpit system of partial differential equations are separately considered. For the combined system of equations of both types sufficient conditions for the existence of a solution are found. They lead to an algorithm for reducing the combined system to a Charpit system of partial differential equations of dimension less than the initial system and without algebraic constraints. Moreover, it is proved that this system identically satisfies the compatibility conditions if so does the initial system.     

关于拟线性混合型边界问题的概率表示

关于某些抛物型和椭圆型偏微分方程的混合边界问题的解被表示为一类联系于Ito正向反射边界随机微分方程的反向随机微分方程的解.     

A Type of General Forward-Backward Stochastic Differential Equations and Applications

The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with It?o’s stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations. The existence and uniqueness results of the general FBSDEs are obtained. In the framework of the general FBSDEs in this paper, the explicit form of the optimal control for linearquadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.     

Large Deviations for Stochastic Volterra Equations in the Plane

We prove a Large Deviation Principle for the family of solutions of Volterra equations in the plane obtained by perturbation of the driving white noise. One of the motivations for the study of such class of equations is provided by non-linear hyperbolic stochastic partial differential equations appearing in the construction of some path-valued processes on manifolds. The proof uses the method developped by Azencott for diffusion processes. The main ingredients are exponential inequalities for different classes of two-parameter stochastic integrals; these integrals are related to the representation of the stochastic term in the differential equation as a representable semimatringale.     

Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping

In this paper, a class of systems of matrix nonlinear differential equations containing as particular cases the systems of coupled Riccati differential equations arising in connection with control of some linear stochastic systems is considered.The system of differential equations considered in this paper are converted in a suitable nonlinear differential equation on a finite-dimensional Hilbert space adequately choosen.This allows us to use the positivity properties of the linear evolution operator defined by the linear differential equations of Lyapunov type.Our aim is to investigate properties of stabilizing and bounded solutions of the considered differential equations and to obtain some conditions ensuring the existence of such solutions.Conditions providing the existence of a maximal solution (minimal solution respectively) with respect to some classes of global solutions are presented. It is shown that if the coefficients of the equations are periodic functions all these special solutions (stabilizing, maximal, minimal) are periodic functions, too.Whenever possible the probabilistic arguments were avoided and so the results proved in the paper appear as results in the field of differential equations with interest in themselves.     

Differential algebraic equations with after-effect

In this paper, we are concerned with the solution of delay differential algebraic equations. These are differential algebraic equations with after-effect, or constrained delay differential equations. The general semi-explicit form of the problem consists of a set of delay differential equations combined with a set of constraints that may involve retarded arguments. Even simply stated problems of this type can give rise to difficult analytical and numerical problems. The more tractable examples can be shown to be equivalent to systems of delay or neutral delay differential equations. Our purpose is to highlight some of the complexities and obstacles that can arise when solving these problems, and to indicate problems that require further research.     

无限滞后测度泛函微分方程的平均化

本文研究了无限滞后测度泛函微分方程的平均化.利用广义常微分方程的平均化方法,在无限滞后测度泛函微分方程可以转化为广义常微分方程的基础上,获得了这类方程的周期和非周期平均化定理,推广了一些相关的结果.     

Nondegeneracy and uniqueness of positive solutions for Robin problem of second order ordinary differential equations and its applications

This article studies positive solutions of Robin problem for semi-linear second order ordinary differential equations. Nondegeneracy and uniqueness results are proven for homogeneous differential equations. Necessary and sufficient conditions for the existence of one or two positive solutions for inhomogeneous differential equations or differential equations with concave-convex nonlinearities are obtained by making use of the nondegeneracy and uniqueness results for positive solutions of homogeneous differential equations.     

Master partial differential equations for a Type II hidden symmetry

An approach for determining a class of master partial differential equations from which Type II hidden point symmetries are inherited is presented. As an example a model nonlinear partial differential equation (PDE) reduced to a target PDE by a Lie symmetry gains a Lie point symmetry that is not inherited (hidden) from the original PDE. On the other hand this Type II hidden symmetry is inherited from one or more of the class of master PDEs. The class of master PDEs is determined by the hidden symmetry reverse method. The reverse method is extended to determine symmetries of the master PDEs that are not inherited. We indicate why such methods are necessary to determine the genesis of Type II symmetries of PDEs as opposed to those that arise in ordinary differential equations (ODEs).     

On One Class of Systems of Differential Equations and on Retarded Equations

We establish a connection between solutions to a broad class of large systems of ordinary differential equations and solutions to retarded differential equations. We prove that solving the Cauchy problem for systems of ordinary differential equations reduces to solving the initial value problem for a retarded differential equation as the number of equations increases unboundedly. In particular, the class of systems under consideration contains a system of differential equations which arises in modeling of multiphase synthesis.     

