Oscillation of second-order nonlinear differential equations with nonlinear damping

Date

2004-01-01

Author

Tiryaki, A
Zafer, Ağacık

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

268
views

0
downloads

This paper is concerned with the oscillation of a class of general type second-order differential equations with nonlinear damping terms. Several new oscillation criteria are established for such a class of differential equations under quite general assumptions. Examples are also given to illustrate the results.

Subject Keywords

Nonlinear differential equation, Nonlinear damping, Oscillation

URI

https://hdl.handle.net/11511/50601

Journal

MATHEMATICAL AND COMPUTER MODELLING

DOI

https://doi.org/10.1016/s0895-7177(04)00009-3

Collections

Department of Mathematics, Article

Suggestions

OpenMETU
Core

Oscillation criteria for even order neutral differential equations Zafer, Ağacık (1998-05-01) Oscillation criteria are given for even order neutral type differential equations of the following form
Forced Oscillation of Second-Order Impulsive Differential Equations with Mixed Nonlinearities ÖZBEKLER, ABDULLAH; Zafer, Ağacık (2011-07-08) In this paper we give new oscillation criteria for a class of second-order mixed nonlinear impulsive differential equations having fixed moments of impulse actions. The method is based on the existence of a nonprincipal solution of a related second-order linear homogeneous equation.
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...
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...

Citation Formats

A. Tiryaki and A. Zafer, “Oscillation of second-order nonlinear differential equations with nonlinear damping,” MATHEMATICAL AND COMPUTER MODELLING, pp. 197–208, 2004, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/50601.