Linear Homogeneous Differential Equations Research Articles

ЗАДАЧА ОПТИМАЛЬНОГО СТОХАСТИЧЕСКОГО УПРАВЛЕНИЯ И ОЦЕНКИ СТОИМОСТИ КОРПОРАТИВНЫХ ОБЛИГАЦИЙ, ЗАВИСЯЩИХ ОТ ВРЕМЕНИ И СЛУЧАЙНЫХ СОСТОЯНИЙ ПАРАМЕТРОВ

In the optimal stochastic control problem, one estimates, using the utility indifference method, the bond price and the premium of a default swap contract (Credit default swap) when the model parameters (market interest rate, drift coef-ficient, and volatility of risky underlying assets) are random functions of time and state. Namely, the interest rate of the risk-free asset depends on time, and the prices of risky assets are described by linear homogeneous stochastic dif-ferential equations (SDEs) with multiplicative noise. To do this, the authors consider a portfolio with a risk-free asset and a risky asset with no default risk. For each such portfolio, the authors determine the amount of risky assets that maximizes the expected utility of its final wealth. This quantity allows one to solve the parabolic partial differential equations arising from the Hamilton-Jacobi-Bellman (HJB) equation by transforming them into ordinary differential equations using the method of variable separation to obtain the instantaneous value function of each portfolio. The authors derive the bond price and the default swap-contract premium (CDS) rate, which are the amounts that provide the same level of the expected utility by investing all of one’s wealth in a portfolio that does not contain these credit instruments, or by investing these amounts in credit instruments and the remainder of one’s wealth in the portfolio.

Development and Analysis of novel Integrable Nonlinear Dynamical Systems on Quasi-One-Dimensional Lattices. Parametrically Driven Nonlinear System of Pseudo-Excitations on a Two-Leg Ladder Lattice

Following the main principles of developing the evolutionary nonlinear integrable systems on quasi-one-dimensional lattices, we suggest a novel nonlinear integrable system of parametrically driven pseudo-excitations on a regular two-leg ladder lattice. The initial (prototype) form of the system is derivable in the framework of semi-discrete zero-curvature equation with the spectral and evolution operators specified by the properly organized 3 × 3 square matrices. Although the lowest conserved local densities found via the direct recursive method do not prompt us the algebraic structure of system’s Hamiltonian function, but the heuristically substantiated search for the suitable two-stage transformation of prototype field functions to the physically motivated ones has allowed to disclose the physically meaningful nonlinear integrable system with time-dependent longitudinal and transverse inter-site coupling parameters. The time dependencies of inter-site coupling parameters in the transformed system are consistently defined in terms of the accompanying parametric driver formalized by the set of four homogeneous ordinary linear differential equations with the time-dependent coefficients. The physically meaningful parametrically driven nonlinear system permits its concise Hamiltonian formulation with the two pairs of field functions serving as the two pairs of canonically conjugated field amplitudes. The explicit example of oscillatory parametric drive is described in full mathematical details.

Higher order fractal differential equations

This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with [Formula: see text]-order. Solutions for these equations with constant coefficients are obtained through the method of variation of parameters and the method of undetermined coefficients. The solution space for higher [Formula: see text]-order linear fractal differential equations is defined, showcasing its non-integer dimensionality. The solutions to [Formula: see text]-order linear fractal differential equations are graphically depicted to illustrate their non-differentiability. Additionally, equations of motion governing the behavior of two masses in fractal time are proposed and solved.

CoOMBE: A suite of open-source programs for the integration of the optical Bloch equations and Maxwell-Bloch equations

