Approximation and Complexity: Liouvillean-Type Theorems for Linear Differential Equations on an Interval

Application of commutator calculus to the study of linear impulsive systems

CHAPTER II - LINEAR DIFFERENTIAL EQUATIONS. SUPPLEMENTARY REMARKS ON THE THEORY OF DIFFERENTIAL EQUATIONS

In this chapter, we shall first explain the existence of solutions of initial value problems for differential equations and then fundamental theorems for linear differential equations in the complex domain. We explain the definition of regular and irregular singularities of linear differential equations, and the behavior of of local solutions near those singular points.

We present some interesting facts connected with the following second-order difference equation: xn+2−qnxn=fn,n∈N0,\\documentclass[12pt]{minimal}\t\t\t\t\\usepackage{amsmath}\t\t\t\t\\usepackage{wasysym}\t\t\t\t\\usepackage{amsfonts}\t\t\t\t\\usepackage{amssymb}\t\t\t\t\\usepackage{amsbsy}\t\t\t\t\\usepackage{mathrsfs}\t\t\t\t\\usepackage{upgreek}\t\t\t\t\\setlength{\\oddsidemargin}{-69pt}\t\t\t\t\\begin{document}$$x_{n+2}-q_{n}x_{n}=f_{n},\\quad n\\in \\mathbb{N}_{0}, $$\\end{document} where (q_{n})_{ninmathbb{N}_{0}} and (f_{n})_{ninmathbb {N}_{0}} are given sequences of numbers. We give some sufficient conditions for the existence of a unique bounded solution to the difference equation and present an elegant proof based on a combination of theory of linear difference equations and the Banach fixed point theorem. We also deal with the equation by using theory of solvability of difference equations. A global convergence result of solutions to a linear first-order difference equation is given. Some comments on an abstract version of the linear first-order difference equation are also given.

The aim of this paper is to derive the dependence of the nature of a solution of a class of differential equations of n-th order with polynomial coefficients on the solutions of the corresponding characteristic algebraic equation of n-th degree.

Three aspects of bosonized supersymmetry and linear differential field equation with reflection

A probabilistic point of view on peak effects in linear difference equations

Second-order exact ensemble averaged equation for linear stochastic differential equations with multiplicative randomness and random forcing is obtained by using the cumulant expansion ensemble averaging method and by taking the time dependent sure part of the multiplicative operator into account. It is shown that the satisfaction of the commutativity and the reversibility requirements proposed earlier for linear stochastic differential equations without forcing are necessary for the linear stochastic differential equations with forcing when the cumulant expansion ensemble averaging method is used. It is shown that the applicability of the operator equality, which is used for the separation of operators in the literature, is also subjected to the satisfaction of the commutativity and the reversibility requirements. The van Kampen’s lemma, which is proposed for the analysis of nonlinear stochastic differential equations, is modified in order to make the probability density function obtained through the lemma depend on the forcing terms too. The second-order exact ensemble averaged equation for linear stochastic differential equations with multiplicative randomness and random forcing is also obtained by using the modified van Kampen’s lemma in order to validate the correctness of the modified lemma. Second-order exact ensemble averaged equation for one dimensional convection diffusion equation with reaction and source is obtained by using the cumulant expansion ensemble averaging method. It is shown that the van Kampen’s lemma can yield the cumulant expansion ensemble averaging result for linear stochastic differential equations when the lemma is applied to the interaction representation of the governing differential equation. It is found that the ensemble averaged equations given for one the dimensional convection diffusion equation with reaction and source in the literature obtained by applying the lemma to the original differential equation are restricted with small sure part of multiplicative operator. Second-order exact differential equations for the evolution of the probability density function for the one dimensional convection diffusion equation with reaction and source and one dimensional nonlinear overland flow equation with source are obtained by using the modified van Kampen’s lemma. The equation for the evolution of the probability density function for one dimensional nonlinear overland flow equation with source given in the literature is found to be not second-order exact. It is found that the differential equations for the evolution of the probability density functions for various hydrological processes given in the literature are not second-order exact. The significance of the new terms found due to the second-order exact ensemble averaging performed on the one dimensional convection diffusion equation with reaction and source and during the application of the van Kampen’s lemma to the one dimensional nonlinear overland flow equation with source is investigated.

An analysis technique is presented to provide an essentially explicit solution for a system of n simultaneous first-order linear differential equations with periodic coefficients. This representation of a periodic variable-parameter linear system of arbitrary finite order is chosen for its theoretical and practical advantages over the classical nth order linear differential equation. Emphasis is placed on natural mode solutions of a homogeneous set of equations. The characteristic exponents for these solutions are determined from a polynomial equation the coefficients of which are linear combinations of n — 1 convergent infinite-order determinants. Approximate calculation of these determinants is feasible for problems of moderate order.

