scholarly journals On the Upper Bounds of Eigenvalues for a Class of Systems of Ordinary Differential Equations with Higher Order

2011 ◽  
Vol 2011 ◽  
pp. 1-12 ◽  
Author(s):  
Gao Jia ◽  
Li-Na Huang ◽  
Wei Liu

The estimate of the upper bounds of eigenvalues for a class of systems of ordinary differential equations with higher order is considered by using the calculus theory. Several results about the upper bound inequalities of the ()th eigenvalue are obtained by the first eigenvalues. The estimate coefficients do not have any relation to the geometric measure of the domain. This kind of problem is interesting and significant both in theory of systems of differential equations and in applications to mechanics and physics.

2021 ◽  
Vol 2 (2) ◽  
pp. 13-30
Author(s):  
Awais Younus ◽  
Muhammad Asif ◽  
Usama Atta ◽  
Tehmina Bashir ◽  
Thabet Abdeljawad

In this paper, we provide the generalization of two predefined concepts under the name fuzzy conformable differential equations. We solve the fuzzy conformable ordinary differential equations under the strongly generalized conformable derivative. For the order $\Psi$, we use two methods. The first technique is to resolve a fuzzy conformable differential equation into two systems of differential equations according to the two types of derivatives. The second method solves fuzzy conformable differential equations of order $\Psi$ by a variation of the constant formula. Moreover, we generalize our results to solve fuzzy conformable ordinary differential equations of a higher order. Further, we provide some examples in each section for the sake of demonstration of our results.


Author(s):  
Peter E Kloeden ◽  
Arnulf Jentzen

Random ordinary differential equations (RODEs) are ordinary differential equations (ODEs) with a stochastic process in their vector field. They can be analysed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable, so traditional numerical schemes for ODEs do not achieve their usual order of convergence when applied to RODEs. Nevertheless deterministic calculus can still be used to derive higher order numerical schemes for RODEs via integral versions of implicit Taylor-like expansions. The theory is developed systematically here and applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes.


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