Search results for " partial differential equations"
showing 10 items of 43 documents
Mean-field games and two-point boundary value problems
2014
A large population of agents seeking to regulate their state to values characterized by a low density is considered. The problem is posed as a mean-field game, for which solutions depend on two partial differential equations, namely the Hamilton-Jacobi-Bellman equation and the Fokker-Plank-Kolmogorov equation. The case in which the distribution of agents is a sum of polynomials and the value function is quadratic is considered. It is shown that a set of ordinary differential equations, with two-point boundary value conditions, can be solved in place of the more complicated partial differential equations associated with the problem. The theory is illustrated by a numerical example.
Stochastic Differential Equations
2020
Stochastic differential equations describe the time evolution of certain continuous n-dimensional Markov processes. In contrast with classical differential equations, in addition to the derivative of the function, there is a term that describes the random fluctuations that are coded as an Ito integral with respect to a Brownian motion. Depending on how seriously we take the concrete Brownian motion as the driving force of the noise, we speak of strong and weak solutions. In the first section, we develop the theory of strong solutions under Lipschitz conditions for the coefficients. In the second section, we develop the so-called (local) martingale problem as a method of establishing weak so…
Global integrability of the gradients of solutions to partial differential equations
1994
On ordinary differential equations with interface conditions
1968
Linear Systems Excited by Polynomials of Filtered Poission Pulses
1997
The stochastic differential equations for quasi-linear systems excited by parametric non-normal Poisson white noise are derived. Then it is shown that the class of memoryless transformation of filtered non-normal delta correlated process can be reduced, by means of some transformation, to quasi-linear systems. The latter, being excited by parametric excitations, are frst converted into ltoˆ stochastic differential equations, by adding the hierarchy of corrective terms which account for the nonnormality of the input, then by applying the Itoˆ differential rule, the moment equations have been derived. It is shown that the moment equations constitute a linear finite set of differential equatio…
Solutions to the 1-harmonic flow with values into a hyper-octant of the N-sphere
2013
Abstract We announce existence results for the 1-harmonic flow from a domain of R m into the first hyper-octant of the N -dimensional unit sphere, under homogeneous Neumann boundary conditions. The arguments rely on a notion of “geodesic representative” of a BV-vector field on its jump set.
THE 1-HARMONIC FLOW WITH VALUES IN A HYPEROCTANT OF THE N-SPHERE
2014
We prove the existence of solutions to the 1-harmonic flow — that is, the formal gradient flow of the total variation of a vector field with respect to the [math] -distance — from a domain of [math] into a hyperoctant of the [math] -dimensional unit sphere, [math] , under homogeneous Neumann boundary conditions. In particular, we characterize the lower-order term appearing in the Euler–Lagrange formulation in terms of the “geodesic representative” of a BV-director field on its jump set. Such characterization relies on a lower semicontinuity argument which leads to a nontrivial and nonconvex minimization problem: to find a shortest path between two points on [math] with respect to a metric w…
Approximate analytic and numerical solutions to Lane-Emden equation via fuzzy modeling method
2012
Published version in the journal: Mathematical Problems in Engineering. Also available from the publisher: http://dx.doi.org/10.1155/2012/259494 A novel algorithm, called variable weight fuzzy marginal linearization VWFML method, is proposed. Thismethod can supply approximate analytic and numerical solutions to Lane-Emden equations. And it is easy to be implemented and extended for solving other nonlinear differential equations. Numerical examples are included to demonstrate the validity and applicability of the developed technique.
Propagation of plane and cylindrical waves in turbulent superfluid helium
2014
In this paper, the equations that govern the propagation of plane and cylindrical waves in turbulent superfluid solutions in some simplified cases are determined.
Rotationally symmetric 1-harmonic flows from D2 TO S 2: Local well-posedness and finite time blowup
2010
The 1-harmonic flow from the disk to the sphere with constant Dirichlet boundary conditions is analyzed in the case of rotational symmetry. Sufficient conditions on the initial datum are given, such that a unique classical solution exists for short times. Also, a sharp criterion on the boundary condition is identified, such that any classical solution will blow up in finite time. Finally, nongeneric examples of finite time blowup are exhibited for any boundary condition.