In this paper a new form of the homptopy perturbation method is used for solving oscillator differential equation, which yields the Maclaurin series of the exact solution. Nonlinear vibration problems and differential equation oscillations have crucial importance in all areas of science and engineering. These equations equip a significant mathematical model for dynamical systems. The accuracy o...

We study relaxed stochastic control problems where the state equation is a one dimensional linear stochastic differential equation with random and unbounded coefficients. The two main results are existence of an optimal relaxed control and necessary conditions for optimality in the form of a relaxed maximum principle. The main motivation is an optimal bond portfolio problem in a market where th...

Using key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable. Keywords; stochastic differential equ...

The present research work outlines the main ideas behind statistical regression by a 2-independent-variates and 1-dependent-variate model based on the invariance of measures in probabilistic spaces. The principle of probabilistic measure invariance, applied under the assumption that the model be isotonic, leads to a system of differential equations. Such differential system is reformulated in t...

‎we determine the‎ ‎form of polynomially bounded solutions to the loewner differential ‎equation that is satisfied by univalent subordination chains of the‎ ‎form $f(z,t)=e^{int_0^t a(tau){rm d}tau}z+cdots$‎, ‎where‎ ‎$a:[0,infty]rightarrow l(mathbb{c}^n,mathbb{c}^n)$ is a locally‎ ‎lebesgue integrable mapping and satisfying the condition‎ ‎$$sup_{sgeq0}int_0^inftyleft|expleft{int_s^t‎ ‎[a(tau)...

many simulation algorithms (chemical reaction systems, differential systems arising from the modeling of transient behavior in the process industries and etc.) contain the numerical solution of systems of differential equations. for the efficient solution of the above mentioned problems, linear multistep methods or runge-kutta technique are used. for the simulation of chemical procedures the ra...

tension-leg platform (tlp) is a vertically moored floating structure. the platform is permanently mooredby tendons. surge equation of motion of tlp is highly nonlinear because of large displacement and it should be solved with perturbation parameter in time domain. this paper compare the dynamic motion responses of a tlp in regular sea waves obtained by applying three method in time domain usin...

For each prime p, a diffusion constant together with positive exponent specify Vladimirov operator and an associated p-adic equation. The fundamental solution of this pseudo-differential equation gives rise to measure on the Skorokhod space valued paths that is concentrated originating at origin. We calculate first exit probabilities from balls estimate these for Brownian bridges.