Difference equations and inequalities theory, methods, and applications

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1. Verfasser: Agarwal, Ravi P. 1947- (VerfasserIn)
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Sprache:English
Veröffentlicht: New York u.a. Dekker 2000
Ausgabe:2. ed., rev. and expanded
Schriftenreihe:Pure and applied mathematics 228
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Datensatz im Suchindex

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adam_text Titel: Difference equations and inequalities Autor: Agarwal, Ravi P Jahr: 2000 Contents Preface to the Second Edition v Preface to the First Edition v Chapter 1 Preliminaries 1.1. Notations 1 1.2. Difference Equations 2 1.3. Initial Value Problems 4 1.4. Some Examples: Initial Value Problems 6 1.5. Boundary Value Problems 11 1.6. Some Examples: Boundary Value Problems 13 1.7. Some Examples: Real World Phenomena 22 1.8. Finite Difference Calculus 26 1.9. Problems 34 1.10. Notes 44 1.11. References 45 Chapter 2 Linear Initial Value Problems 2.1. Introduction 49 2.2. Preliminary Results from Algebra 49 2.3. Linear Dependence and Independence 54 2.4. Matrix Linear Systems 55 2.5. Variation of Constants Formula 58 2.6. Green s Matrix 59 2.7. Adjoint Systems 60 2.8. Systems with Constant Coefficients 62 2.9. Periodic Linear Systems 69 2.10. Almost Periodic Linear Systems 72 2.11. Higher Order Linear Equations 74 2.12. Method of Generating Functions 80 2.13. Bernoulli s Method 85 2.14. Poincare s and Perron s Theorems 87 2.15. Regular and Singular Perturbations 91 2.16. Problems ^7 2.17. Notes J]3 2.18. References vii viii Contents Chapter 3 Miscellaneous Difference Equations 3.1. Clairaut s Equation 117 3.2. Euler s Equation 118 3.3. Riccati s Equation 120 3.4. Bernoulli s Equation 125 3.5. Verhulst s Equation 126 3.6. Best Discrete Approximations: Harmonic Oscillator Equation i 128 3.7. Duffing s Equation 130 3.8. van der Pol s Equation 135 3.9. Hill s Equation 142 3.10. Mathieu s Equation 147 3.11. Weierstrass Elliptic Equations 148 3.12. Volterra s Equations 150 3.13. Elementary Partial Difference Equations: Riccati s Extended Form 152 3.14. Wave Equation 158 3.15. FitzHugh-Nagumo s Equation 159 3.16. Korteweg-de Vries Equation 160 3.17. Modified KdV Equation 161 3.18. Lagrange s Equations 162 3.19. Problems 167 3.20. Notes 180 3.21. References 181 Chapter 4 Difference Inequalities 4.1. Gronwall Inequalities 184 4.2. Nonlinear Inequalities 193 4.3. Inequalities Involving Differences 200 4.4. Finite Systems of Inequalities 205 4.5. Opial Type Inequalities 209 4.6. Wirtinger Type Inequalities 214 4.7. Problems 219 4.8. Notes 229 4.9. References 230 Chapter 5 Qualitative Properties of Solutions of Difference Systems 5.1. Dependence on Initial Conditions and Parameters 234 5.2. Asymptotic Behavior of Linear Systems 238 5.3. Asymptotic Behavior of Nonlinear Systems 247 Contents IX 5.4. Concepts of Stability 250 5.5. Stability of Linear Systems 255 5.6. Stability of Nonlinear Systems 262 5.7. Nonlinear Variation of Constants 269 5.8. Dichotomies 272 5.9. Lyapunov s Direct Method for Autonomous Systems 281 5.10. Lyapunov s Direct Method for Non-Autonomous Systems 289 5.11. Stability of Discrete Models in Population Dynamics 292 5.12. Converse Theorems 298 5.13. Total Stability 303 5.14. Practical Stability 305 5.15. Mutual Stability 306 5.16. Problems 308 5.17. Notes 326 5.18. References 328 Chapter 6 Qualitative Properties of Solutions of Higher Order Difference Equations 6.1. General Properties of Solutions of (6.1.1) p(k)u(k + 1) + p(k - 1 )u(k - 1) = q(k)u(h) 335 6.2. Boundedness of Solutions of (6.1.1) 337 6.3. Recessive and Dominant Solutions of (6.1.1) 342 6.4. Oscillation and Nonoscillation for (6.1.1) 348 6.5. Riccati Type Transformations for (6.1.1) 349 6.6. Riccati Type Transformations for (6.6.1) A(p(fc)Au(fc)) + r{k)u{k + 1) = 0 355 6.7. Olver Type Comparison Results 362 6.8. Sturm Type Comparison Results 365 6.9. Variety of Properties of Solutions of (6.9.1) p(k)z(k + 1) + p(k — )z(k — 1) = q(k)z(k) + r(k) 367 6.10. Variety of Properties of Solutions of (6.10.1) A2u{k - 1) + pityiPik) = 0 370 6.11. Oscillation and Nonoscillation for (6.11.1) A(r(k)Au(k)) + f(k)F{u(k)) = 0 378 6.12. Asymptotic Behavior of Solutions of (6.12.1) A(r{k)Au{k)) + f(k)F(u(k)) = g{k) 384 6.13. 