The Cauchy problem for differential equations with constant coefficients

1969 ◽  
pp. 60-71 ◽  
Author(s):  
Lars Hörmander
Keyword(s):  
Cauchy Problem ◽  
Differential Equations ◽  
The Cauchy Problem ◽  
Constant Coefficients

On the solution of Kac-type partial differential equations

1994 ◽  
Vol 31 (A) ◽  
pp. 311-324
Author(s):  
Mátyás Arató
Keyword(s):  
Stochastic Process ◽  
Cauchy Problem ◽  
Brownian Motion ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Explicit Form ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
The Cauchy Problem ◽  
Constant Coefficients

The Cauchy problem in the form of (1.11) with linear and constant coefficients is discussed. The solution (1.10) can be given in explicit form when the stochastic process is a multidimensional autoregression (AR) type, or Ornstein–Uhlenbeck process. Functionals of (1.10) form were studied by Kac in the Brownian motion case. The solutions are obtained with the help of the Radon–Nikodym transformation, proposed by Novikov [12].

On the solution of Kac-type partial differential equations

1994 ◽  
Vol 31 (A) ◽  
pp. 311-324
Author(s):  
Mátyás Arató
Keyword(s):  
Stochastic Process ◽  
Cauchy Problem ◽  
Brownian Motion ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Explicit Form ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
The Cauchy Problem ◽  
Constant Coefficients

The Cauchy problem in the form of (1.11) with linear and constant coefficients is discussed. The solution (1.10) can be given in explicit form when the stochastic process is a multidimensional autoregression (AR) type, or Ornstein–Uhlenbeck process. Functionals of (1.10) form were studied by Kac in the Brownian motion case. The solutions are obtained with the help of the Radon–Nikodym transformation, proposed by Novikov [12].

scholarly journals On the solvability of the modified Cauchy problem for linear systems of generalized ordinary differential equations with singularities

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Malkhaz Ashordia ◽  
Inga Gabisonia ◽  
Mzia Talakhadze
Keyword(s):  
Cauchy Problem ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Linear Systems ◽  
Unique Solvability ◽  
Sufficient Conditions ◽  
The Cauchy Problem ◽  
Generalized Ordinary Differential Equations

AbstractEffective sufficient conditions are given for the unique solvability of the Cauchy problem for linear systems of generalized ordinary differential equations with singularities.

Old and New Results for First Order Periodic ODEs without Uniqueness: a Comprehensive Study by Lower and Upper Solutions

2004 ◽  
Vol 4 (3) ◽  
Author(s):  
Franco Obersnel ◽  
Pierpaolo Omari
Keyword(s):  
Cauchy Problem ◽  
Differential Equations ◽  
Lower And Upper Solutions ◽  
Elementary Approach ◽  
Qualitative Properties ◽  
First Order ◽  
The Past ◽  
The Cauchy Problem ◽  
Qualitative Properties Of Solutions ◽  
Comprehensive Study

AbstractAn elementary approach, based on a systematic use of lower and upper solutions, is employed to detect the qualitative properties of solutions of first order scalar periodic ordinary differential equations. This study is carried out in the Carathéodory setting, avoiding any uniqueness assumption, in the future or in the past, for the Cauchy problem. Various classical and recent results are recovered and generalized.

Hodograph Method for Solving the Problem of Shallow Water Under a Solid Lid

2021 ◽  
pp. 15-24
Author(s):  
Tatiana F. Dolgikh
Keyword(s):  
Cauchy Problem ◽  
Green Function ◽  
Differential Equations ◽  
Shallow Water ◽  
Ordinary Differential Equations ◽  
Riemann Invariants ◽  
Hodograph Method ◽  
First Order ◽  
The Cauchy Problem ◽  
Derivatives Of

One of the mathematical models describing the behavior of two horizontally infinite adjoining layers of an ideal incompressible liquid under a solid cover moving at different speeds is investigated. At a large difference in the layer velocities, the Kelvin-Helmholtz instability occurs, which leads to a distortion of the interface. At the initial point in time, the interface is not necessarily flat. From a mathematical point of view, the behavior of the liquid layers is described by a system of four quasilinear equations, either hyperbolic or elliptic, in partial derivatives of the first order. Some type shallow water equations are used to construct the model. In the simple version of the model considered in this paper, in the spatially one-dimensional case, the unknowns are the boundary between the liquid layers h(x,t) and the difference in their velocities γ(x,t). The main attention is paid to the case of elliptic equations when |h|<1 and γ>1. An evolutionary Cauchy problem with arbitrary sufficiently smooth initial data is set for the system of equations. The explicit dependence of the Riemann invariants on the initial variables of the problem is indicated. To solve the Cauchy problem formulated in terms of Riemann invariants, a variant of the hodograph method based on a certain conservation law is used. This method allows us to convert a system of two quasilinear partial differential equations of the first order to a single linear partial differential equation of the second order with variable coefficients. For a linear equation, the Riemann-Green function is specified, which is used to construct a two-parameter implicit solution to the original problem. The explicit solution of the problem is constructed on the level lines (isochrons) of the implicit solution by solving a certain Cauchy problem for a system of ordinary differential equations. As a result, the original Cauchy problem in partial derivatives of the first order is transformed to the Cauchy problem for a system of ordinary differential equations, which is solved by numerical methods. Due to the bulkiness of the expression for the Riemann-Green function, some asymptotic approximation of the problem is considered, and the results of calculations, and their analysis are presented.

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