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词条 Time-scale calculus
释义

  1. History

  2. Dynamic equations

  3. Formal definitions

      Operations on time scales  Classification of points  Continuity 

  4. Derivative

  5. Integration

  6. Laplace transform and z-transform

  7. Partial differentiation

  8. Multiple integration

  9. Stochastic dynamic equations on time scales

  10. Measure theory on time scales

  11. Distributions on time scales

  12. Integral equations on time scales

  13. Fractional calculus on time scales

  14. See also

  15. Notes

  16. References

  17. Further reading

In mathematics, time-scale calculus is a unification of the theory of difference equations with that of differential equations, unifying integral and differential calculus with the calculus of finite differences, offering a formalism for studying hybrid discrete–continuous dynamical systems. It has applications in any field that requires simultaneous modelling of discrete and continuous data. It gives a new definition of a derivative such that if one differentiates a function which acts on the real numbers then the definition is equivalent to standard differentiation, but if one uses a function acting on the integers then it is equivalent to the forward difference operator.

History

Time-scale calculus was introduced in 1988 by the German mathematician Stefan Hilger.[1] However, similar ideas have been used before and go back at least to the introduction of the Riemann–Stieltjes integral which unifies sums and integrals.

Dynamic equations

Many results concerning differential equations carry over quite easily to corresponding results for difference equations, while other results seem to be completely different from their continuous counterparts.[2] The study of dynamic equations on time scales reveals such discrepancies, and helps avoid proving results twice — once for differential equations and once again for difference equations. The general idea is to prove a result for a dynamic equation where the domain of the unknown function is a so-called time scale (also known as a time-set), which may be an arbitrary closed subset of the reals. In this way, results apply not only to the set of real numbers or set of integers but to more general time scales such as a Cantor set.

The three most popular examples of calculus on time scales are differential calculus, difference calculus, and quantum calculus. Dynamic equations on a time scale have a potential for applications, such as in population dynamics. For example, they can model insect populations that evolve continuously while in season, die out in winter while their eggs are incubating or dormant, and then hatch in a new season, giving rise to a non–overlapping population.

Formal definitions

A time scale (or measure chain) is a closed subset of the real line . The common notation for a general time scale is .

The two most commonly encountered examples of time scales are the real numbers and the discrete time scale .

A single point in a time scale is defined as:

Operations on time scales

The forward jump and backward jump operators represent the closest point in the time scale on the right and left of a given point , respectively. Formally:

(forward shift operator / forward jump operator)

(backward shift operator / backward jump operator)


The graininess is the distance from a point to the closest point on the right and is given by:


For a right-dense , and .

For a left-dense ,

Classification of points

For any , is:

  • left dense if
  • right dense if
  • left scattered if
  • right scattered if
  • dense if both left dense and right dense
  • isolated if both left scattered and right scattered

As illustrated by the figure at right:

  • Point is dense
  • Point is left dense and right scattered
  • Point is isolated
  • Point is left scattered and right dense

Continuity

Continuity of a time scale is redefined as equivalent to density. A time scale is said to be right-continuous at point if it is right dense at point . Similarly, a time scale is said to be left-continuous at point if it is left dense at point .

Derivative

Take a function:

,

(where ℝ could be any Banach space, but is set to the real line for simplicity).

Definition: The delta derivative (also Hilger derivative) exists if and only if:

For every there exists a neighborhood of such that:

for all in .

Take Then , , ; is the derivative used in standard calculus. If (the integers), , , is the forward difference operator used in difference equations.

Integration

The delta integral is defined as the antiderivative with respect to the delta derivative. If has a continuous derivative one sets

Laplace transform and z-transform

A Laplace transform can be defined for functions on time scales, which uses the same table of transforms for any arbitrary time scale. This transform can be used to solve dynamic equations on time scales. If the time scale is the non-negative integers then the transform is equal[2] to a modified Z-transform:

Partial differentiation

Partial differential equations and partial difference equations are unified as partial dynamic equations on time scales.[3][4][5]

Multiple integration

Multiple integration on time scales is treated in Bohner (2005).[6]

Stochastic dynamic equations on time scales

Stochastic differential equations and stochastic difference equations can be generalized to stochastic dynamic equations on time scales.[7]

Measure theory on time scales

Associated with every time scale is a natural measure[8][9] defined via

where denotes Lebesgue measure and is the backward shift operator defined on . The delta integral

turns out to be the usual Lebesgue–Stieltjes integral with respect to this measure

and the delta derivative turns out to be the Radon–Nikodym derivative with respect to this measure[10]

Distributions on time scales

The Dirac delta and Kronecker delta are unified on time scales as the Hilger delta:[11][12]

Integral equations on time scales

Integral equations and summation equations are unified as integral equations on time scales.[13]

Fractional calculus on time scales

Fractional calculus on time scales is treated in Bastos, Mozyrska, and Torres.[14]

See also

  • Analysis on fractals for dynamic equations on a Cantor set.