The programs described in this article and distributed with it aim (1) at integrating the optical Bloch equations governing the time evolution of the density matrix representing the quantum state of an atomic system driven by laser or microwave fields, and (2) at integrating the 1D Maxwell-Bloch equations for one or two laser fields co-propagating in an atomic vapour. The rotating wave approximation is assumed. These programs can also be used for more general quantum dynamical systems governed by the Lindblad master equation. They are written in Fortran 90; however, their use does not require any knowledge of Fortran programming. Methods for solving the optical Bloch equations in the rate equations limit, for calculating the steady-state density matrix and for formulating the optical Bloch equations in the weak probe approximation are also described. Program summaryProgram Title: CoOMBECPC Library link to program files:https://doi.org/10.17632/5wsg9d52dk.1Developers' repository link:https://github.com/durham-qlm/CoOMBELicensing provisions: GPLv3Programming language: Fortran 90Nature of problem: The present programs can be used for the following operations: (1) Integrating the optical-Bloch equations within the rotating wave approximation for a multi-state atomic system. At the choice of the user, the calculation will return either the time-dependent density matrix at given times or the density matrix in the long time limit if the system evolves into a steady state in that limit. The calculation can be done with or without averaging over the thermal velocity distribution of the atoms. The number of atomic states which can be included in the calculation is limited only by the CPU time available and possibly by memory requirements. An arbitrarily large number of laser or microwave fields can be included in the calculation if these fields are all CW. This number is currently limited to one or two for fields that are not all CW. The calculation can be done in the weak probe approximation, or in the rate equations approximation, or without assuming either of these two approximations. Calculating refractive indexes, absorption coefficients and complex susceptibilities is also possible. (2) Integrating the 1D Maxwell-Bloch equations in the slowly varying envelope approximation for one or two fields co-propagating in a single-species atomic vapour. Although geared towards the case of atoms interacting with laser fields, this code can also be used for more general quantum systems with similar equations of motion (e.g., molecular systems, spin systems, etc.).Solution method: The Lindblad master equation is expressed as a system of homogeneous first order linear differential equations, which are transformed as required and solved to obtain the density matrix representing the state of the atomic system. A variety of methods are offered to this end. The same approach is also used in the calculation of the polarisation of the medium when integrating the Maxwell-Bloch equations. The latter are integrated over space using predictor-corrector methods. The library includes a general driving program making it possible to use these codes without additional program development. The distribution also includes examples of the use of a container for running these programs without a pre-installed Fortran compiler.

Lyapunov stability of suspension bridges in turbulent flow

In the era of sleek, super slender suspension bridges, facing the issue of stability against dynamic wind actions represents an increasingly complex challenge. Despite the significant progress over the last decades, the impact of atmospheric turbulence on bridge stability remains partially not understood, evoking the need for innovative research approaches. This study aims to address a gap in current research by investigating the random flutter stability associated with variations in the angle of attack due to turbulence, which has not formally been addressed yet. The present investigation employs the 2D rational function approximation model to express self-excited forces in a turbulent flow. The application of this type of models to bridge dynamics yields a viscoelastic coupled dynamic system characterized by memory effects and driven by broad-band long-time-scale noise, described here by a linear homogeneous time-variant differential equation, which shows apparent nonlinear features, and which has rarely been matter of research. Utilizing a Monte Carlo methodology, this work innovates in applying the largest Lyapunov exponent (LE) and the moment Lyapunov exponents (MLE) to study bridge random flutter stability. The calculation of LE and MLE under diverse turbulent wind conditions uncovers lower flutter stability than without turbulence effects. In most cases, sample and low-order p-th moment stability thresholds closely align with the bridge dynamic response pattern; therefore, the flutter critical wind speed is unequivocal. However, under certain turbulence scenarios, it is necessary to resort to MLE for a complete description of stability, evoking some additional consideration of which statistical moments should be considered for the engineering assessment of the flutter limit. Finally, this work provides a qualitative insight into the instability mechanisms by approximating the random parametric excitation with a sinusoidal gust and evaluating the time-periodic system stability via Floquet theory.

Generalized periodicity and applications to logistic growth

Classically, a continuous function f:R→R is periodic if there exists an ω>0 such that f(t+ω)=f(t) for all t∈R. The extension of this precise definition to functions f:Z→R is straightforward. However, in the so-called quantum case, where f:qN0→R (q>1), or more general isolated time scales, a different definition of periodicity is needed. A recently introduced definition of periodicity for such general isolated time scales, including the quantum calculus, not only addressed this gap but also inspired this work. We now return to the continuous case and present the concept of ν-periodicity that connects these different formulations of periodicity for general discrete time domains with the continuous domain. Our definition of ν-periodicity preserves crucial translation invariant properties of integrals over ν-periodic functions and, for ν(t)=t+ω, ν-periodicity is equivalent to the classical periodicity condition with period ω. We use the classification of ν-periodic functions to discuss the existence and uniqueness of ν-periodic solutions to linear homogeneous and nonhomogeneous differential equations. If ν(t)=t+ω, our results coincide with the results known for periodic differential equations. By using our concept of ν-periodicity, we gain new insights into the classes of solutions to linear nonautonomous differential equations. We also investigate the existence, uniqueness, and global stability of ν-periodic solutions to the nonlinear logistic model and apply it to generalize the Cushing–Henson conjectures, originally formulated for the discrete Beverton–Holt model.

