نتایج جستجو برای: nonlinear stochastic differential equations

تعداد نتایج: 742544  

Journal: :iranian journal of fuzzy systems 2015
m. mosleh m. otadi

in this paper, we use parametric form of fuzzy number, then aniterative approach for obtaining approximate solution for a classof nonlinear fuzzy fredholmintegro-differential equation of the second kindis proposed. this paper presents a method based on newton-cotesmethods with positive coefficient. then we obtain approximatesolution of the nonlinear fuzzy integro-differential equations by an it...

The nonlinear bending behavior of sector graphene sheets is studied subjected to uniform transverse loads resting on a Winkler-Pasternak elastic foundation using the nonlocal elasticity theory. Considering the nonlocal differential constitutive relations of Eringen theory based on first order shear deformation theory and using the von-Karman strain field, the equilibrium partial differential eq...

2012
Shishi Luo Michael Reed

Stochastic processes and differential equations provide a rich source of tractable objects for capturing the dynamics of complex systems. In my research, I work closely with mathematicians (Jonathan Mattingly, Michael Reed, and other members of the Duke Math Department) as well as biologists (Katia Koelle’s research group) to use these objects to understand important biological questions: • Evo...

Journal: :SIAM J. Control and Optimization 2008
Federica Masiero

We consider stochastic optimal control problems in Banach spaces, related to nonlinear controlled equations with dissipative non linearity. These problems are treated via the backward stochastic differential equations approach, that allows also to solve in mild sense Hamilton Jacobi Bellman equations in Banach spaces. We apply the results to controlled stochastic heat and wave equations with co...

E. B. Jamkhaneh R. Farnoush R. Rezaeyan

In this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. The filtering problem have animportant role in the theory of stochastic differential equations(SDEs). In thisarticle, we present an application of the continuous Kalman-Bucy filter for a RLcircuit. The deterministic model of the circuit is replaced by a stochastic model byadding a ...

Journal: :journal of electrical and computer engineering innovations 2013
r. hajmohammadi h. nasirisoloklo m.m. farsangi

in this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. the sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. then, the newton-raphson method is used for solving these sets of algebraic equations. to present ability ...

The spline collocation method  is employed to solve a system of linear and nonlinear Fredholm and Volterra integro-differential equations. The solutions are collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. We obtain the unique solution for linear and nonlinear system $(nN+3n)times(nN+3n)$ of integro-differential equations. This approximation reduces th...

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