... ǫ −m , with arbitrary m (even of order exp ǫ −δ with δ > 0 in [ 4 , 68 , 15 ]). These results are obtained under the assumption that the frequencies are completely resonant or highly non-resonant (Diophantine-type), ...
... in nonlinear filtering of partially observed diffusion ...deterministic partialdifferential equations (PDEs) it has been proved that such expansions exist and that Richardson extrapolations can ...
... Burgers’ equation is one of the most elaborated parabolic partialdifferential equations (PDEs), which involves the effects of both nonlinear propagation and ...Burgers’ equation is a ...
... of nonlinear feedbacks were only concerning feedback functions having a polynomial growth in a neighborhood of 0 (see ...ordinary differentialequation S ′ (t) + q(S(t)) = 0 where q(x) = x − (I + p) ...
... (3b) Equation (1) is typically issued from hyperbolic partialdifferential equations with nonlinear boundary conditions [11, ...two nonlinear cracks [14]: y is then the dilatation of ...
... of nonlinearPartialDifferential Equations (PDEs) are interesting in several ...the equation (existence and/or uniqueness of a solution, ...Hamilton-Jacobi-Bellman equation that have ...
... 1. Motivation Hyperbolic PDEs such as the wave equation are known to propagate singularities, unlike parabolic (or elliptic) PDEs, whose solutions are more regular than the corresponding data. Besides, in the ...
... First, we suppose the hedging instruments are modeled by a Stochastic DifferentialEquation (SDE) with drift µ and diffusion σ. We also consider contingent claims of the form H T = h(X T ). Second, we ...
... operator and H ( p ) = jpj and for convex initial sets were studied using dierent methods by Yip [Y]. (iii) Asymptotic problems in phase transitions We present here an example of an asymptotic problem arising in phase ...
... certain nonlinear dispersive equations present a remarkable behavior: they can be decomposed in a radiative component and a soliton ...the nonlinear and dispersive effects, which generates one or more ...
... When Λ = 0, PDEs of the type (1.1) are non-linear generalizations of the Fokker-Planck equation. In that case, solutions v of (1.1) are in general conservative in the sense that R R v(t, x)dx is constant in t, so ...
... Schrödinger equation without using transmutation techniques, in the case of a cascade system of two equations with one control force, using Carleman ...some nonlinear variants, thanks to the fictitious ...
... 1-D nonlinear hyperbolic partial-differential equations with closed-loop in- tegral controllers, when the linear frequency analysis cannot be used ...general nonlinear transport ...
... MULTIPOINT PROBLEM WITH EQUIDISTANT NODES FOR PARTIALDIFFERENTIAL EQUATIONS IRYNA KLYUS AND INNA KUDZINOVS’KA Abstract. Correctness of the problem with multipoint conditions in time variable and frequency ...
... In the last decade a new geostatistical modelling paradigm based on these considerations (either explic- itly or implicitly) has been developed. It is called the SPDE Approach. It has arisen from the needs of the ...
... Stochastic PartialDifferential Equa- tion (SPDE) approach in ...diffusion equation, the Heat equation, some Langevin equations and the Wave ...evolution equation with initial ...
... 29. P. Rapha¨ el, On the blow up phenomenon for the L 2 critical non linear Schr¨ odinger equation, Lectures on nonlinear dispersive equations, GAKUTO Internat. Ser. Math. Sci. Appl., vol. 27, Gakk¯ otosho, ...
... DEPENDENT PARTIALDIFFERENTIAL EQUATIONS LORENZO PARESCHI ∗ AND THOMAS REY † ...involve partialdifferential equations which admits nontrivial steady state ...dependent partial ...
... ordinary differential equations (ODEs) some- times involves a large number of variables and parameters, which makes the analysis of these models ...delay differential equations (DDEs) helps to describe the ...