In this paper, a numerical method is presented for proving the existence and inclusion of connecting orbits of continuous dynamical systems described by parameterized nonlinear ordinary di erential equations. Taking a certain second order nonlinear ordinary di erential equaiton as an example, the existence of homoclinic bifurcation points is proved by the method.

The e¢ cient and accurate calculation of sensitivities of the price of …nancial derivatives with respect to perturbations of the parameters in the underlying model, the so called ‘Greeks’, remains a great practical challenge in the derivative industry. This is true regardless of whether methods for partial di¤erential equations or stochastic di¤erential equations (Monte Carlo techniques) are be...

Comparative analysis of two ideologically distinct approaches in the theory of fuzzy di"erential equations is given. Domains of applications, advantages and shortcomings of those approaches are described. New de2nitions of solutions to fuzzy di"erential equations are proposed. c © 2002 Elsevier Science B.V. All rights reserved.

In this survey we recall the results obtained in [16] where we gave a representation theorem for the solutions of stochastic di¤erential equations in Hilbert spaces. Using this representation theorem and the deterministic characterizations of exponential stability and uniform observability obtained in [16], [17], we will prove a result of Datko type concerning the exponential dichotomy of stoch...

Abstract This paper deals with the wavelet regularization for ill-posed problems involving linear constant-coefficient pseudo-differential operators. We concentrate on solving equations these operators, which are behaving badly in theory and practice. Since a wide range of inverse mathematical physics can be described rewritten by language it has gathered significant attention literature. Based...

This paper concerns a new type of approximant for series analysis. By incorporating linear recurrence techniques, such as are involved with second order di erential approximants, algebraic approximants can be extended to nonlinear di erential approximants. The discussion of nonlinearities is constrained by discussing approximants just one step removed from second order algebraic approximants. T...

in this paper, modication of the optimal homotopy asymptotic method (moham) is appliedupon singular initial value lane-emden type equations and results are compared with the available exactsolutions. the modied algorithm give the exact solution for dierential equations by using one iterationonly.

We present an extension of the lambda-calculus with di erential constructions. We state and prove some basic results (con uence, strong normalization in the typed case), and also a theorem relating the usual Taylor series of analysis to the linear head reduction of lambda-calculus.