نتایج جستجو برای: stochastic di erential equation

تعداد نتایج: 596518  

2016
Joseph G. Arthur Hien T. Tran Philip Aston

Methodologies are presented for assessing the feasibility of parameter estimation in nonlinear ordinary di erential equation (ODE) models. These methods are applied to a recent model for hepatitis C viral dynamics. Subset selection is performed on themodel parameters, andmaximum likelihood estimation is conducted using available data from the literature.

2013
Jong-Shi Pang

Title: Stochastic Di↵erential Games and Intricacy of Information Structures Author: Tamer Başar (University of Illinois at Urbana-Champaign, [email protected]) Coauthor(s): Abstract: In spite of decades long past research activity on stochastic di↵erential games, there still remain some outstanding fundamental questions on existence, uniqueness, and characterization of non-cooperative equilib...

Journal: :Applied Mathematics and Computation 1999
Francisco R. Villatoro Juan I. Ramos

The equivalent, second equivalent and (simply) modi®ed equations for the implicit midpoint rule are shown to be asymptotically equivalent in the sense that an asymptotic analysis of these equations with the time step size as small parameter yields exactly the same results; for linear problems with constant coecients, they are also equivalent to the original ®nite di€erence scheme. Straightforw...

1995
S. Pepin

The present work is an extension of a previous study of the nucleonnucleon interaction based on the chromo-dielectric soliton model. The former approach was static, leading to an adiabatic potential. Here we perform a dynamical study in the framework of the Generator Coordinate Method. In practice, we derive an approximate Hill-Wheeler di erential equation and ob-

1999
Marek Polák

ABSTRACT: In this paper we brie y describe the interaction of high power laser beam with metal material and its application in the engineering industry. We involve the mathematical model using the nite element method to solve the corresponding partial di erential equation of heat transfer numerically. For application in a laser industry we present results of some examples of heat eld distribution.

2007
Wei Yu Bosco Leung

Wei Yu, Bosco Leung, Senior Member, IEEE Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1 Abstract| Distortion and noise due in a bottom-plate sampling mixer is analyzed. The method of Volterra series is applied in the analysis of harmonic distortion, which combines the e ects of continuous time, time varying, and sampling distortions....

2001
Kazuki Nishi

An Optimal lter for extracting quasi-periodic signals such as a voiced speech or instrumental sound from the noise-corrupted observation are proposed. They are derived through the Kalman-Bucy lter analysis in which the dynamics of amplitude and pitch uctuations are described through Itô stochastic di erential equations. The Laplace analysis to the lter equation leads to three types of comb lter...

2005
Katalin Balla

For linear di erential algebraic equations of tractability index the notion of the adjoint equation is analysed in full detail Its solvability is shown at the lowest possible smoothness The fundamental matrices of both equations are de ned and their relationships are characterized

Journal: :journal of linear and topological algebra (jlta) 0
s. p mondal department of mathematics, national institute of technology, agartala, jirania-799046, tripura, india t. k roy department of mathematics, indian institute of engineering science and technology, shibpur, howrah-711103, west bengal, india

in this paper the solution of a second order linear di erential equations with intu-itionistic fuzzy boundary value is described. it is discussed for two di erent cases: coecientis positive crisp number and coecient is negative crisp number. here fuzzy numbers aretaken as generalized trapezoidal intutionistic fuzzy numbers (gtrifns). further a numericalexample is illustrated.

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