We consider a system of two hybrid vector equations containing linear difference (defined on a discrete set) and functional differential (defined on a half-axis) parts. To study it, a model system of two vector equations is chosen, one of which is linear difference with aftereffect (LDEA), and the other is a linear functional differential with aftereffect (LFDEA). Two equivalent representations of this system are shown: the first representation in the form of LFDEA, the second — in the form of LDEA. This allows us to study the stability issues of the system under consideration using the well-known results on the stability of LFDEA and LDEA. Using the results of the article [Gusarenko S. A. On the stability of a system of two linear differential equations with delayed argument // Boundary value problems. Interuniversity collection of scientific papers. Perm: PPI, 1989. P. 3–9], two examples are shown when a joint system of four equations will be stable with respect to the right side. In the first example, we use the LFDEA for which sufficient conditions for the sign-definiteness of the elements of the 2 Ч 2 Cauchy matrix function are known (in terms of the LFDEA coefficients). In the second example, LFDEA is given such that LFDEA is a system of linear ordinary differential equations (LODE) of the second order. In both cases, estimates of the components of the Cauchy matrix function are known. An exponential estimate with a negative exponent is given for the components of the Cauchy matrix function of LDEA.

In this paper, we consider the problem of rolling of a heavy homogeneous ball on a perfectly rough surface of revolution. Usually, when considering this problem, it is convenient to specify explicitly the surface along which the center of the ball moves during rolling, instead of the surface along which the ball rolls. The surface on which the center of the ball moves is equidistant to the surface on which the ball is rolling. It is well known, that the considered problem is reduced to the integration the second order linear homogeneous differential equation. In this paper we assume, that the surface along which the center of the ball moves is a non - degenerate surface of revolution of the second order. Using the Kovacic algorithm we prove that the general solution of the corresponding linear differential equation can be found explicitly. This means, that in this case the problem of rolling of a ball on a surface of revolution can be integrated by quadratures.

A theorem of Ostrowski implies that log(x), log(x +1), … are algebraically independent over ℂ(x). More generally, for a linear differential or difference equation, it is an important problem to find all algebraic dependencies among a non-zero solution y and particular transformations of y, such as derivatives of y with respect to parameters, shifts of the arguments, rescaling, etc. In this paper, we develop a theory of Tannakian categories with semigroup actions, which will be used to attack such questions in full generality, as each linear differential equation gives rise to a Tannakian category. Deligne studied actions of braid groups on categories and obtained a ûnite collection of axioms that characterizes such actions to apply them to various geometric constructions. In this paper, we find a finite set of axioms that characterizes actions of semigroups that are ûnite free products of semigroups of the form on Tannakian categories. This is the class of semigroups that appear in many applications.

Rectifiable oscillations of self-adjoint and damped linear differential equations of second-order

ABSTRACTThe second method of Liapunov is a useful technique for investigating the stability of linear and non-linear ordinary differential equations. It is well known that the second method of Liapunov, when applied to linear differential equations with real constant coefficients, gives rise to sets of necessary and sufficient stability conditions which are alternatives to the well-known Routh-Hurwitz conditions. In this paper a direct proof of the Routh-Hurwitz conditions themselves is given using Liapunov's second method. The new proof is ‘elementary’ in that it depends on the fundamental concept of stability associated with Liapunov's second method, and not on theorems in the complex integral calculus which are required in the usual proofs. A useful by-product of this new proof is a method of determining the coefficients of a linear differential equation with real constant coefficients in terms of its Hurwitz determinants.

Identifying integrable coupled nonlinear ordinary differential equations (ODEs) of dissipative type and deducing their general solutions are some of the challenging tasks in nonlinear dynamics. In this paper we undertake these problems and unearth two classes of integrable coupled nonlinear ODEs of arbitrary order. To achieve these goals we introduce suitable nonlocal transformations in certain linear ODEs and generate the coupled nonlinear ODEs. In particular, we show that the problem of solving these classes of coupled nonlinear ODEs of any order effectively reduces to solving a single first order nonlinear ODE. We then describe a procedure to derive explicit general solutions for the identified integrable coupled ODEs, when the above mentioned first order nonlinear ODE reduces to a Bernoulli equation. The equations which we generate and solve include the two coupled versions of modified Emden equations (in second order), coupled versions of Chazy equations (in third order), and their variants, higher dimensional coupled Ricatti and Abel’s chains, as well as a new integrable chain and higher order equations.