3 - LINEAR SYSTEMS

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions. From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators. Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.

It is well known that a model of any electrical circuit can be translated into a system of ordinary differential equations. Usually, the simulation is performed in the time-domain using classical discrete approaches convenient for both linear and non-linear systems. An other method consists in the quantization on the variable magnitude which is based on discrete events. The discrete event system specification formalism is adapted to simulate any electrical circuit described with a system of ordinary differential equations using the system state quantification. In this paper, a solution to make more efficient the magnitude quantification for a system of linear ordinary differential equations is given. The proposed technique is used to simulate a simple three phase coupled power systems and it is compared to other solutions given by the explicit integration using formal language and the time-domain discretization using fixed-step fifth order Runge-Kutta integration method.

The problem of solving a system of linear ordinary differential equations with constant coefficients is one of the most important problems in both the theory of ordinary differential equations and linear algebra. Therefore, on the one hand, new methods and algorithms are being developed for such systems, and on the other hand, existing methods and algorithms for solving such systems are being improved. One of the most well-known methods for solving a system of linear ordinary differential equations with constant coefficients is the method of reducing a system of linear equations to a single higher-order equation, which makes it possible to find solutions to the original system in the form of linear combinations of derivatives of only one unknown function.In this paper, we consider a refinement of the method for reducing a system of linear ordinary differential equations with constant coefficients to a single higher-order equation, which makes it possible to find a general solution to the original system; namely, we study the expressibility of all functions of the system of linear homogeneous differential equations with constant coefficients x^' (t)= A⋅x(t) in the form of linear combinations of derivatives of only one unknown function x_k (t), which is part of this system. For any matrix A, all of whose eigenvalues are not multiples, a new simple criterion for expressibility in terms of matrix ranks is formulated, and its correctness is proved. The result obtained can also be applied in the study of solutions of the system x^' (t)= A⋅x(t) for periodicity and in the study of linear systems for complete observability.

10 - Applications of Systems of Ordinary Differential Equations

This paper introduces the concept of first-order systems of linear fuzzy differential equations for \(\mathcal {S}\)-linearly correlated fuzzy processes. These fuzzy processes have range embedded in Banach spaces of fuzzy numbers, and the fuzzy initial value problems studied are given in terms of the Fréchet derivative of these fuzzy functions. An equivalence between the first-order systems of linear fuzzy differential equations and a family of classical first-order systems of linear differential equations is established. Also, conditions on the existence and uniqueness of the solutions are presented. Lastly, an application on the multiple mass-spring system is provided.KeywordsBanach spacesStrongly linearly independence\(\mathcal {S}-\)linearly correlated fuzzy processesSystems of fuzzy differential equationsMass-spring multiple system

An effective modification of the homotopy perturbation method for stiff systems of ordinary differential equations

In this paper, an algorithm for researching the stability of linear systems using a computer is proposed. The stability of systems with delay is reduced to finding the limit conditions for the negatives of the real parts of the zeros of the corresponding quasi-polynomials. Verification in practice of such conditions is possible only in the simplest cases. The algorithm proposed in this paper is based on schemes for approximating linear systems with a delay by used sequence special of systems of linear ordinary differential equations. The equivalence of the exponential stability of systems with delay and of the proposed system of ordinary differential equations is established. This allowed us to build an algorithm for studying the location of non-asymptotic roots of quasi-polynomials, which are implemented on a computer.

The material presented below amounts roughly to the so-called fundamental theorems of Lie and their implications concerning Lie algebras, Lie subgroups and subalgebras. By straightforward and fairly elementary steps, we shall extend the concept of Lie group to include groups admitting coordinate systems in which the functions defining ab, the group product of elements a, b, possess continuous first order derivatives in the coordinates of a and satisfy a Lipschitz condition in those of b. That such groups are equivalent to classical (i.e. analytical) Lie groups was announced in 1936 by van Kampen, although apparently van Kampen published nothing by way of proof beyond a certain decisive uniqueness theorem concerning systems of ordinary differential equations. (This is contained in our theorem (12.1); the proof given below is essentially that of van Kampen [3]). It is conceivable that the condition relative to coordinates of b could be weakened or dispensed with entirely. For, the only part the condition in question plays in our development is to make it certain that the inverse of a certain mapping-the mapping into canonical coordinates-is single-valued. In this connection mention should be made of the paper [1J of Garrett Birkhoff in which it is shown that the existence of continuous first order derivatives of ab with respect to the coordinates of both the a's and the b's is sufficient for defining a Lie group. We shall consider only groups with a finite number of real parameters (whereas the groups considered by Birkhoff are not necessarily finite dimensional). This makes it possible to use the standard existence theorems for systems of ordinary real differential equations. We make no use whatever of the theory of partial differential equations. We maintain throughout a purely local point of view in the sense that we consider only what happens in the neighborhood of the identity. Historical notes. The proof of the uniqueness of square roots (8.5) is due to Claude Chevalley (unpublished). The proof given below of Lie's theorem that a linear system of vector fields which is closed under commutation defines a Lie group is, we believe, due to van der Waerden [4]. We have supplied a number of preliminary lemmas which make the proof rigorously applicable to the case in which the vector fields are only assumed to possess continuous first order derivatives. The theorem in ?17 that every local subgroup of a Lie group is a Lie group is due essentially to E. Cartan [2]. 481

