Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Open Access Guideline
Open Access Guideline
Postgraduate Thesis Guideline
Postgraduate Thesis Guideline
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
Boundary value problems for higher order linear impulsive differential equations
Date
2006-07-01
Author
Uğur, Ömür
Akhmet, Marat
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
282
views
0
downloads
Cite This
In this paper higher order linear impulsive differential equations with fixed moments of impulses subject to linear boundary conditions are studied. Green's formula is defined for piecewise differentiable functions. Properties of Green's functions for higher order impulsive boundary value problems are introduced. An appropriate example of the Green's function for a boundary value problem is provided. Furthermore, eigenvalue problems and basic properties of eigensolutions are considered. (c) 2006 Elsevier Inc. All rights reserved.
Subject Keywords
Impulsive differential equations
,
Boundary value problems
,
Eigenvalue problems
,
Green's
URI
https://hdl.handle.net/11511/32508
Journal
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
DOI
https://doi.org/10.1016/j.jmaa.2005.12.077
Collections
Graduate School of Applied Mathematics, Article
Suggestions
OpenMETU
Core
Lyapunov type inequalities and their applications for linear and nonlinear systems under impulse effect
Kayar, Zeynep; Ağacık, Zafer; Department of Mathematics (2014)
In this thesis, Lyapunov type inequalities and their applications for impulsive systems of linear/nonlinear differential equations are studied. Since systems under impulse effect are one of the fundamental problems in most branches of applied mathematics, science and technology, investigation of their theory has developed rapidly in the last three decades. In addition, Lyapunov type inequalities have become a popular research area in recent years due to the fact that they provide not only better understandi...
Asymptotic integration of impulsive differential equations
Doğru Akgöl, Sibel; Ağacık, Zafer; Özbekler, Abdullah; Department of Mathematics (2017)
The main objective of this thesis is to investigate asymptotic properties of the solutions of differential equations under impulse effect, and in this way to fulfill the gap in the literature about asymptotic integration of impulsive differential equations. In this process our main instruments are fixed point theorems; lemmas on compactness; principal and nonprincipal solutions of impulsive differential equations and Cauchy function for impulsive differential equations. The thesis consists of five chapters....
Periodic solutions and stability of differential equations with piecewise constant argument of generalized type
Büyükadalı, Cemil; Akhmet, Marat; Department of Mathematics (2009)
In this thesis, we study periodic solutions and stability of differential equations with piecewise constant argument of generalized type. These equations can be divided into three main classes: differential equations with retarded, alternately advanced-retarded, and state-dependent piecewise constant argument of generalized type. First, using the method of small parameter due to Poincaré, the existence and stability of periodic solutions of quasilinear differential equations with retarded piecewise constant...
Backward stochastic differential equations and Feynman-Kac formula in the presence of jump processes
İncegül Yücetürk, Cansu; Yolcu Okur, Yeliz; Hayfavi, Azize; Department of Financial Mathematics (2013)
Backward Stochastic Differential Equations (BSDEs) appear as a new class of stochastic differential equations, with a given value at the terminal time T. The application area of the BSDEs is conceptually wide which is known only for forty years. In financial mathematics, El Karoui, Peng and Quenez have a fundamental and significant article called “Backward Stochastic Differential Equations in Finance” (1997) which is taken as a groundwork for this thesis. In this thesis we follow the following steps: Firstl...
Least squares differential quadrature time integration scheme in the dual reciprocity boundary element method solution of convection-diffusion problems
Bozkaya, Canan (2005-03-18)
The least squares differential quadrature method (DQM) is used for solving the ordinary differential equations in time, obtained from the application of the dual reciprocity boundary element method (DRBEM) for the spatial partial derivatives in convection-diffusion type problems. The DRBEM enables us to use the fundamental solution of the Laplace equation which is easy to implement computationally. The time derivative and the convection terms are considered as the nonhomogeneity in the equation which are ap...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
Ö. Uğur and M. Akhmet, “Boundary value problems for higher order linear impulsive differential equations,”
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
, pp. 139–156, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/32508.