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1781
Pricing multi-asset financial derivatives with time-dependent parameters—Lie algebraic approach
Published 2002-01-01“…Exploiting the dynamical symmetry of the pricing partial differential equations of the financial derivatives, the new method enables us to derive analytical closed-form pricing formulae very straightforwardly. …”
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1782
A Family of Novel Exact Solutions to 2+1-Dimensional KdV Equation
Published 2014-01-01“…We introduce two subequations with different independent variables for constructing exact solutions to nonlinear partial differential equations. In order to illustrate the efficiency and usefulness, we apply this method to 2+1-dimensional KdV equation, which was first derived by Boiti et al. (1986) using the idea of the weak Lax pair. …”
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1783
Calculation of pipe bend and tension in case of fluid velocity pulsation
Published 2000-12-01“… The mathematical model of a bend pipe with a flowing fluid at a fluid pulsation was created. By solving differential equations, an analytical expression of solution is received, which may be well used for calculation of normal tension of the pipe at different ground load quantities and flow velocity pulsation. …”
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1784
Dynamic Behaviors of an SEIR Epidemic Model in a Periodic Environment with Impulse Vaccination
Published 2014-01-01“…By applying Floquet theory and the comparison theorem of impulsive differential equations, a threshold parameter which determines the extinction or persistence of the disease is presented. …”
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1785
New Results for Multipoint Singular Boundary Value Problems on a Measure Chain
Published 2014-01-01“…We study the existence and uniqueness of positive solutions for a class of singular m-point boundary value problems of second order differential equations on a measure chain. A sharper sufficient condition for the existence and uniqueness of Crd1[0,T] positive solutions as well as Crd1[0,T] positive solutions is obtained by the technique of lower and upper solutions and the maximal principle theorem.…”
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1786
New Neumann System Associated with a 3 × 3 Matrix Spectral Problem
Published 2014-01-01“…As an application, solutions of the first nontrivial equation related to the 3 × 3 matrix spectral problem are decomposed into solving two compatible Hamiltonian systems of ordinary differential equations.…”
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1787
A therapy inactivating the tumor angiogenic factors
Published 2012-11-01“…This paper is devoted to a nonlinear system of partial differential equations modeling the effect of an anti-angiogenic therapy based on an agent that binds to the tumor angiogenic factors. …”
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1788
On Stability of Nonautonomous Perturbed Semilinear Fractional Differential Systems of Order α∈(1,2)
Published 2018-01-01“…We study the Mittag-Leffler and class-K function stability of fractional differential equations with order α∈(1,2). We also investigate the comparison between two systems with Caputo and Riemann-Liouville derivatives. …”
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1789
The Small Time Asymptotics of SPDEs with Reflection
Published 2014-01-01“…We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. …”
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1790
Quasilinearization for the Boundary Value Problem of Second-Order Singular Differential System
Published 2013-01-01“…We study the boundary value problems of second-order singular differential equations. At first, we reduce the BVPs to initial value problems of first-order singular integrodifferential equations and then we employ the quasilinearization method in studying the IVPs and obtain two monotone iterative sequences, which converge uniformly and quadratically to the unique solution of the IVPs. …”
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1791
Modular multilevel converter periodic trajectory determination — A generic Fourier-based collocation method
Published 2025-03-01“…In the case of the MMC, the periodic trajectory determination is challenging due to nonlinearity and delays in the differential equations, in particular when control dynamics are taken into account. …”
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1792
Design of Morlet Wavelet Neural Networks for Solving the Nonlinear Van der Pol–Mathieu–Duffing Oscillator Model
Published 2025-01-01“…We develop an MWNN-based fitness function to predict the dynamic behavior of nonlinear Vd-PM-DO differential equations. Then, we apply a novel hybrid approach combining WCA and ABC to optimize this fitness function, and determine the optimal weight and biases for MWNN. …”
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1793
Fast Attitude Maneuver of a Flexible Spacecraft with Passive Vibration Control Using Shunted Piezoelectric Transducers
Published 2019-01-01“…To simplify the analysis, the nonlinear ordinary differential equations of motion are then obtained using the assumed mode method. …”
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1794
Parameter estimation in a structured erythropoiesis model
Published 2008-09-01“…We develop a numerical method for estimating parameters in astructured erythropoiesis model consisting of a nonlinear system ofpartial differential equations. Convergence theory for the computedparameters is provided. …”
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1795
Positive Solutions of a Generalized Nonautonomous Fractional Differential System
Published 2022-01-01“…In this work, we investigate the existence and uniqueness of positive solutions to a system of nonautonomous fractional differential equations. The fractional derivative of the system at hand is ψ- Riemann–Liouville fractional derivative. …”
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1796
New Modification on Heun’s Method Based on Contraharmonic Mean for Solving Initial Value Problems with High Efficiency
Published 2020-01-01“…In this paper, small modification on Improved Euler’s method (Heun’s method) is proposed to improve the efficiency so as to solve ordinary differential equations with initial condition by assuming the tangent slope as an average of the arithmetic mean and contra-harmonic mean. …”
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1797
Calculation of bending deflection and stresses of a pipe with flowing fluid in the case of variable ground load
Published 1999-12-01“…Using the methods of approximate solutions of differential equations, the analytical pipe bend dynamic expressions were given at the case, when the ground load minimises exponentially. …”
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1798
Application of Conformable Sumudu Decomposition Method for Solving Conformable Fractional Coupled Burger’s Equation
Published 2021-01-01“…It is an approximate analytical method, which can be used to solve linear and nonlinear partial differential equations. In this work, one-dimensional conformable functional Burger’s equation has been solved by applying conformable double Sumudu decomposition. …”
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1799
A New Fractional Representation of the Higher Order Taylor Scheme
Published 2024-01-01“…In this work, we suggest a new numerical scheme called the fractional higher order Taylor method (FHOTM) to solve fractional differential equations (FDEs). Using the generalized Taylor’s theorem is the fundamental concept of this approach. …”
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1800
Existence and Stability of Square-Mean S-Asymptotically Periodic Solutions to a Fractional Stochastic Diffusion Equation with Fractional Brownian Motion
Published 2020-01-01“…In this paper, a generalized Gronwall inequality is demonstrated, playing an important role in the study of fractional differential equations. In addition, with the fixed-point theorem and the properties of Mittag–Leffler functions, some results of the existence as well as asymptotic stability of square-mean S-asymptotically periodic solutions to a fractional stochastic diffusion equation with fractional Brownian motion are obtained. …”
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