Second-order Linear Equations Research Articles

A full probabilistic solution of a stochastic red blood cells model using RVT technique

Mathematical modeling is one of the most interesting ways to express the problem that describe the dynamics of the number of red blood cells count in the bloodstream of the human body. This problem has been deterministically solved based on continuous or discrete differential models. However, the stochastic models of this problem are rarely available and inadequate. This paper is organized to solve the random homogeneous linear second-order difference equation that describes a stochastic discrete red blood cells model. A complete probabilistic solution of this problem is conducted via applying the random variable transformation technique. This is achieved by deriving the first probability density function of the solution processes. The probabilistic behavior of the steady-state case (when time tends to infinity) is also studied. Moreover, the fundamental statistical measures, related to the stochastic solutions, such as the mean, the variance and the confidence intervals, are obtained. For the sake of clarity, numerical results (for pre-assigned distributions to the model parameters and initial conditions) with conclusions are presented.

Wang-Ball Polynomials for the Numerical Solution of Singular Ordinary Differential Equations

This paper presents a new numerical method for the solution of ordinary differential equations (ODE). The linear second-order equations considered herein are solved using operational matrices of Wang-Ball Polynomials. By the improvement of the operational matrix, the singularity of the ODE is removed, hence ensuring that a solution is obtained. In order to show the employability of the method, several problems were considered. The results indicate that the method is suitable to obtain accurate solutions.

A compatible Hermite–Taylor matrix-collocation technique with convergence test for second-order partial integro-differential equations containing two independent variables with functional bounds

The aim of this study is to offer a compatible numerical technique to solve second-order linear partial integro-differential equations with variable (functional) bounds, including two independent variables, under the initial and/or boundary conditions by using hybrid Hermite and Taylor series. The method converts the presented integro-differential equation to a matrix equation including the unknown Hermite coefficients. Solving this matrix equation and applying the collocation method, the approximate solution of the problem is obtained in terms of the Hermite polynomials. Also, by means of an error estimation and convergence test related to residual functions, some examples to illustrate the accuracy and efficiency of the method are fulfilled; the obtained results are scrutinized and interpreted. All numerical computations have been performed on the computer programs.

Boundary-value problems for singular p– and p(x)– Laplacian equations in a domain with conical point on the boundary

This paper is a survey of our last results about solutions to the Dirichlet and Robin boundary problems, the Robin transmission problem for an elliptic quasilinear second-order equation with the constant p– and variable p(x)-Laplacians, as well as to the degenerate oblique derivative problem for elliptic linear and quasilinear second-order equations in a conical bounded n-dimensional domain.

Theoretical model for parallel SQUID arrays with fluxoid focusing

We have developed a comprehensive theoretical model for predicting the magnetic field response of a parallel SQUID array in the voltage state. The model predictions are compared with our experimental data from a parallel SQUID array made of a YBCO thin-film patterned into wide tracks, busbars and leads, with eleven step-edge Josephson junctions. Our theoretical model uses the Josephson equations for resistively shunted junctions as well as the second Ginzburg-Landau equation to derive a system of coupled first-order nonlinear differential equations to describe the time-evolution of the Josephson junction phase differences which includes Johnson noise. Employing the second London equation and Biot-Savart's law, the supercurrent density distribution is calculated, using the stream function approach, which leads to a 2D second-order linear Fredholm integro-differential equation for the stream function with time-dependent boundary conditions. The novelty of the model is that it calculates the stream function everywhere in the thin-film structure to determine during the time-evolution the fluxoids for each SQUID array hole. Our numerical model calculations are compared with our experimental data and predict the bias-current versus voltage and the voltage versus magnetic field response with unprecedented accuracy. The model elucidates the importance to fully take Meissner shielding and current crowding into account in order to properly describe fluxoid focussing and bias-current injection. Furthermore, our model illustrates the failure of the simple lumped-element approach to describe a parallel SQUID array with a wide thin-film structure.

Hyers-Ulam-Rassias stability of abstract second-order linear dynamic equations on time scales

In this paper, we obtain new sufficient conditions for Hyers-Ulam and Hyers-Ulam-Rassias stability of abstract second-order linear dynamic equations on time scales. Also a new sufficient condition for the existence and uniqueness of solutions is established, via Banach's fixed point theorem. Finally, two illustrative examples are given to demonstrate the applicability of the theoretical results.

