نتایج جستجو برای: stochastic di erential equation

تعداد نتایج: 596518  

1995
Eitan Altman Vladimir Gaitsgory

We consider in this paper a continuous time stochastic hybrid system with a nite time horizon, controlled by two players with opposite objectives (zero-sum game). Player one wishes to maximize some linear function of the expected state trajectory, and player two wishes to minimize it. The state evolves according to a linear dynamics. The parameters of the state evolution equation may change at ...

Journal: :journal of mahani mathematical research center 0
elham shamsara department of applied mathematics, faculty of mathematical sciences, ferdowsi university of mashhad (fum), mashhad, iran. zahra afsharnezhad department of applied mathematics, faculty of mathematical sciences, ferdowsi university of mashhad (fum), mashhad, iran. jamal shamsara pharmaceutical research center, school of pharmacy, mashhad university of medical sciences, mashhad, iran.

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.

Journal: :Computers & Mathematics with Applications 2014
Benny Y. C. Hon Robert Schaback M. Zhong

1. Introdu tion. There are plenty of appli ation papers in whi h kernels or radial basis fun tions are su essfully used for solving partial di erential equations by meshless methods. The usage of kernels is typi ally based on spatial interpolation at s attered lo ations, writing the trial fun tions entirely in terms of nodes [2℄. For stationary partial di erential equations, the dis retization ...

Journal: :J. Symb. Comput. 2001
Gerardo Lafferriere George J. Pappas Sergio Yovine

Symbolic Reachability Computation for Families of Linear Vector Fields Gerardo Lafferriere Department of Mathematical Sciences Portland State University, P.O. Box 751, Portland, OR 97207-0751. [email protected] George J. Pappas Department of Electrical Engineering University of Pennsylvania, 200 South 33rd Street, Philadelphia, PA 19104. [email protected] Sergio Yovine VERIMAG Centre Equat...

Journal: :نظریه تقریب و کاربرد های آن 0
khalid aboodh department of mathematics omdurman islamic university (http: //www. fst. oiu. edu. sd) sudan

here, a new method called aboodh transform homotopy perturbation method(athpm) is used to solve nonlinear partial di erential equations, we presenta reliable combination of homotopy perturbation method and aboodh transformto investigate some nonlinear partial di erential equations. the nonlinearterms can be handled by the use of homotopy perturbation method. the resultsshow the eciency of this...

2012
Nicolas Perrin

The Poisson-Boltzmann (PB) equation describes the electrostatic potential of a biomolecular system composed by a molecule in a solvent. The electrostatic potential is involved in biomolecular models which are used in molecular simulation. In consequence, nding an e cient method to simulate the numerical solution of PB equation is very useful. As a rst step, we establish in this paper a probabil...

1995
Moody T Chu

The di erential equation dX dt X k X where k is a Toeplitz annihilator has been suggested as a means to solve the inverse Toeplitz eigenvalue problem Starting with the diagonal matrix whose entries are the same as the given eigenvalues the solution ow has been observed numerically to always converge a symmetric Toeplitz matrix as t This paper is an attempt to understand the dynamics involved in...

2009
SÉBASTIEN BOYAVAL

In this work, we develop a reduced-basis approach for the e cient computation of parametrized expected values, for a large number of parameter values, using the control variate method to reduce the variance. Two algorithms are proposed to compute online, through a cheap reduced-basis approximation, the control variates for the computation of a large number of expectations of a functional of a p...

2010
Isabelle Greff

We develop the non-di erentiable embedding theory of di erential operators and Lagrangian systems using a new operator on non-di erentiable functions. We then construct the corresponding calculus of variations and we derive the associated non-di erentiable Euler-Lagrange equation, and apply this formalism to the study of PDE's. First, we extend the characteristics method to the non-di erentiabl...

2006
Ritesh V. Krishna Sara Kalvala Ashutosh Trivedi Nikolaos Papanikolaou

Biochemical pathways have traditionally been modeled using ordinary di erential equations (ODEs), and this approach has resulted in a huge knowledge-base of inter-species interaction mechanisms found in biological systems. However, di erential equation based modeling has a few disadvantages and it has been argued that a new perspective of a system can be derived by looking at its stochastic var...

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