We consider mathematical models of infectious diseases built by G. I. Marchuk in his well-known book on immunology. These models are in the form of systems of ordinary delay differential equations. We add a distributed control in one of the equations describing the dynamics of the antibody concentration rate. Distributed control looks here naturally since the change of this concentration rather depends on the corresponding average value of the difference of the current and normal antibody concentrations on the time interval than on their difference at the point t only. Choosing this control in a corresponding form, we propose some ideas of the stabilization in the cases, where other methods do not work. The main idea is to reduce the stability analysis of a given integro-differential system of the order n, to one of the auxiliary systems of the order \(n+m\), where m is a natural number, which is “easy” for this analysis in a corresponding sense. Results for these auxiliary systems allow us to make conclusions for the given integro-differential system of the order n. We concentrate our attempts in the analysis of the distributed control in an integral form. An idea of reducing integro-differential systems to systems of ordinary differential equations is developed. We present results about the exponential stability of stationary points of integro-differential systems using the method based on the presentation of solution with the help of the Cauchy matrix. Various properties of integro-differential systems are studied by this way. Methods of the general theory of functional differential equations developed by N. V. Azbelev and his followers are used. One of them is the Azbelev W-transform. We propose ideas allowing to achieve faster convergence to stationary point using a distributed control. We obtain estimates of solutions using estimates of the Cauchy matrices.

A definite theory exists for solving linear systems of ordinary differential equations with constant coefficients. “This theory is essentially a branch of linear algebra, and allows us to solve all autonomous linear equations”, ([4], p. 95). Furthermore, “In view of the fact that the solution of these equations does not, in principle, present any great difficulties, they are often considered to be of no great interest for theory, and in textbooks they are usually relegated to the position of simple exercises appended to the general theory of linear equations”, ([81], p. 41). Modern textbooks [8, 21, 26, 44, 45, 46, 50, 90] give a detailed and rigorous treatment of the standard methods available for linear problems, supplemented with numerous mechanical, electrical, and engineering applications. The voluminous literature accumulated on the general properties of the solutions of linear differential equations must therefore no doubt leave the impression that no further contribution could be made to the standard normal linear dynamic system with real and constant coefficients. This impression, however, will fade rather quickly as we go on. Paradoxically, some fundamental aspects of this simple dynamic system are still unnoticed.

In this study, a comparative analysis of two Runge-Kutta methods; fourth-order Runge-Kutta method and Butcher’s Fifth Order Runge-Kutta method are presented and used to solve systems of first-order linear Ordinary Differential Equations (ODEs). The main interest of this work is to test the accuracy, convergence rate and computational efficiency of these methods by using different numerical problems of ODEs. Empirical conclusions are drawn after close observation of the results presented by the two methods, which further highlights their limitations and enabling researchers to make informed decisions in choosing the appropriate technique for specific systems of ODEs problems.

In this paper, we define sufficient conditions for the solvability in quadratures of systems of linear ordinary differential equations of higher orders with variable coefficients. The method of variation of constants for equations of higher orders and for systems of equations of first order is generalized to the case of such systems. Results are obtained by reducing the systems under consideration to matrix equations of higher orders studied by methods of the theory of Lie algebras.

X Sheffer, Systems of linear differential equations of infinite order, with constant coefficients, to appear in the Annals of Mathematics.We shall refer to this as Annals Paper I.% We can equally well consider the system Y.Ati

Nonperiodical sustained fluctuations of electrical potential are characteristic of the rhythms of cortical electric activities. A nonperiodical negatively or positively damped oscillation would be a general solution of any first order linear system of differential equations. Attention is called to a somewhat specialized type of a system of ordinary linear differential equations, which are used by Vito Volterra (Lecons Sur la Theorie Mathematique de la Lutte Pour la Vie, Paris, Gauthier-Villars, 1931) in his theory of interdevouring species. This system of linear equations leads to nonperiodicalundamped oscillations and admits several plausible interpretations in terms of possible biophysical reactions in the brain. A number of new problems is posed and discussed by this study.

A numerical method for boundary value problems