scholarly journals About asymptotical properties of solutions of difference equations with random parameters

2016 ◽  
Vol 26 (1) ◽  
pp. 79-86 ◽  
Author(s):  
L.I. Rodina ◽  
◽  
I.I. Tyuteev ◽  
Keyword(s):  
Difference Equations ◽  
Random Parameters

scholarly journals Probabilistic Solution of Rational Difference Equations System with Random Parameters

2012 ◽  
Vol 2012 ◽  
pp. 1-6 ◽  
Author(s):  
Seifedine Kadry
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Difference Equations ◽  
Random Variables ◽  
Independent Random Variables ◽  
Random Parameters ◽  
Rational Difference Equations ◽  
Probabilistic Solution

We study the periodicity of the solutions of the rational difference equations system of type , (), and then we propose new exact procedure to find the probability density function of the solution, where a, b, and are independent random variables.

scholarly journals A Dynamical System with Random Parameters as a Mathematical Model of Real Phenomena

Symmetry ◽  
2019 ◽  
Vol 11 (11) ◽  
pp. 1338 ◽  
Author(s):  
Josef Diblík ◽  
Irada Dzhalladova ◽  
Miroslava Růžičková
Keyword(s):  
Markov Chain ◽  
Difference Equations ◽  
Foreign Currency ◽  
Random Structure ◽  
Exchange Market ◽  
Moment Equations ◽  
Random Parameters ◽  
Linear Difference Equations ◽  
Currency Exchange ◽  
The Moment

In many cases, it is difficult to find a solution to a system of difference equations with random structure in a closed form. Thus, a random process, which is the solution to such a system, can be described in another way, for example, by its moments. In this paper, we consider systems of linear difference equations whose coefficients depend on a random Markov or semi-Markov chain with jumps. The moment equations are derived for such a system when the random structure is determined by a Markov chain with jumps. As an example, three processes: Threats to security in cyberspace, radiocarbon dating, and stability of the foreign currency exchange market are modelled by systems of difference equations with random parameters that depend on a semi-Markov or Markov process. The moment equations are used to obtain the conditions under which the processes are stable.

On the solvability of the degenerate Noetherian difference-algebraic boundary value problem

2019 ◽  
Vol 33 ◽  
pp. 204-217
Author(s):  
Sergei Chuiko ◽  
Yaroslav Kalinichenko ◽  
Nikita Popov
Keyword(s):  
Boundary Value Problem ◽  
Boundary Value Problems ◽  
Difference Equations ◽  
Nonlinear Oscillations ◽  
Bounded Operator ◽  
Boundary Value ◽  
Homogeneous Part ◽  
Solvability Conditions ◽  
Engineering Control ◽  
Generalized Green Operator

The original conditions of solvability and the scheme of finding solutions of a linear Noetherian difference-algebraic boundary-value problem are proposed in the article, while the technique of pseudoinversion of matrices by Moore-Penrose is substantially used. The problem posed in the article continues to study the conditions for solvability of linear Noetherian boundary value problems given in the monographs of A.M. Samoilenko, A.V. Azbelev, V.P. Maximov, L.F. Rakhmatullina and A.A. Boichuk. The study of differential-algebraic boundary-value problems is closely related to the investigation of boundary-value problems for difference equations, initiated in the works of A.A. Markov, S.N. Bernstein, Y.S. Bezikovych, O.O. Gelfond, S.L. Sobolev, V.S. Ryabenkyi, V.B. Demidovych, A. Halanai, G.I. Marchuk, A.A. Samarskyi, Yu.A. Mytropolskyi, D.I. Martyniuk, G.M. Vainiko, A.M. Samoilenko and A.A. Boichuk. On the other hand, the study of boundary-value problems for difference equations is related to the study of differential-algebraic boundary-value problems initiated in the papers of K. Weierstrass, N.N. Lusin and F.R. Gantmacher. Systematic study of differential-algebraic boundary value problems is devoted to the works of S. Campbell, Yu.E. Boyarintsev, V.F. Chistyakov, A.M. Samoilenko, N.A. Perestiyk, V.P. Yakovets, A.A. Boichuk, A. Ilchmann and T. Reis. The study of differential-algebraic boundary value problems is also associated with numerous applications of such problems in the theory of nonlinear oscillations, in mechanics, biology, radio engineering, control theory, motion stability theory. The general case of a linear bounded operator corresponding to the homogeneous part of a linear Noetherian difference-algebraic boundary value problem has no inverse is investigated. The generalized Green operator of a linear difference-algebraic boundary value problem is constructed in the article. The relevance of the study of solvability conditions, as well as finding solutions of linear Noetherian difference-algebraic boundary-value problems, is associated with the widespread use of difference-algebraic boundary-value problems obtained by linearizing nonlinear Noetherian boundary-value problems for systems of ordinary differential and difference equations. Solvability conditions are proposed, as well as the scheme of finding solutions of linear Noetherian difference-algebraic boundary value problems are illustrated in detail in the examples.

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