منابع مشابه
Computer algebra derives normal forms of stochastic differential equations
Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term dynamics from undesirably detailed microscale dynamics. I aim to explore normal forms of stochastic differential equations when the dynamics has both slow modes and quickly decaying modes. The thrust is to derive normal forms useful for macroscopic...
متن کاملglobal results on some nonlinear partial differential equations for direct and inverse problems
در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...
Solving Trace Equations Using Lexicographical Normal Forms
Very recently, the second author showed that the question whether an equation over a trace monoid has a solution or not is decid-able 11,12]. In the original proof this question is reduced to the solv-ability of word equations with constraints, by induction on the size of the commutation relation. In the present paper we give another proof of this result using lexicographical normal forms. Our ...
متن کاملNormal forms for parabolic Monge-Ampère equations
We find normal forms for parabolic Monge-Ampère equations. Of these, the most general one holds for any equation admitting a complete integral. Moreover, we explicitly give the determining equation for such integrals; restricted to the analytic case, this equation is shown to have solutions. The other normal forms exhaust the different classes of parabolic Monge-Ampère equations with symmetry p...
متن کاملNormal Forms for Stochastic Diierential Equations
We address the following problem from the intersection of dynamical systems and stochastic analysis: Two SDE dxt = P m j=0 fj (xt) dW j t and dxt = P m j=0 gj(xt)dW j t in R d with smooth coeecients satisfying fj (0) = gj(0) = 0 are said to be smoothly equivalent if there is a smooth random diieomorphism (coordinate transformation) h(!) with h(!; 0) = 0 and Dh(!; 0) = id which conjugates the co...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1925
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1925-1501294-x