the spline collocation method  is employed to solve a system of linear and nonlinear fredholm and volterra integro-differential equations. the solutions are collocated by cubic b-spline and the integrand is approximated by the newton-cotes formula. we obtain the unique solution for linear and nonlinear system $(nn+3n)times(nn+3n)$ of integro-differential equations. this approximation reduces th...

<abstract><p>We consider several aspects of conjugating symmetry methods, including the method invariants, with an asymptotic approach. In particular we how to extend stochastic setting ideas which are well established in deterministic one, such as conditional, partial and symmetries. A number explicit examples presented.</p></abstract>

This paper considers the problem of partial finite-time synchronization between switched stochastic Chua’s circuits accompanied by a time-driven switching law. Based on the Ito formula and Lyapunov stability theory, a sliding-mode controller is developed to guarantee the synchronization of switched stochastic master-slave Chua’s circuits and for the mean of error states to obtain the partial fi...

Studies of polymeric ternary composite thin films incorporating inorganic materials are of immense importance for current technological applications. Polyimide (PI) composite thin films incorporating indium tin oxide (ITO) and poly (vinlylidene fluoride) (PVDF) at various weight ratios were processed using an in situ generation approach with the spin coating unit. The resultant product was oxid...

This thesis first introduces stochastic disturbance factor into a model and has a discussion of it on the basis of a predator-prey system of three species with age-structure proposed by Zhixue Luo. Sufficient conditions of a stochastic disturbance predator-prey system of three species with age-structure have been given and exponential stability of strong solution has been proved according to Gr...

We will prove that we can specialize the indeterminate α in a linear differential α-resolvent of a univariate polynomial over a differential field of characteristic zero to an integer q to obtain a q-resolvent. We use this idea to obtain a formula, known as the powersum formula, for the terms of theα-resolvent. Finally, we use the powersum formula to rediscover Cockle’s differential resolvent o...

approximating the solution of differential equations of fractional order is necessary because fractional differential equations have extensively been used in physics, chemistry as well as engineering fields. in this paper with central difference approximation and newton cots integration formula, we have found approximate solution for a class of boundary value problems of fractional order. three...

The focus of this work is on a two-dimensional stochastic vorticity equation for an incompressible homogeneous viscous fluid. We consider a signed measure-valued stochastic partial differential equation for a vorticity process based on the Skorohod–Ito evolution of a system of N randomly moving point vortices. A nonlinear filtering problem associated with the evolution of the vorticity is consi...

Max-plus stochastic processes are counterparts of Markov diffusion processes governed by Ito sense stochastic differential equations. In this framework, expectations are linear operations with respect to max-plus arithmetic. Max-plus stochastic control problems are considered, in which a minimizing control enters the state dynamics and running cost. The minimum max-plus expected cost is equal t...

This paper surveys some results in stochastic differential delay equations beginning with ”On stationary solutions of a stochastic differential equations” by K. Ito and M. Nisio, 1964, and also some results in stochastic stability beginning with the ”Stability of positive supermartingales” by R. Bucy, 1964. The problems discussed in this survey are the existence and uniqueness of solutions of s...