About the solutions of Modified Lorenz System

A Modified Lorenz system is a system of three differential equations. The third differential equation in the Lorenz system is replaced with a fifth-order linear homogeneous differential equation with constant coefficients. In the paper [B. Zlatanovska and D. Dimovski, A modified Lorenz system: Definition and solution, Asian-Eur. J. Math. 13(08) (2020) 2050164], the Modified Lorenz system is defined by offering a solution, but without solving the fifth-order linear homogeneous differential equation with constant coefficients. This differential equation is solved by solving the characteristic equation of fifth degree. A formula for solving the algebraic equation of the fifth degree does not exist. Therefore, solutions for the special cases of the characteristic equation of fifth degree will be offered. The solution of the Modified Lorenz system will be completed using these forms of the characteristic equation of the fifth degree.

Solving Second-Order Homogeneous Linear Differential Equations in Terms of the Tri-Confluent Heun’s Function

In this paper, we state an algorithm that checks whether a given second-order linear differential equation can be reduced to the tri-confluent Heun’s equation. The algorithm provides a method for finding solutions of the form exp(∫r(x)dx)·HeunT(q,α,γ,δ,ϵ,f(x)), where the parameters α,β,λ∈C, the functions r,f∈C(x), and f are not constant.

Solution forms for generalized hyperbolic cotangent type systems of p-difference equations

Due to the recent increasing interest in hyperbolic-cotangent types of scalar-or two-dimensional systems of difference equations and treatment of some particular states. This paper presents a natural extension of the p-dimensional of four-systems of this generalized type and treats general states. Which is an extension of Stevic's work (J. Inequal. Appl., 2021, 184 (2021)). We also show these systems are solvable by using appropriate variable transformations and obtaining systems of homogeneous linear difference equations with constant coefficients. Some numerical examples of these systems are presented.

On infinite spectra of oscillation exponents of third order linear differential equations

The research topic of this work is at the junction of the theory of Lyapunov exponents and oscillation theory. In this paper, we study the spectra (i.e., the sets of different values on nonzero solutions) of the exponents of oscillation of signs (strict and nonstrict), zeros, roots, and hyperroots of linear homogeneous differential equations with coefficients continuous on the positive semi-axis. In the first part of the paper, we build a third order linear differential equation with the following property: the spectra of all upper and lower strong and weak exponents of oscillation of strict and non-strict signs, zeros, roots and hyper roots contain a countable set of different essential values, both metrically and topologically. Moreover, all these values are implemented on the same sequence of solutions of the constructed equation, that is, for each solution from this sequence, all of the oscillation exponents coincide with each other. In the construction of the indicated equation and in the proof of the required results, we used analytical methods of the qualitative theory of differential equations and methods from the theory of perturbations of solutions of linear differential equations, in particular, the author’s technique for controlling the fundamental system of solutions of such equations in one special case. In the second part of the paper, the existence of a third order linear differential equation with continuum spectra of the oscillation exponents is established, wherein the spectra of all oscillation exponents fill the same segment of the number axis with predetermined arbitrary positive incommensurable ends. It turned out that for each solution of the constructed differential equation, all of the oscillation exponents coincide with each other. The obtained results are theoretical in nature, they expand our understanding of the possible spectra of oscillation exponents of linear homogeneous differential equations.