An accurate frequency-domain model of water interaction with cylinders of arbitrary shape during earthquakes

An accurate frequency domain model is proposed to analyze the seismic response of uniform vertical cylinders with arbitrary cross section surrounded by water. According to the boundary conditions and using the variables separation method, the vertical modes of the hydrodynamic pressure are firstly obtained. Secondly, the three-dimensional wave equation can be simplified to a two-dimensional Helmholtz equation. Introducing the scaled boundary coordinate, a scaled boundary finite element (SBFE) equation which is a linear non-homogeneous second-order ordinary equation is derived by weighted residual method. The dynamic-stiffness matrix equation for the problem is furtherly derived. The continued fraction is acted as the solution of the dynamic-stiffness matrix for cylinder dynamic interaction of cylinder with infinite water. The coefficient matrices of the continued fraction are derived recursively from the SBFE equation of dynamic-stiffness. The accuracy of the present method is verified by comparing the hydrodynamic force on circular, elliptical and rectangle cylinders with the analytical or numerical solutions. Finally, the proposed model is used to analyze the natural frequency and seismic response of cylinders.

A Robust Numerical Method for a Singularly Perturbed Fredholm Integro-Differential Equation

In this paper, we deal with a fitted second-order homogeneous (non-hybrid) type difference scheme for solving the singularly perturbed linear second-order Fredholm integro-differential equation. The numerical method represents the exponentially fitted scheme on the Shishkin mesh. Numerical example is presented to demonstrate efficiency of proposed method.

Special cases of critical linear difference equations

In this paper, we investigate even-order linear difference equations and their criticality. However, we restrict our attention only to several special cases of the general Sturm–Liouville equation. We wish to investigate on such cases a possible converse of a known theorem. This theorem holds for second-order equations as an equivalence; however, only one implication is known for even-order equations. First, we show the converse in a sense for one term equations. Later, we show an upper bound on criticality for equations with nonnegative coefficients as well. Finally, we extend the criticality of the second-order linear self-adjoint equation for the class of equations with interlacing indices. In this way, we can obtain concrete examples aiding us with our investigation.

Boundary value problems for singular p- and p(x)- Laplacian equations in a domain with conical point on the boundary

This paper is a survey of our last results about solutions to the Dirichlet and Robin boundary problems, the Robin transmission problem for an elliptic quasilinear second-order equation with the constant p- and variable p(x)-Laplacians, as well as to the degenerate oblique derivative problem for elliptic linear and quasilinear second-order equations in a conical bounded n-dimensional domain.

Oscillation Criteria for a Class of Third-Order Damped Neutral Differential Equations

In this paper, we study the asymptotic and oscillatory properties of a certain class of third-order neutral delay differential equations with middle term. We obtain new characterizations of oscillation of the third-order neutral equation in terms of oscillation of a related, well-studied, second-order linear equation without damping. An Example is provided to illustrate the main results.

First-Order Ode Systems Generating Confluent Heun Equations

We study the relation between linear second-order equations that are confluent Heun equations, namely, the biconfluent and triconfluent Heun equations, and first-order linear systems of equations generating Painleve equations. The generation process is interpreted in physical terms as antiquantization. Technically, the study in volves manipulations with polynomials. The complexity of computations sometimes requires using computer algebra systems. Bibliography: 13 titles.

On the influence of integral perturbations to the asymptotic stability of solutions of a second-order linear differential equation

Sufficient conditions for the asymptotic stability of the solutions of a second-order linear integro-differential equation of the Volterra type are established in the case where the solutions of the corresponding second-order linear differential equation may have no property under study. Thus, the influence of integral perturbations on the asymptotic stability of solutions of linear differential equations of the second order is revealed. For this purpose, the method of auxiliary kernels is developed. An illustrative example is given.