12 and cq Solutions of (6.13.1) A2u(k) + f(k,u(k)) = 0 387 6.14. Oscillation and Nonoscillation for (6.14.1) Alu(k) = f(k,u(k),A0u(k)) 391 X Contents 6.15. Oscillation and Nonoscillation for (6.15.1) A(r(k)Au(k)) + f{k)F(k,u(k), Au(k)) — g(k,u(k), Au(k)) 393 6.16. Variety of Properties of Solutions of (6.16.1) AAu(k — 2) = p(k)u(k) 398 6.17. Asymptotic Behavior of Solutions of (6.17.1) Anu{k) + /(*,u{k),Au(k) - • ¦, An~lu(k)) = 0 403 6.18. Asymptotic Behavior, Oscillation and Nonoscillation for (6.18.1) Anu(k) + h(k)F(k,u(k), Au(k), • ¦ ¦, An-1u(A;)) = g{k, u{k), Au(fc), • • •, An_1u(fc)) 408 6.19. Oscillation and Nonoscillation for (6.19.1) Anu(k) + fi{k)Fi{u(k),Au(k), ¦ ¦ •, An~1u(k))=0 414 6.20. Oscillation and Nonoscillation for (6.20.1) u(k + 1) - u(k) + p(k)u(k — m) = 0 420 6.21. Oscillation and Nonoscillation for (6.21.1)5 AQu(fc)+^r,i/iW^(%W))=° 425 6.22. Oscillation and Nonoscillation for (6.22.1) A(p{k)(Au(k))a) + q(k + l)/(u(fc + 1)) = 0 427 6.23. Oscillation and Nonoscillation for (6.23.1) u(t) — u(t — t) + p(t)u(t — cr) = 0 436 6.24. Problems 443 6.25. Notes 473 6.26. References 474 Chapter 7 Qualitative Properties of Solutions of Neutral Difference Equations 7.1. Oscillation and Nonoscillation for (7.1.1) A(u(k) + pu(k — r)) + q(k)u(k — ct) = 0 485 7.2. Existence and Asymptotic Behavior of Nonoscillatory Solutions of (7.1.1) 493 7.3. Oscillation and Comparison Theorems for (7.1.1) 509 7.4. Global Asymptotic Stability Criterion for (7.1.1) 512 7.5. Oscillation and Nonoscillation for (7.5.1) A (u(k)+pu(k—r))- -q(k)u(k — oi)—h(k)u(k—02) = 0 517 7.6. Oscillation and Nonoscillation for (7.6.1) A (u(k) + pu(k - t)) + q(k)u(k - a) = F(k) 519 7.7. Oscillation and Nonoscillation for (7.7.1) A (u(k) - p(k)u(k - r)) + q(k)u(k - r) = 0 521 Contents xi 7.8. Oscillation and Nonoscillation for (7.8.1) A (r(k)u(k) - p(k)u(k - r)) + q(k)u(k ~ a(k)) - 0 527 7.9. Oscillatory and Asymptotic Behavior for (7.9.1) A (u(k) + p(k)u(k - r)) + q(k)f(u(k - a)) — 0 531 7.10. Oscillation and Nonoscillation for (7.10.1)5 A(u(k) + p(k)u(k + 5r)) - q(k)f(u(a(k))) — F(k) 544 7.11. Oscillation and Asymptotic Behavior for (7.11.1) A2(u(k) + p(k)u(k - r)) + q(k)f(u(k -f 1 — o)) = 0 548 7.12. Classification of Solutions for (7.12.1) A(a(k)A(u(k) + p(k)u(k — r))) + q(k + 1 )f(u(k + 1 — cr)) = 0 556 7.13. Existence of Solutions for (7.12.1) 565 7.14. Oscillation of Mixed Difference Equations 572 7.15. Oscillation and Nonoscillation for (7.15.1) An(u(k) + p(k)u(k - r)) + q(k)f(u(k — a)) = 0 583 7.16. Oscillation and Nonoscillation for (7.16.1) A (a(k)An~l (u(k) - p(k)u(k - r))) + 5q{k)f(u{a{k))) = 0 590 7.17. Problems 593 7.18. Notes 620 7.19. References 621 Chapter 8 Boundary Value Problems for Linear Systems 8.1. Existence and Uniqueness 629 8.2. Method of Complementary Functions 634 8.3. Method of Particular Solutions 643 8.4. Method of Adjoints 643 8.5. Method of Chasing 651 8.6. Method of Imbedding: First Formulation 656 8.7. Method of Imbedding: Second Formulation 662 8.8. Method of Sweep 666 8.9. Miller s and Olver s Algorithms 671 8.10. Problems 674 8.11. Notes 676 8.12. References 677 Chapter 9 Boundary Value Problems for Nonlinear Systems 9.1. Preliminary Results from Analysis 681 9.2. Existence and Uniqueness 684 xii Contents 9.3. Approximate Picard s Iterates 691 9.4. Oscillatory State 695 9.5. Stopping Criterion 698 9.6. Application to the Perturbation Method 700 9.7. Monotone Convergence 703 9.8. Periodic Boundary Value Problems 707 9.9. Newton s Method 714 9.10. Approximate Newton s Method 719 9.11. Initial-Value Methods 724 9.12. Invariant Imbedding Method . 