In this work, some of numerical methods for solving first order linear Volterra IntegroDifferential Equations are presented. The numerical solution of these equations is obtained by using Open Newton Cotes formula. The Open Newton Cotes formula is applied to find the optimum solution for this equation. The computer program is written in (MATLAB) language (version 6)
This article addresses a new numerical method to find a numerical solution of the linear delay differential equation of fractional order , the fractional derivatives described in the Caputo sense. The new approach is to approximating second and third derivatives. A backward finite difference method is used. Besides, the composite Trapezoidal rule is used in the Caputo definition to match the integral term. The accuracy and convergence of the prescribed technique are explained. The results are shown through numerical examples.
In this paper we prove the boundedness of the solutions and their derivatives of the second order ordinary differential equation x ?+f(x) x ?+g(x)=u(t), under certain conditions on f,g and u. Our results are generalization of those given in [1].
In this paper, double Sumudu and double Elzaki transforms methods are used to compute the numerical solutions for some types of fractional order partial differential equations with constant coefficients and explaining the efficiently of the method by illustrating some numerical examples that are computed by using Mathcad 15.and graphic in Matlab R2015a.
In this paper we investigate the stability and asymptotic stability of the zero solution for the first order delay differential equation
where the delay is variable and by using Banach fixed point theorem. We give new conditions to ensure the stability and asymptotic stability of the zero solution of this equation.
In this paper, we study the growth of solutions of the second order linear complex differential equations insuring that any nontrivial solutions are of infinite order. It is assumed that the coefficients satisfy the extremal condition for Yang’s inequality and the extremal condition for Denjoy’s conjecture. The other condition is that one of the coefficients itself is a solution of the differential equation .
In this work, a class of stochastically perturbed differential systems with standard Brownian motion of ordinary unperturbed differential system is considered and studied. The necessary conditions for the existence of a unique solution of the stochastic perturbed semi-linear system of differential equations are suggested and supported by concluding remarks. Some theoretical results concerning the mean square exponential stability of the nominal unperturbed deterministic differential system and its equivalent stochastically perturbed system with the deterministic and stochastic process as a random noise have been stated and proved. The proofs of the obtained results are based on using the stochastic quadratic Lyapunov function meth
... Show MoreThis article aims to determine the time-dependent heat coefficient together with the temperature solution for a type of semi-linear time-fractional inverse source problem by applying a method based on the finite difference scheme and Tikhonov regularization. An unconditionally stable implicit finite difference scheme is used as a direct (forward) solver. While by the MATLAB routine lsqnonlin from the optimization toolbox, the inverse problem is reformulated as nonlinear least square minimization and solved efficiently. Since the problem is generally incorrect or ill-posed that means any error inclusion in the input data will produce a large error in the output data. Therefore, the Tikhonov regularization technique is applie
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In this work, a novel technique to obtain an accurate solutions to nonlinear form by multi-step combination with Laplace-variational approach (MSLVIM) is introduced. Compared with the traditional approach for variational it overcome all difficulties and enable to provide us more an accurate solutions with extended of the convergence region as well as covering to larger intervals which providing us a continuous representation of approximate analytic solution and it give more better information of the solution over the whole time interval. This technique is more easier for obtaining the general Lagrange multiplier with reduces the time and calculations. It converges rapidly to exact formula with simply computable terms wit
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