Time scale calculus

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.

Time-scale calculus was introduced in 1988 by the German mathematician Stefan Hilger. 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.

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. 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.

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