On the evaluation of an integral involving the Whittaker [formula omitted] function

The topic of interest is the evaluation of the integral I(α;β)≔∫α+∞W1,β2(x)dxx2withα∈(0,∞)andβ∈ℂsuch thatW1,β(α)=0,where Wa,b(z) denotes the Whittaker W function. The question is brought about by a certain Sturm–Liouville problem: the (discrete) spectrum of the respective Sturm–Liouville operator is captured by β=βk, k∈N, and I(α;β) gives the (positive but finite) “length” of the kth non-normalized eigenfunction. The Sturm–Liouville problem is of importance in financial mathematics, mathematical physics, stochastic processes, and quickest change-point detection. We obtain a new analytic expression for I(α;β). The expression is in the form of a (convergent) series, which can be computed numerically via successive iteration of a homogeneous linear second-order difference equation. We also offer an exact closed-form solution to the difference equation. We conclude with a curious connection of our result to the latest developments in the theory of hypergeometric functions.

Stability analysis of semi-active inerter-spring-damper suspensions based on time-delay

1. Babister A.W., 1957, Stability and response of systems satisfying a second-order linear differentia equation with time-dependent coefficients, Aeronautical Quarterly, 8, 78-86. CrossRef Google Scholar

On Solving Second-Order Linear Elliptic Equations

A method is presented for solving interior boundary-value problems for second-order elliptic equations by transition to ray variables. The domain is divided into cells within which the coefficients and sources have the smoothness and continuity properties necessary for the existence of a regular classical solution in the cell. The finite discontinuities of the coefficients (if any) are located on the cell boundaries. The regular solution in the cell is sought in the form of a superposition of the contributions made by volume and boundary sources placed on the rays arriving at the given point from the cell boundaries. Next, a finite analytic scheme for the numerical solution of the boundary value problem in a domain with discontinuous coefficients and sources is constructed by matching the regular solutions emerging from cells at the cell boundaries. The scheme exhibits no hard dependence of the accuracy of approximation on the sizes and shape of the cells, which is inherent in finite-difference schemes.

Chebyshev polynomials, Catalan numbers, and tridiagonal matrices

We establish a relation between linear second-order difference equations corresponding to Chebyshev polynomials and Catalan numbers. The latter are the limit coefficients of a converging series of rational functions corresponding to the Riccati equation. As the main application, we show a relation between the polynomials $$ \varphi _n(\mu)$$ that are solutions of the problem of commutation of a tridiagonal matrix with the simplest Vandermonde matrix and Chebyshev polynomials.

Shape turnpike for linear parabolic PDE models

We introduce and study the turnpike property for time-varying shapes, within the viewpoint of optimal control. We focus here on second-order linear parabolic equations where the shape acts as a source term and we seek the optimal time-varying shape that minimizes a quadratic criterion. We first establish existence of optimal solutions under some appropriate sufficient conditions. We then provide necessary conditions for optimality in terms of adjoint equations and, using the concept of strict dissipativity, we prove that state and adjoint satisfy the measure-turnpike property, meaning that the extremal time-varying solution remains essentially close to the optimal solution of an associated static problem. We show that the optimal shape enjoys the exponential turnpike property in terms of Hausdorff distance for a Mayer quadratic cost. We illustrate the turnpike phenomenon in optimal shape design with several numerical simulations.

On the influence of integral perturbations to the asymptotic stability of solutions of a second-order linear differential equation

Sufficient conditions for the asymptotic stability of the solutions of a second-order linear integro-differential equation of the Volterra type are established in the case where the solutions of the corresponding second-order linear differential equation may have no property under study. Thus, the influence of integral perturbations on the asymptotic stability of solutions of linear differential equations of the second order is revealed. For this purpose, the method of auxiliary kernels is developed. An illustrative example is given.

On a Method for Constructing the Riemann Function for Partial Differential Equations with a Singular Bessel Operator

A linear second-order hyperbolic equation of two independent variables with a singular Bessel operator is considered. For particular types of such equations, a detailed literature review of known methods for constructing Riemann functions is given. It is shown that to construct the Riemann function for equations with a singular Bessel operator, we can use the Erdelyi–Kober transmutation operator. The Riemann function for the Euler–Poisson–Darboux differential equations is found in explicit form. In this paper, we give examples and an algorithm for constructing the Riemann function for second-order hyperbolic equations with the Bessel operator.