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1241
On Integral Transforms and Matrix Functions
Published 2011-01-01“…These transforms are then used to solve the differential equation of a general linear conservative vibration system, a vibrating system with a special type of viscous damping.…”
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1242
Unified Treatment of a Class of Spherically Symmetric Potentials: Quasi-Exact Solution
Published 2016-01-01“…We illustrate that all models give rise to the same basic differential equation, which is expressible as an element of the universal enveloping algebra of sl(2). …”
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1243
Pricing Parisian Option under a Stochastic Volatility Model
Published 2014-01-01“…A stochastic volatility correction to the Black-Scholes price of the Parisian option is obtained in a partial differential equation form and the solution is characterized numerically.…”
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1244
Vaclovas Bliznikas (1930–1997) – creator of Lithuanian geometers' school
Published 2003-12-01“…The main academic research activity embraced trends of modern geometry, theory of geometrical objects, geometry of differential equation, theory of non-holonomicity manifolds, geometry of supporting elements. …”
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1245
Permanence, Extinction, and Almost Periodic Solution of a Nicholson's Blowflies Model with Feedback Control and Time Delay
Published 2013-01-01“…By applying the comparison theorem of the differential equation and fluctuation lemma and constructing a suitable Lyapunov functional, sufficient conditions which guarantee the permanence, extinction, and existence of a unique globally attractive positive almost periodic solution of the system are obtained. …”
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1246
Wavelet-Galerkin Quasilinearization Method for Nonlinear Boundary Value Problems
Published 2014-01-01“…Quasilinearization technique is applied to linearize the nonlinear differential equation and then wavelet-Galerkin method is implemented to linearized differential equations. …”
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1247
Integral price formulas for lookback options
Published 2005-01-01“…The intricacies in the derivation procedures using the partial differential equation techniques stem from the degenerate nature of the pricing models, where the lookback state variables appear only in the auxiliary conditions but not in the governing differential equations. …”
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1248
The Implementation of Milstein Scheme in Two-Dimensional SDEs Using the Fourier Method
Published 2018-01-01“…In this paper we describe how the Fourier series expansion of Wiener process can be used to simulate a two-dimensional stochastic differential equation (SDE) using Matlab program. Our numerical experiments use Matlab to show how our truncation of Itô’-Taylor expansion at an appropriate point produces Milstein method for the SDE.…”
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1249
On nth-order differential operators with Bohr-Neugebauer type property
Published 1987-01-01“…If the differential operator dndtn−B has a Bohr-Neugebauer type property for Bochner almost periodic functions, then, for any Stepanov almost periodic continuous function g(t) and any Stepanov-bounded solution of the differential equation dndtnu(t)−Bu(t)=g(t), u(n−1),…,u′,u are all almost periodic.…”
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1250
Analytical Solution to 1D Compressible Navier-Stokes Equations
Published 2021-01-01“…We find an interesting phenomenon on the solution to 1D compressible isentropic Navier-Stokes equations with constant viscosity coefficient on x,t∈0,+∞×R+, that is, the solutions to the initial boundary value problem to 1D compressible Navier-Stokes equations in half space can be transformed to the solution to the Riccati differential equation under some suitable conditions.…”
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1251
Exponential Stability of Periodic Solutions for Inertial Type BAM Cohen-Grossberg Neural Networks
Published 2014-01-01“…First, by properly choosing variable substitution, the system is transformed to first order differential equation. Second, some sufficient conditions that ensure the existence and exponential stability of periodic solutions for the system are obtained by constructing suitable Lyapunov functional and using differential mean value theorem and inequality technique. …”
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1252
Positive Solutions of a Fractional Boundary Value Problem with Changing Sign Nonlinearity
Published 2012-01-01“…We discuss the existence of positive solutions of a boundary value problem of nonlinear fractional differential equation with changing sign nonlinearity. We first derive some properties of the associated Green function and then obtain some results on the existence of positive solutions by means of the Krasnoselskii's fixed point theorem in a cone.…”
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1253
Application of Asymptotic Analysis of a High-Dimensional HJB Equation to Portfolio Optimization
Published 2023-01-01“…The Hamilton–Jacobi–Bellman equation formulated from the optimal investment problem is a high-dimensional nonlinear partial differential equation and difficult to find its analytical or numerical solutions. …”
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1254
Large diffusivity finite-dimensional asymptotic behaviour of a semilinear wave equation
Published 2003-01-01“…In the linear case, we show in a given sense that the asymptotic behaviour of solutions verifies a second-order ordinary differential equation. In the semilinear case, under suitable dissipative assumptions on the nonlinear term, we prove the existence of a global attractor for fixed diffusion and that the limiting attractor for large diffusion is finite dimensional.…”
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1255
A Novel Analytical Technique to Obtain Kink Solutions for Higher Order Nonlinear Fractional Evolution Equations
Published 2014-01-01“…A generalized fractional complex transform is appropriately used to convert this equation to ordinary differential equation which subsequently resulted in a number of exact solutions.…”
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1256
Sensitivity Analysis of a Physiochemical Interaction Model Undergoing Changes in the Initial Condition and Duration of Experiment Time
Published 2013-07-01“…The mathematical modelling of physiochemical interactions in the framework of industrial and environmental physics usually relies on an initial value problem which is described by a single first order ordinary differential equation. In this analysis, we will study the sensitivity analysis due to a variation of the initial condition and experimental time. …”
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1257
Symmetry Analysis, Invariant Solutions, and Conservation Laws of Fractional KdV-Like Equation
Published 2022-01-01“…With the aid of infinitesimal symmetries, the vector fields and symmetry reductions of the equation are constructed, respectively; as a result, the invariant solutions are acquired in one case; we show that the KdV-like equation can be reduced to a fractional ordinary differential equation (FODE) which is connected with the Erdélyi-Kober functional derivative; for this kind of reduced form, we use the power series method for extracting the explicit solutions in the form of power series solution. …”
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1258
Bifurcations of Tumor-Immune Competition Systems with Delay
Published 2014-01-01“…A tumor-immune competition model with delay is considered, which consists of two-dimensional nonlinear differential equation. The conditions for the linear stability of the equilibria are obtained by analyzing the distribution of eigenvalues. …”
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1259
The Generalized Hermite Spectral Method Combined with Laplace Transform for Solution of the Time Fractional Fokker–Planck Equation
Published 2024-01-01“…By the Laplace transform, the ordinary differential equation about the orthogonal expansion coefficient is transformed into a linear algebraic equation system, with the coefficient matrix being a tridiagonal lower triangular matrix. …”
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1260
New Applications of a Kind of Infinitesimal-Operator Lie Algebra
Published 2016-01-01“…Applying some reduced Lie algebras of Lie symmetry operators of a Lie transformation group, we obtain an invariant of a second-order differential equation which can be generated by a Euler-Lagrange formulism. …”
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