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In the present paper we prove that densely, with respect to an Lp\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$L^p$$\\end{document}-like topology, the Lyapunov exponents associated to linear continuous-time cocycles Φ:R×M→GL(2,R)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Phi :\\mathbb {R}\ imes M\\rightarrow {{\\,\ extrm{GL}\\,}}(2,\\mathbb {R})$$\\end{document} induced by second order linear homogeneous differential equations x¨+α(φt(ω))x˙+β(φt(ω))x=0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\ddot{x}+\\alpha (\\varphi ^t(\\omega ))\\dot{x}+\\beta (\\varphi ^t(\\omega ))x=0$$\\end{document} are almost everywhere distinct. The coefficients α,β\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha ,\\beta $$\\end{document} evolve along the φt\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\varphi ^t$$\\end{document}-orbit for ω∈M\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\omega \\in M$$\\end{document} and φt:M→M\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\varphi ^t: M\\rightarrow M$$\\end{document} is an ergodic flow defined on a probability space. We also obtain the corresponding version for the frictionless equation x¨+β(φt(ω))x=0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\ddot{x}+\\beta (\\varphi ^t(\\omega ))x=0$$\\end{document} and for a Schrödinger equation x¨+(E-Q(φt(ω)))x=0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\ddot{x}+(E-Q(\\varphi ^t(\\omega )))x=0$$\\end{document}, inducing a cocycle Φ:R×M→SL(2,R)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Phi :\\mathbb {R}\ imes M\\rightarrow {{\\,\ extrm{SL}\\,}}(2,\\mathbb {R})$$\\end{document}.

Existence of basic solutions of first order linear homogeneous set-valued differential equations

The paper presents various derivatives of set-valued mappings,their main properties and how they are related to each other.Next, we consider Cauchy problems with linear homogeneousset-valued differential equations with different types ofderivatives (Hukuhara derivative, PS-derivative andBG-derivative). It is known that such initial value problems withPS-derivative and BG-derivative have infinitely many solutions.Two of these solutions are called basic. These are solutions suchthat the diameter function of the solution section is amonotonically increasing (the first basic solution) or monotonicallydecreasing (the second basic solution) function. However, the secondbasic solution does not always exist. We provideconditions for the existence of basic solutions of such initialvalue problems. It is shown that their existence depends on thetype of derivative, the matrix of coefficients on the right-handand the type of the initial set. Model examples are considered.

Exponential dichotomy and invariant manifolds of semi-linear differential equations on the line

In this paper we investigate the homogeneous linear differential equation vi(t) = A(t)v(t) and the semi-linear differential equation vi(t) = A(t)v(t) + g(t, v(t)) in Banach space X, in which A : R → L(X) is a strongly continuous function, g : R × X → X is continuous and satisfies ϕ-Lipschitz condition. The first we characterize the exponential dichotomy of the associated evolution family with the homogeneous linear differential equation by space pair (E, E∞), this is a Perron type result. Applying the achieved results, we establish the robustness of exponential dichotomy. The next we show the existence of stable and unstable manifolds for the semi-linear differential equation and prove that each a fiber of these manifolds is differentiable submanifold of class C1. Mathematics Subject Classification (2010): 34C45, 34D09, 34D10. Received 14 June 2021; Accepted 09 September 2022

Solving second‐order differential equations in terms of confluent Heun's functions

This paper presents an algorithm that checks if a given second‐order homogeneous linear differential equation can be reduced to the confluent Heun's equation by using the change of variables transformation and the exp‐product transformation. The main purpose of this paper is finding solutions in terms of the confluent Heun's functions for the given differential equation.

Simulation of exchange processes in multi-component environments with account of data uncertainty