Frobenius integrable decompositions for ninth-order partial differential equations of specific polynomial type

Frobenius integrable decompositions are presented for a kind of ninth-order partial differential equations of specific polynomial type. Two classes of such partial differential equations possessing Frobenius integrable decompositions are connected with two rational Bäcklund transformations of dependent variables. The presented partial differential equations are of constant coefficients, and the corresponding Frobenius integrable ordinary differential equations possess higher-order nonlinearity. The proposed method can be also easily extended to the study of partial differential equations with variable coefficients.     

The existence of mild solutions for impulsive fractional partial differential equations

This paper is concerned with the existence of mild solutions for a class of impulsive fractional partial semilinear differential equations. Some errors in Mophou (2010) [2] are corrected, and some previous results are generalized.     

利用Prüfer变换求解微分方程

针对一类二阶非线性常微分方程,利用Prüfer变换将其约化为特殊的一阶常微分方程组,从而使其求解过程得以简化.实例说明应用Prüfer变换求解一类偏微分方程边值问题的技巧.     

How can emphasizing mathematical modeling principles benefit students in a traditionally taught differential equations course?

This paper reports a mixed-methods, causal-comparative study of two instructional approaches in a differential equations course for engineering undergraduates. One classroom emphasized decontextualized techniques to solve canonical differential equations. The other classroom emphasized modeling principles to derive and interpret canonical differential equations as models of real world phenomena. Both classrooms were lecture based. This paper presents a brief review of both texts and compares a lesson on the same topic from each classroom in order to illustrate what it means to emphasize modeling principles. An ANCOVA was used to compare student performance on common final exam items while controlling for prior mathematics achievement. The main effect for instructional approach was statistically significant suggesting that a modeling perspective for teaching differential equations aided student learning. This quasi-experimental study corroborates previously reported recommendations for improving teaching and learning of differential equations.     

Multipoint boundary value problems of Neumann type for functional differential equations

We obtain the expression of the explicit solution to a class of multipoint boundary value problems of Neumann type for linear ordinary differential equations and apply these results to study sufficient conditions for the existence of solution to linear functional differential equations with multipoint boundary conditions, considering the particular cases of equations with delay and integro-differential equations.     

关于退化中立型微分方程的周期解

讨论了退化中立型微分方程的周期解问题,给出了周期解存在性的条件和二维退化中立型微分方程周期解存在的代数判据,并且举例说明了其应用.     

Issues in the numerical solution of evolutionary delay differential equations

Delay differential equations are of sufficient importance in modelling real-life phenomena to merit the attention of numerical analysts. In this paper, we discuss key features of delay differential equations (DDEs) and consider the main issues to be addressed when constructing robust numerical codes for their solution. We provide an introduction to the existing literature and numerical codes, and in particular we indicate the approaches adopted by the authors. We also indicate some of the unresolved issues in the numerical solution of DDEs. Communicated by J.C. Mason     

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Combining Fourier series expansion with recursive matrix formulas, new reliable algorithms to compute the periodic, non-negative, definite stabilizing solutions of the periodic Riccati and Lyapunov matrix differential equations are proposed in this paper. First, periodic coefficients are expanded in terms of Fourier series to solve the time-varying periodic Riccati differential equation, and the state transition matrix of the associated Hamiltonian system is evaluated precisely with sine and cosine series. By introducing the Riccati transformation method, recursive matrix formulas are derived to solve the periodic Riccati differential equation, which is composed of four blocks of the state transition matrix. Second, two numerical sub-methods for solving Lyapunov differential equations with time-varying periodic coefficients are proposed, both based on Fourier series expansion and the recursive matrix formulas. The former algorithm is a dimension expanding method, and the latter one uses the solutions of the homogeneous periodic Riccati differential equations. Finally, the efficiency and reliability of the proposed algorithms are demonstrated by four numerical examples.     

n阶线性模糊微分方程的结构元解法

研究了n阶线性模糊微分方程的模糊初值问题,将n阶线性模糊微分方程转化成一阶线性模糊微分方程组,利用结构元方法将模糊线性微分方程组转化成两个分明的线性微分方程组,通过分明的线性微分方程组的解构造出原n阶线性模糊微分方程的解.最后,给出了具体的算例.     

Tropical differential equations

Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in the absolute values of its coefficients. Moreover, we show that there exists a minimal solution, and the algorithm constructs it (in case of solvability). This extends a similar complexity bound established for tropical linear systems. In case of tropical linear differential systems in one variable a polynomial complexity algorithm for testing its solvability is designed.We prove also that the problem of solvability of a system of tropical non-linear differential equations in one variable is NP-hard, and this problem for arbitrary number of variables belongs to NP. Similar to tropical algebraic equations, a tropical differential equation expresses the (necessary) condition on the dominant term in the issue of solvability of a differential equation in power series.