Search results for "Differential equation"
showing 10 items of 759 documents
Maximale Konvergenzordnung bei der numerischen Lösung von Anfangswertproblemen mit Splines
1982
In [10] a general procedureV is presented to obtain spline approximations by collocation for the solutions of initial value problems for first order ordinary differential equations. In this paper the attainable order of convergence with respect to the maximum norm is characterized in dependence of the parameters involved inV; in particular the appropriate choice of the collocation points is considered.
A Computational Technique for Solving Singularly Perturbed Delay Partial Differential Equations
2021
Abstract In this work, a matrix method based on Laguerre series to solve singularly perturbed second order delay parabolic convection-diffusion and reaction-diffusion type problems involving boundary and initial conditions is introduced. The approximate solution of the problem is obtained by truncated Laguerre series. Moreover convergence analysis is introduced and stability is explained. Besides, a test case is given and the error analysis is considered by the different norms in order to show the applicability of the method.
On the stability of spline-collocation methods of multivalue type
1987
In this paper the general classV of spline-collocation methods for first order systems of ordinary differential equations is investigated. The methods can in part be regarded as so-called multivalue methods. This type contains the generalized singly-implicit methods treated by Butcher.
A-stable spline-collocation methods of multivalue type
1989
In this paper the general classV of spline-collocation methods presented by Multhei is investigated. The methods ofV approximate solutions of first order initial value problems. ClassV contains as subclass the methods of so-called multivalue type, and in particular contains the generalized singly-implicit methods treated by Butcher.
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
ORGANIZED LEARNING MODELS (PURSUER CONTROL OPTIMISATION)
1983
Abstract The concept of Organized Learning is defined, and some random models are presented. For Not Transferable Learning, it is necessary to start from an instantaneous learning; by a discrete way, we must form a stochastic model considering the probability of each path; with a continue aproximation, we can study the evolution of the internal state through to consider the relative and absolute probabilities, by means of differential equations systems. For Transferable Learning, the instantaneous learning give us directly the System evolution. So, the Algoritmes for the different models are compared.
Tractional Motion Machines: Tangent-Managing Planar Mechanisms as Analog Computers and Educational Artifacts
2012
Concrete and virtual machines play a central role in the both Unconventional Computing (machines as computers) and in Math Education (influence of artifacts on reaching/producing abstract thought). Here we will examine some fallouts in these fields for the Tractional Motion Machines, planar mechanisms based on some devices used to plot the solutions of differential equations by the management of the tangent since the late 17th century.
A Method of Three-Dimensional Visualization of Molecular Processes of Apoptosis
2014
Apoptosis or programmed cell death plays an important role in many physiological states and diseases. Detection of apoptotic cells, tracing the development of apoptosis, drug development and regulation of apoptosis are an important parts of basic research in medicine. A large number of models have been developed that are based on the differential equations of the chemical kinetics, and can be expressed in a uniform notation using some XML-based languages, such as SBML and CellML. We describe the CellML and the simulation environment OpenCell herein. These tools can display models schematically and output results in the form of graphs showing time dependencies of component concentrations. Ho…
Fuzzy Control of Uncertain Nonlinear Systems with Numerical Techniques: A Survey
2019
This paper provides an overview of numerical methods in order to solve fuzzy equations (FEs). It focuses on different numerical methodologies to solve FEs, dual fuzzy equations (DFEs), fuzzy differential equations (FDEs) and partial fuzzy differential equations (PFDEs). The solutions which are produced by these equations are taken to be the controllers. This paper also analyzes the existence of the roots of FEs and some important implementation problems. Finally, several examples are reviewed with different methods.
Integrability of an inhomogeneous nonlinear Schrödinger equation in Bose–Einstein condensates and fiber optics
2010
In this paper, we investigate the integrability of an inhomogeneous nonlinear Schrödinger equation, which has several applications in many branches of physics, as in Bose-Einstein condensates and fiber optics. The main issue deals with Painlevé property (PP) and Liouville integrability for a nonlinear Schrödinger-type equation. Solutions of the integrable equation are obtained by means of the Darboux transformation. Finally, some applications on fiber optics and Bose-Einstein condensates are proposed (including Bose-Einstein condensates in three-dimensional in cylindrical symmetry).