in this paper, we give an analytical approximate solution for an integro- differential equation which describes the charged particle motion for certain configurations of oscillating magnetic fields is considered. the homotopy analysis method (ham) is used for solving this equation. several examples are given to reconfirm the efficiency of these algorithms. the results of applying this procedure...

in this paper, we study a coupled system of nonlinear fractional differential equations with multi-point boundary condi- tions. the differential operator is taken in the riemann-liouville sense. applying the schauder fixed-point theorem and the contrac- tion mapping principle, two existence results are obtained for the following system d^{alpha}_{0+}x(t)=fleft(t,y(t),d^{p}_{0+}y(t)right), t in (0,...

we focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of it¨o type, in particular, parabolic equations. the main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

abstract. the main contribution of the current paper is to propose a new effective numerical method for solving the first-order linear matrix differential equations. properties of the legendre basis operational matrix of integration together with a collocation method are applied to reduce the problem to a coupled linear matrix equations. afterwards, an iterative algorithm is examined for solvin...

We prove the generalized Hyers--Ulam stability  of $n$-th order linear differential equation of the form $$y^{(n)}+p_{1}(x)y^{(n-1)}+ cdots+p_{n-1}(x)y^{prime}+p_{n}(x)y=f(x),$$ with condition that there exists a non--zero solution of corresponding homogeneous equation. Our main results extend and improve the corresponding results obtained by many authors.

In this paper a modification of He's variational iteration method (VIM) has been employed to solve Dung and Riccati equations. Sometimes, it is not easy or even impossible, to obtain the first few iterations of VIM, therefore, we suggest to approximate the integrand by using suitable expansions such as Taylor or Chebyshev expansions.

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.

This paper presents a numerical matrix method based on Bernstein polynomials (BPs) for approximate the solution of a system of m-th order nonlinear Volterra integro-differential equations under initial conditions. The approach is based on operational matrices of BPs. Using the collocation points,this approach reduces the systems of Volterra integro-differential equations associated with the giv...

In this article, we use two concepts, measure of non-compactness and Meir-Keeler condensing operators. The measure of non-compactness has been applied for existence of solution nonlinear integral equations, ordinary differential equations and system of differential equations in the case of finite and infinite dimensions by some authors. Also Meir-Keeler condensing operators are shown in some pa...

In this paper we propose a method for solving some well-known classes of Lane-Emden type equations which are nonlinear ordinary differential equations on the semi-innite domain. The proposed approach is based on an Unsupervised Combined Articial Neural Networks (UCANN) method. Firstly, The trial solutions of the differential equations are written in the form of feed-forward neural networks cont...