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Article Citation - WoS: 5Citation - Scopus: 5Sturmian theory for second order differential equations with mixed nonlinearities(Elsevier Science inc, 2015) Ozbekler, A.In the paper, Sturmian comparison theory is developed for the pair of second order differential equations; first of which is the nonlinear differential equations (m(t)y')' + s(t)y' + Sigma(n)(i=1)q(i)(t)vertical bar y vertical bar(proportional to j-1)y = 0, with mixed nonlinearities alpha(1) > ... > alpha(m) > 1 > alpha(m+1) > ... > alpha(n), and the second is the non-selfadjoint differential equations (k(t)x')' + r(t)x' + p(t)x = 0. Under the assumption that the solution of Eq. (2) has two consecutive zeros, we obtain Sturm-Picone type and Leighton type comparison theorems for Eq. (1) by employing the new nonlinear version of Picone's formula that we derive. Wirtinger type inequalities and several oscillation criteria are also attained for Eq. (1). Examples are given to illustrate the relevance of the results. (C) 2015 Elsevier Inc. All rights reserved.Review Citation - WoS: 3Citation - Scopus: 3Lyapunov Type Inequalities for Second Order Forced Mixed Nonlinear Impulsive Differential Equations(Elsevier Science inc, 2016) Agarwal, Ravi P.; Ozbekler, AbdullahIn this paper, we present some new Lyapunov and Hartman type inequalities for second order forced impulsive differential equations with mixed nonlinearities: x ''(t) + p(t)vertical bar x(t)vertical bar(beta-1)x(t) + q(t)vertical bar x(t)vertical bar(gamma-1)x(t) = f(t), t not equal theta(i); Delta x'(t) + p(i)vertical bar x(t)vertical bar(beta-1)x(t) + q(i)vertical bar x(t)vertical bar(gamma-1) x(t) = f(i), t = theta(i), where p, q, f are real-valued functions, {p(i)}, {q(i)}, {f(i)} are real sequences and 0 < gamma < 1 < beta < 2. No sign restrictions are imposed on the potential functions p, q and the forcing term f and the sequences {p(i)}, {q(i)}, {f(i)}. The inequalities obtained generalize and complement the existing results for the special cases of this equation in the literature. (C) 2016 Elsevier Inc. All rights reserved.