731 9.13. Problems 734 9.14. Notes 739 9.15. References 739 Chapter 10 Miscellaneous Properties of Solutions of Higher Order Linear Difference Equations 10.1. Disconjugacy 745 10.2. Right and Left Disconjugacy 746 10.3. Adjoint Equations 750 10.4. Right and Left Disconjugacy for the Adjoint Equation 751 10.5. Right Disfocality 752 10.6. Eventual Disconjugacy and Right Disfocality 754 10.7. A Classification of Solutions 755 10.8. Interpolating Polynomials 757 10.9. Green s Functions 762 10.10. Inequalities and Equalities for Green s Functions 772 10.11. Maximum Principles 774 10.12. Error Estimates in Polynomial Interpolation 775 10.13. Problems 778 10.14. Notes 789 10.15. References 790 Chapter 11 Boundary Value Problems for Higher Order Difference Equations 11.1. Existence and Uniqueness 795 11.2. Picard s and Approximate Picard s Methods 803 11.3. Quasilinearization and Approximate Quasilinearization 809 11.4. Monotone Convergence 819 11.5. Initial-Value Methods 824 11.6. Uniqueness Implies Existence 833 Contents xiii 11.7. Problems 839 11.8. Notes 841 11.9. References 842 Chapter 12 Sturm-Liouville Problems and Related Inequalities 12.1. Sturm-Liouville Problems 844 12.2. Eigenvalue Problems for Symmetric Matrices 848 12.3. Matrix Formulation of Sturm-Liouville Problems 850 12.4. Symmetric, Antisymmetric and Periodic Boundary Conditions 852 12.5. Discrete Fourier Series 856 12.6. Wirtinger Type Inequalities 859 12.7. Generalized Wirtinger Type Inequalities 865 12.8. Generalized Opial Type Inequalities 867 12.9. Comparison Theorems for Eigenvalues 869 12.10. Positive Solutions of (12.10.1) A3u(k) + Xa(k)f(u(k)) = 0, k e N(2, K + 2) (12.10.2) u(0) = u(l) = u(K + 3) = 0 873 12.11. Problems 882 12.12. Notes 896 12.13. References 897 Chapter 13 Difference Inequalities in Several Independent Variables 13.1. Discrete Riemann s Function 901 13.2. Linear Inequalities 905 13.3. Wendroff Type Inequalities 908 13.4. Nonlinear Inequalities 911 13.5. Inequalities Involving Partial Differences 914 13.6. Multidimensional Linear Inequalities 921 13.7. Multidimensional Nonlinear Inequalities 925 13.8. Convolution Type Inequalities 930 13.9. Opial and Wirtinger Type Inequalities in Two Variables 933 13.10. Problems 941 13.11. Notes 944 13.12. References 945 Author Index 919 Subject Index 963
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spellingShingle Agarwal, Ravi P. 1947-
Difference equations and inequalities theory, methods, and applications
Pure and applied mathematics
Differentiaalvergelijkingen gtt
Inégalités (mathématiques) ram
Équations aux différences - Étude et enseignement (supérieur) ram
Difference equations
Inequalities (Mathematics)
Differenzengleichung (DE-588)4012264-5 gnd
Ungleichung (DE-588)4139098-2 gnd
subject_GND (DE-588)4012264-5
(DE-588)4139098-2
title Difference equations and inequalities theory, methods, and applications
title_auth Difference equations and inequalities theory, methods, and applications
title_exact_search Difference equations and inequalities theory, methods, and applications
title_full Difference equations and inequalities theory, methods, and applications Ravi P. Agarwal
title_fullStr Difference equations and inequalities theory, methods, and applications Ravi P. Agarwal
title_full_unstemmed Difference equations and inequalities theory, methods, and applications Ravi P. Agarwal
title_short Difference equations and inequalities
title_sort difference equations and inequalities theory methods and applications
title_sub theory, methods, and applications
topic Differentiaalvergelijkingen gtt
Inégalités (mathématiques) ram
Équations aux différences - Étude et enseignement (supérieur) ram
Difference equations
Inequalities (Mathematics)
Differenzengleichung (DE-588)4012264-5 gnd
Ungleichung (DE-588)4139098-2 gnd
topic_facet Differentiaalvergelijkingen
Inégalités (mathématiques)
Équations aux différences - Étude et enseignement (supérieur)
Difference equations
Inequalities (Mathematics)
Differenzengleichung
Ungleichung
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