scholarly journals Recovery problem for a singularly perturbed differential equation with an initial jump

2020 ◽  
Vol 100 (4) ◽  
pp. 125-135
Author(s):  
D.N. Nurgabyl ◽  
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S.S. Nazhim ◽  
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◽  
...  

The article investigates the asymptotic behavior of the solution to reconstructing the boundary conditions and the right-hand side for second-order differential equations with a small parameter at the highest derivative, which have an initial jump. Asymptotic estimates of the solution of the reconstruction problem are obtained for singularly perturbed second-order equations with an initial jump. The rules for the restoration of boundary conditions and the right parts of the original and degenerate problems are established. The asymptotic estimates of the solution of the perturbed problem are determined as well as the difference between the solution of the degenerate problem and the solution of the perturbed problem. A theorem on the existence, uniqueness, and representation of a solution to the reconstruction problem from the position of singularly perturbed equations is proved. The results obtained open up possibilities for the further development of the theory of singularly perturbed boundary value problems for ordinary differential equations.

2008 ◽  
Vol 05 (04) ◽  
pp. 575-593 ◽  
Author(s):  
R. MYTHILI PRIYADHARSHINI ◽  
N. RAMANUJAM

This paper presents, a hybrid difference scheme for singularly perturbed second order ordinary differential equations with a small parameter multiplying the highest derivative with a discontinuous convection coefficient subject to mixed type boundary conditions. Error bounds for the numerical solution and numerical derivative are established. Numerical results are provided to illustrate the theoretical results.


Author(s):  
K.B. Mansimov ◽  
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R.O. Mastaliyev ◽  
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The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic equations of hyperbolic type in the classical way under the assumption of sufficient smoothness of the coefficients of the terms included in the right-hand side of the equation were obtained. Meanwhile, study of many stochastic applied optimal control problems described by linear or nonlinear second-order stochastic differential equations, in partial derivatives hyperbolic type, the assumptions of sufficient smoothness of these equations are not natural. Proceeding from this, in the considered Goursat problem, in contrast to the known works, the smoothness of the coefficients of the terms in the right-hand side of the equation is not assumed. They are considered only measurable and bounded matrix functions. These assumptions, being natural, allow us to further investigate a wide class of optimal control problems described by systems of second-order stochastic hyperbolic equations. In this work, a stochastic analogue of the Riemann matrix is introduced, an integral representation of the solution of considered boundary value problem in explicit form through the boundary conditions is obtained. An analogue of the Riemann matrix was introduced as a solution of a two-dimensional matrix integral equation of the Volterra type with one-dimensional terms, a number of properties of an analogue of the Riemann matrix were studied.


2003 ◽  
Vol 10 (3) ◽  
pp. 401-410
Author(s):  
M. S. Agranovich ◽  
B. A. Amosov

Abstract We consider a general elliptic formally self-adjoint problem in a bounded domain with homogeneous boundary conditions under the assumption that the boundary and coefficients are infinitely smooth. The operator in 𝐿2(Ω) corresponding to this problem has an orthonormal basis {𝑢𝑙} of eigenfunctions, which are infinitely smooth in . However, the system {𝑢𝑙} is not a basis in Sobolev spaces 𝐻𝑡 (Ω) of high order. We note and discuss the following possibility: for an arbitrarily large 𝑡, for each function 𝑢 ∈ 𝐻𝑡 (Ω) one can explicitly construct a function 𝑢0 ∈ 𝐻𝑡 (Ω) such that the Fourier series of the difference 𝑢 – 𝑢0 in the functions 𝑢𝑙 converges to this difference in 𝐻𝑡 (Ω). Moreover, the function 𝑢(𝑥) is viewed as a solution of the corresponding nonhomogeneous elliptic problem and is not assumed to be known a priori; only the right-hand sides of the elliptic equation and the boundary conditions for 𝑢 are assumed to be given. These data are also sufficient for the computation of the Fourier coefficients of 𝑢 – 𝑢0. The function 𝑢0 is obtained by applying some linear operator to these right-hand sides.


1931 ◽  
Vol 27 (4) ◽  
pp. 546-552 ◽  
Author(s):  
E. C. Bullard ◽  
P. B. Moon

A mechanical method of integrating a second-order differential equation, with any boundary conditions, is described and its applications are discussed.


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