The goal of the work. Proposals for methods of solving systems of linear homogeneous and non-homogeneous differential equations with constant and variable coefficients that defined in interval form and intended for modeling exchange processes in multicomponent environments. Research subject: systems of linear homogeneous and non-homogeneous differential equations with constant and variable coefficients defined in interval form. Research method: interval analysis. The obtained results. Systems of linear homogeneous and non-homogeneous differential equations, which are used in modeling exchange processes in multicomponent environments, are considered. Such systems can be considered, for example, in problems of chemical kinetics, materials science, and the theory of Markov processes. To obtain the solution of these equations, specialized calculators of analytical transformations were used and tested. The Matlab system (ode15s solver) was used for numerical analysis of systems of differential equations. It is shown that the application of interval methods of numerical analysis at the initial stage of system modeling has some advantages over probabilistic methods because they do not require knowledge of the laws of distribution of the results of the system state parameter measurements and their errors. It is shown that existing methods of solving systems of linear differential equations can be divided into two groups. Common to these groups is the use of interval expansion of classical methods for solving differential equations given in interval form. The difference between these two groups of methods is as follows. The methods of the first group can be used for all types of differential equations but require the creation of special software. The peculiarity of the methods of the second group is that they can be used to solve equations analytically or using numerical analysis packages. The application of the methods of the second group is shown on the example of solving a system of differential equations, the coefficients of which are determined in interval form. The system of these equations is intended for modeling the processes of exchange with the external environment of the elements of the model of a specific physical system. In the case when the coefficients of these equations are variables, their piecewise-constant approximation is applied and a criterion that determines the possibility of its application is given. The technique proposed in the paper can be applied to solve systems of linear homogeneous and non-homogeneous differential equations with constant and variable coefficients if they are given by slowly varying functions. In the case when the coefficients of the equations are determined in the interval form, the technique allows obtaining their solution also in the interval form and does not require the creation of special software.

Learning the inhomogenous term of a linear ODE

A new method to explain the action of a non-interpretable predictive model correcting the homogeneous solution of a linear ordinary differential equation (ODE) to fit given observations is presented. The prediction correcting a particular solution is ’explained’ by an estimate of the ODE's inhomogeneous term. The method uses the ODE to establish an alternate description of the predicted solution and thus belongs to the surrogate modeling approaches within the explainable AI (XAI) method families. Useful applications include processes which allow fair modeling by a homogeneous linear differential equation but have potential to be improved by including an inhomogeneous term. A study of perturbed heat transfer described by Newton's cooling law illustrates the advantages of explanations given in the form of terms of a differential equation.

О комплексных операторных функциях комплексного операторного переменного

We consider a family of complex operator functions whose domain and range of values are included in the real Banach algebra of bounded linear complex operators acting in the Banach space of complex vectors over the field of real numbers. It is shown that the study of a function from this family can be reduced to the study of a pair of real operator functions of two real operator variables. The main elementary functions of this family are considered: power function; exponent; trigonometric functions of sine, cosine, tangent, cotangent, secant, cosecant; hyperbolic sine, cosine, tangent, cotangent, secant, cosecant; the main property of the exponent is proved. A complex Euler operator formula is obtained. Relations that express sine and cosine in terms of the exponent are found. For the trigonometric functions of sine and cosine, addition formulas are justified. The periodicity of the exponent and trigonometric functions of sine, cosine, tangent, cotangent is proved; reduction formulas for these functions are provided. The main complex operator trigonometric identity is obtained. Equalities connecting trigonometric and hyperbolic functions are found. The main complex operator hyperbolic identity is established. For the hyperbolic functions of sine and cosine, addition formulas are indicated. As an example of an elementary function from the family of complex operator functions under consideration, a rational function is considered, a special case of which is the characteristic operator polynomial of a linear homogeneous differential equation of n-th order with constant bounded operator coefficients in a real Banach space.

Integrability by quadratures of the problem of rolling motion of a heavy homogeneous ball on a surface of revolution of the second order

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.

The Elzaki transform and its applications for Hyers -Ulam stability of higher order differential equations using Covid 19 method

The Elzaki transform is being used to present the generic solution and prove the Hyers-Ulam stability of higher-order linear differential equations. In addition, the stability of homogeneous and non-homogeneous linear differential equations is discussed using the Mittag-Leffler-Hyers-Ulam method. Furthermore, such equations’ stability constants are determined.

Genericity of trivial Lyapunov spectrum for Lp-cocycles derived from second order linear homogeneous differential equations

We consider a probability space M on which an ergodic flow φt:M→M is defined. We study a family of continuous-time linear cocycles, referred to as kinetic, that are associated with solutions of the second-order linear homogeneous differential equation x¨+α(φt(ω))x˙+β(φt(ω))x=0. Here, the parameters α and β evolve along the φt-orbit of ω∈M. Our main result states that for a generic subset of kinetic continuous-time linear cocycles, where generic means a Baire second category with respect to an Lp-like topology on the infinitesimal generator, the Lyapunov spectrum is trivial.