Notes

1. ^{{cite journal| last = Hilger | first = Stefan | authorlink = Stefan Hilger |title = Ein Maßkettenkalkül mit Anwendung auf Zentrumsmannigfaltigkeiten |publisher = Universität Würzburg | year = 1998}}
2. ^{{cite book | author=Martin Bohner & Allan Peterson | title=Dynamic Equations on Time Scales | publisher=Birkhäuser | year=2001 | isbn=978-0-8176-4225-9 | url = https://www.springer.com/west/home/birkhauser?SGWID=4-40290-22-2117582-0 }}
3. ^{{cite journal | doi = 10.1016/S0377-0427(01)00434-4 | volume=141 | title=Partial differential equations on time scales | year=2002 | journal=Journal of Computational and Applied Mathematics | pages=35–55 | last1 = Ahlbrandt | first1 = Calvin D. | last2 = Morian | first2 = Christina| bibcode=2002JCoAM.141...35A }}
4. ^Partial dynamic equations on time scales, B Jackson – Journal of Computational and Applied Mathematics, 2006
5. ^Partial differentiation on time scales, M Bohner, GS Guseinov, Dynamic Systems and Applications 13 (2004) 351–379
6. ^{{cite journal | citeseerx = 10.1.1.79.8824 | title = Multiple integration on time scales | first = M | last1 = Bohner | first2 = GS | last2 = Guseinov | journal = Dynamic Systems and Applications | year = 2005 }}
7. ^STOCHASTIC DYNAMIC EQUATIONS, SUMAN SANYAL, 2008
8. ^{{cite journal | doi = 10.1016/S0022-247X(03)00361-5 | title = Integration on time scales | first = GS | last = Guseinov | journal = J. Math. Anal. Appl. | volume = 285 | year = 2003 | pages = 107–127 }}
9. ^{{cite web | url = http://library.iyte.edu.tr/tezler/master/matematik/T000568.pdf | title = Measure theory on time scales | first = A | last = Deniz | year = 2007 }}
10. ^{{cite journal | arxiv = 1102.2511 | title = On the connection between the Hilger and Radon–Nikodym derivatives | first1 = J | last1 =Eckhardt | authorlink2 = Gerald Teschl | first2 = G | last2 = Teschl | journal = J. Math. Anal. Appl. | volume = 385 | year = 2012 | pages = 1184–1189 | doi=10.1016/j.jmaa.2011.07.041}}
11. ^The Laplace transform on time scales revisited, John M. Davis, Ian A. Gravagne , Billy J. Jackson ,Robert J. Marks II , Alice A. Ramos, J. Math. Anal. Appl. 332 (2007) 1291–1307
12. ^Bilateral Laplace Transforms on Time Scales: Convergence, Convolution, and the Characterization of Stationary Stochastic Time Series {{webarchive|url=https://web.archive.org/web/20110714042809/http://marksmannet.com/RobertMarks/REPRINTS/short/BLaplaceOct2009.pdf |date=2011-07-14 }}, John M. Davis, Ian A. Gravagne and Robert J. Marks II
13. ^Volterra integral equations on time scales: Basic qualitative and quantitative results with applications to initial value problems on unbounded domains {{Webarchive|url=https://web.archive.org/web/20090913133302/http://web.maths.unsw.edu.au/~cct/tis-tomasia-IJDE-rev.pdf |date=2009-09-13 }}, Tomasia Kulik and Christopher C. Tisdell, 2007
14. ^{{cite paper | arxiv = 1012.1555 | title = Fractional Derivatives and Integrals on Time Scales via the Inverse Generalized Laplace Transform | first1 = Nuno R. O. | last1 = Bastos | first2 = Dorota | last2 = Mozyrska | first3 = Delfim F. M. | last3 = Torres | bibcode = 2010arXiv1012.1555B }}

References

  • Dynamic equations on time scales: a survey, Ravi Agarwal, Martin Bohner, Donal O’Regan, Allan Peterson, Journal of Computational and Applied Mathematics 141 (2002) 1–26

Further reading

  • The Baylor University Time Scales Group
  • Dynamic Equations on Time Scales Special issue of Journal of Computational and Applied Mathematics (2002)
  • Dynamic Equations And Applications Special Issue of Advances in Difference Equations (2006)
  • Dynamic Equations on Time Scales: Qualitative Analysis and Applications Special issue of Nonlinear Dynamics And Systems Theory (2009)
  • Timescalewiki.org
{{DEFAULTSORT:Time Scale Calculus}}

3 : Dynamical systems|Calculus|Recurrence relations

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