نتایج جستجو برای: معادله ژاکوبی jacobi equation
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We discuss from a bi-Hamiltonian point of view the Hamilton–Jacobi separability of a few dynamical systems. They are shown to admit, in their natural phase space, a quasi–bi– Hamiltonian formulation of Pfaffian type. This property allows us to straightforwardly recover a set of separation variables for the corresponding Hamilton–Jacobi equation.
In this paper, we are intend to present a numerical algorithm for computing approximate solution of linear and nonlinear Fredholm, Volterra and Fredholm-Volterra integro-differential equations. The approximated solution is written in terms of fractional Jacobi polynomials. In this way, firstly we define Riemann-Liouville fractional operational matrix of fractional order Jacobi polynomials, the...
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We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi– Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.
In this paper we study a class of optimal dividend and investment problems assuming that the underlying reserve process follows the Sparre Andersen model, that is, the claim frequency is a “renewal” process, rather than a standard compound Poisson process. The main feature of such problems is that the underlying reserve dynamics, even in its simplest form, is no longer Markovian. By using the b...
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