scholarly journals Hyers–Ulam Stability for Quantum Equations of Euler Type

2020 ◽  
Vol 2020 ◽  
pp. 1-10 ◽  
Author(s):  
Douglas R. Anderson ◽  
Masakazu Onitsuka

Many applications using discrete dynamics employ either q-difference equations or h-difference equations. In this work, we introduce and study the Hyers–Ulam stability (HUS) of a quantum (q-difference) equation of Euler type. In particular, we show a direct connection between quantum equations of Euler type and h-difference equations of constant step size h with constant coefficients and an arbitrary integer order. For equation orders greater than two, the h-difference results extend first-order and second-order results found in the literature, and the Euler-type q-difference results are completely novel for any order. In many cases, the best HUS constant is found.

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Stevo Stević ◽  
Bratislav Iričanin ◽  
Witold Kosmala ◽  
Zdeněk Šmarda

Abstract It is known that every solution to the second-order difference equation $x_{n}=x_{n-1}+x_{n-2}=0$ x n = x n − 1 + x n − 2 = 0 , $n\ge 2$ n ≥ 2 , can be written in the following form $x_{n}=x_{0}f_{n-1}+x_{1}f_{n}$ x n = x 0 f n − 1 + x 1 f n , where $f_{n}$ f n is the Fibonacci sequence. Here we find all the homogeneous linear difference equations with constant coefficients of any order whose general solution have a representation of a related form. We also present an interesting elementary procedure for finding a representation of general solution to any homogeneous linear difference equation with constant coefficients in terms of the coefficients of the equation, initial values, and an extension of the Fibonacci sequence. This is done for the case when all the roots of the characteristic polynomial associated with the equation are mutually different, and then it is shown that such obtained representation also holds in other cases. It is also shown that during application of the procedure the extension of the Fibonacci sequence appears naturally.


2018 ◽  
Vol 102 (555) ◽  
pp. 428-434
Author(s):  
Stephen Kaczkowski

Difference equations have a wide variety of applications, including fluid flow analysis, wave propagation, circuit theory, the study of traffic patterns, queueing analysis, diffusion theory, and many others. Besides these applications, studies into the analogy between ordinary differential equations (ODEs) and difference equations have been a favourite topic of mathematicians (e.g. see [1] and [2]). These applications and studies bring to light the similar character of the solutions of a difference equation with a fixed step size and a corresponding ODE.Also, an important numerical technique for solving both ordinary and partial differential equations (PDEs) is the method of finite differences [3], whereby a difference equation with a small step size is utilised to obtain a numerical solution of a differential equation. In this paper, elements of both of these ideas will be used to solve some intriguing problems in pure and applied mathematics.


2018 ◽  
Vol 2018 ◽  
pp. 1-13 ◽  
Author(s):  
G. M. Moremedi ◽  
I. P. Stavroulakis

Consider the first-order delay difference equation with a constant argument Δxn+pnxn-k=0,  n=0,1,2,…, and the delay difference equation with a variable argument Δxn+pnxτn=0,  n=0,1,2,…, where p(n) is a sequence of nonnegative real numbers, k is a positive integer, Δx(n)=x(n+1)-x(n), and τ(n) is a sequence of integers such that τ(n)≤n-1 for all n≥0 and limn→∞τ(n)=∞. A survey on the oscillation of all solutions to these equations is presented. Examples illustrating the results are given.


2015 ◽  
Vol 2015 ◽  
pp. 1-5 ◽  
Author(s):  
Bing Xu ◽  
Janusz Brzdęk

We study the Hyers-Ulam stability in a Banach spaceXof the system of first order linear difference equations of the formxn+1=Axn+dnforn∈N0(nonnegative integers), whereAis a givenr×rmatrix with real or complex coefficients, respectively, and(dn)n∈N0is a fixed sequence inXr. That is, we investigate the sequences(yn)n∈N0inXrsuch thatδ∶=supn∈N0yn+1-Ayn-dn<∞(with the maximum norm inXr) and show that, in the case where all the eigenvalues ofAare not of modulus 1, there is a positive real constantc(dependent only onA) such that, for each such a sequence(yn)n∈N0, there is a solution(xn)n∈N0of the system withsupn∈N0yn-xn≤cδ.


2018 ◽  
Vol 51 (1) ◽  
pp. 198-210 ◽  
Author(s):  
Douglas R. Anderson ◽  
Masakazu Onitsuka

Abstract We establish theHyers-Ulam stability (HUS) of certain first-order linear constant coefficient dynamic equations on time scales, which include the continuous (step size zero) and the discrete (step size constant and nonzero) dynamic equations as important special cases. In particular, for certain parameter values in relation to the graininess of the time scale, we find the minimum HUS constants. A few nontrivial examples are provided. Moreover, an application to a perturbed linear dynamic equation is also included.


2019 ◽  
Vol 0 (0) ◽  
Author(s):  
Kirill M. Chudinov

Abstract We consider explicit sufficient conditions for all solutions of a first-order linear difference equation with several variable delays and non-negative coefficients to be oscillatory. The conditions have the form of inequalities bounding below the upper and lower limits of the sums of coefficients over a subset of the discrete semiaxis. Our main results are oscillation tests based on a new principle for composing the estimated sums of coefficients. We also give some results in the form of examples, including a counterexample to a wrong oscillation test cited in several recent papers.


Author(s):  
Lars Peter Hansen ◽  
Thomas J. Sargent

This chapter describes the vector first-order linear stochastic difference equation. It is first used to represent information flowing to economic agents, then again to represent competitive equilibria. The vector first-order linear stochastic difference equation is associated with a tidy theory of prediction and a host of procedures for econometric application. Ease of analysis has prompted the adoption of economic specifications that cause competitive equilibria to have representations as vector first-order linear stochastic difference equations. Because it expresses next period's vector of state variables as a linear function of this period's state vector and a vector of random disturbances, a vector first-order vector stochastic difference equation is recursive. Disturbances that form a “martingale difference sequence” are basic building blocks used to construct time series. Martingale difference sequences are easy to forecast, a fact that delivers convenient recursive formulas for optimal predictions of time series.


2018 ◽  
Vol 7 (4) ◽  
pp. 263-271 ◽  
Author(s):  
Sankar Prasad Mondal ◽  
Najeeb Alam Khan ◽  
Dileep Vishwakarma ◽  
Apu Kumar Saha

AbstractIn this paper, first order linear homogeneous difference equation is evaluated in fuzzy environment. Difference equations become more notable when it is studied in conjunction with fuzzy theory. Hence, here amelioration of these equations is demonstrated by three different tactics of incorporating fuzzy numbers.Subsequently, the existence and stability analysis of the attained solutions of fuzzy difference equations (FDEs) are then discussed under different cases of impreciseness. In addition, considering triangular and generalized triangular fuzzy numbers, numerical experiments are illustrated and efficient solutions are depicted, graphically and in tabular form.


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