Jaradat Mihaela. 93KB Jun 04 2011 12:09:04 AM
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To this end we extend the classical Heaviside algorithm, which is intended for solving initial value problems for ordinary linear differential equations with constant coefficients
In this paper is presented a bicubic spline collocation method for the numerical approximation of the solution of Dirichlet problem for the Poisson’s equation .The
Walsh’s theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation,
We end this introduction by resuming the fact that results in this paper light up some explicit examples of conditioned stochastic differential equation locally equivalent to a
Keywords and phrases: Stochastic partial differential equation, stochas- tic heat equation, Gaussian noise, large deviation principle1. Mathematics Subject Classification (2000):
The last approach, the moving coframe method, is applicable to solving the equivalence problems, finding differential invariants and operators of invariant differentiation for
The main purpose of this paper is to discuss a common property of certain classes of quasilinear differential equations, namely: a Lie point symmetry of the considered equation is
It is not surprising, because the equation can be integrated by the inverse scattering method or, in other words, it is S-integrable, it is well known in the case of
