Conditional stability for a class of second-order differential equations

The new implicit finite difference scheme for two-sided space-time fractional partial differential equation

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...

On the stability of linear differential equations of second order

The aim of this paper is to investigate the Hyers-Ulam stability of the  linear differential equation$$y''(x)+alpha y'(x)+beta y(x)=f(x)$$in general case, where $yin C^2[a,b],$  $fin C[a,b]$ and $-infty

Numerical solution of second-order stochastic differential equations with Gaussian random parameters

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...

The variational iteration method for a class of tenth-order boundary value differential equations

On second derivative 3-stage Hermite--Birkhoff--Obrechkoff methods for stiff ODEs: A-stable up to order 10 with variable stepsize

Variable-step (VS) second derivative $k$-step $3$-stage Hermite--Birkhoff--Obrechkoff (HBO) methods of order $p=(k+3)$, denoted by HBO$(p)$ are constructed as a combination of linear $k$-step methods of order $(p-2)$ and a second derivative two-step diagonally implicit $3$-stage Hermite--Birkhoff method of order 5 (DIHB5) for solving stiff ordinary differential equations. The main reason for co...