This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic di↵erential equations with random coe cients. Similar to Gao & Liu [19], this extends the corresponding results collected in Freidlin & Wentzell [18]. However, we use a di↵erent line of argument, adapting the PDE method of Fleming [14] and Evans & Ishii [10] to the pathdependent case, by using b...

The method of modi®ed equations is studied as a technique for the analysis of ®nite di€erence equations. The non-uniqueness of the modi®ed equation of a di€erence method is stressed and three kinds of modi®ed equations are introduced. The ®rst modi®ed or equivalent equation is the natural pseudo-di€erential operator associated to the original numerical method. Linear and nonlinear combinations ...

We investigate the derivation and the mathematical properties of a Saint-Venant model with an energy equation and with temperature-dependent transport coe±cients. These equations model shallow water °ows as well as thin viscous sheets over °uid substrates like oil slicks, atlantic waters in the Strait of Gilbraltar or °oat glasses. We exhibit an entropy function for the system of partial di®ere...

T he work presented in this paper intends to apply neuro-fuzzy methods for the modeling and prediction on trac intensity of digital video sources which are coded with hybrid Motion Compensation/Di€erential Pulse Code Modulation/Discrete Cosine Transform (MC/DPCM/DCT) algorithm. Although current coding standards recommend constant bit rate (CBR) output by means of a smoothing bu€er, the hybrid ...

Adomian decomposition method has been applied to solve many functional equations so far. In this article, we have used this method to solve the fuzzy differential equation under generalized differentiability. We interpret a fuzzy differential equation by using the strongly generalized differentiability. Also one concrete application for ordinary fuzzy differential equation with fuzzy input data...

this paper presents a comparison between variational iteration method (vim) and modfied variational iteration method (mvim) for approximate solution a system of volterra integral equation of the first kind. we convert a system of volterra integral equations to a system of volterra integro-di®erential equations that use vim and mvim to approximate solution of this system and hence obtain an appr...

A system of a parabolic partial di erential equation coupled with ordinary di erential inclusions that arises from a closed-loop control problem for a thermodynamic process governed by the Allen-Cahn di usion reaction model is studied. A feedback law for the closed-loop control is proposed and implemented in the case of a nite number of control devices located inside the process domain basing o...

| Tsirelson's stochastic di erential equation is called \celebrated and mysterious" by Rogers and Williams bd16ce. This note aims at making it a little more celebrated and a little less mysterious. Using a deterministic time-change, we translate the study of Tsirelson's equation into the study of \eternal" Brownian motion on the circle. This allows us to show that the ltration generated by any ...

generalized solution on neumann problem of the fourth order ordinary dierential equation in space w2 (0; b) has been discussed , we obtain the condition on b.v.p when the solution is in classical form. formulation of quintic spline function has been derived and the consistency relations are given.numerical method,based on quintic spline approximation has been developed. spline solution of the...

in this paper, a three dimensional mathematical model for htlv-1infection with intracellular delay and immune activation delay is investigated.by applying the frequency domain approach, we show that time delays candestabilize the ham/tsp equilibrium, leading to hopf bifurcations and sta-ble or unstable periodic oscillations. at the end, numerical simulations areillustrated.