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[PDF] Top 20 Asymptotic Forms and Algebraic Differential equations

Has 10000 "Asymptotic Forms and Algebraic Differential equations" found on our website. Below are the top 20 most common "Asymptotic Forms and Algebraic Differential equations".

Asymptotic Forms and Algebraic Differential equations

Asymptotic Forms and Algebraic Differential equations

... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet

11

Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear Partial Differential Equations

Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear Partial Differential Equations

... April 8, 2018 Abstract Discrete time hedging produces a residual risk, namely, the tracking error. The major problem is to get valuation/hedging policies minimizing this error. We evaluate the risk between trading dates ... Voir le document complet

36

On the asymptotic behaviour and oscillation of the solutions of certain differential equations and systems with delay

On the asymptotic behaviour and oscillation of the solutions of certain differential equations and systems with delay

... dierential equations of second order has also attracted an attention, see for instance the books of Bogolyubov and Mitropolski Méthodes asympto- tiques en théorie des oscillations non linéaires", ... Voir le document complet

72

Determinability and state estimation for switched differential-algebraic equations

Determinability and state estimation for switched differential-algebraic equations

... of algebraic equations (static relations) in the description of the system because of which the state trajectories can only evolve on the sets defined by the algebraic equations of the active ... Voir le document complet

18

Loop equations from differential systems

Loop equations from differential systems

... loop equations can be generalized beyond the context of matrix models, just as a set of algebraic relationships among the W n ...loop equations in the case g = sl 2 (C) on the Riemann ...cases, ... Voir le document complet

21

Unfolded singularities of analytic differential equations

Unfolded singularities of analytic differential equations

... [Ec]), and by J.-P. Ramis (cf. [Ra3]), and became one of the main tools in the local study of singularities of analytic dif- ferential ...coincide, and if extended to larger sectors, they may ... Voir le document complet

113

Counting coloured planar maps: differential equations

Counting coloured planar maps: differential equations

... indeterminate and m is the number of monochromatic edges (edges whose endpoints have the same ...j and m (with q 6= 0, ...Nevertheless, equations with one catalytic variable are much better ... Voir le document complet

44

ARES: a crude but efficient approach to adaptive time
integration for stiff Differential-Algebraic Equations

ARES: a crude but efficient approach to adaptive time integration for stiff Differential-Algebraic Equations

... −→ A good rule of thumb is to give I u a value close to that of the lower bound, which depends on the system. −→ A guess can be made from the behaviour of the system in the first timesteps : I u = I 1 and I max = ... Voir le document complet

23

Structural Analysis in Differential-Algebraic Systems and Combinatorial Optimization

Structural Analysis in Differential-Algebraic Systems and Combinatorial Optimization

... [7] and Nilsson [13] consider the SAP in relation with Modelica ...of equations of type ...analysing and de- tecting minimal bad-constrained ...fictitious equations is ...of equations ... Voir le document complet

7

Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations

Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations

... BSDEs and associated deterministic problems have been studied extensively, and innovations have been made in several ...maps, and proved that, under some continuity conditions on the coefficients, the ... Voir le document complet

40

Realization of multivariable nonlinear systems via the approaches of differential forms and differential algebra

Realization of multivariable nonlinear systems via the approaches of differential forms and differential algebra

... form and transfer function form for SISO systems is easily generalized to multi-input multi-output (MIMO) linear time-invariant systems [3]; however, the corresponding generalization to nonlinear systems has been ... Voir le document complet

33

Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

... operator and H ( p ) = jpj and for convex initial sets were studied using di erent methods by Yip ...(iii) Asymptotic problems in phase transitions We present here an example of an asymptotic ... Voir le document complet

12

Stratified discontinuous differential equations and sufficient conditions for robustness

Stratified discontinuous differential equations and sufficient conditions for robustness

... dinary differential equations for which the corresponding vector field has a set of singularities that forms a stratification of the state ...solutions and robustness with respect to external ... Voir le document complet

24

Feedback Stabilization of Switched Differential Algebraic Systems

Feedback Stabilization of Switched Differential Algebraic Systems

... Terms— Differential-algebraic equations, Mo- ments, Optimal Control, Switched Systems ...modeling and control of the dy- namics of complex systems is nowadays highly modu- larized, thus ... Voir le document complet

7

Discontinuous Initial Value Problems for Funtional Differential-Algebraic Equations of Mixed Type

Discontinuous Initial Value Problems for Funtional Differential-Algebraic Equations of Mixed Type

... purely differential systems where I is invertible and purely alge- braic systems where I = ...linear equations. By contrast, in [17] we considered smooth nonlinear algebraic equations ... Voir le document complet

58

Validated Simulation of Differential Algebraic Equations with Runge-Kutta Methods

Validated Simulation of Differential Algebraic Equations with Runge-Kutta Methods

... of algebraic variable enclosure ...state and algebraic values ...(a) and (b), it is apparent that even if state variable and algebraic variable evolves exponentially but quite ... Voir le document complet

31

Systems of Differential-Algebraic Equations Encountered in the Numerical Modeling of High-Temperature Superconductors

Systems of Differential-Algebraic Equations Encountered in the Numerical Modeling of High-Temperature Superconductors

... Similarly, we study the systems of DAE encountered in the numerical modeling of HTS devices using the FEM with edge elements for a 2-D model. We give the discretization of the equations in space and ... Voir le document complet

117

New existence and uniqueness results for fractional differential equations

New existence and uniqueness results for fractional differential equations

... In the following, we give the necessary notation and basic definitions and lem- mas which will be used in this paper. Definition 2.1: A real valued function f (t), t > 0 is said to be in the space C µ , ... Voir le document complet

10

Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

... cost, and market participants implement all the abate- ment measures whose costs are not greater than the cost of compliance ...producers and search for the existence of an equilibrium price for the ... Voir le document complet

34

Stabilized Galerkin for transient advection of differential forms

Stabilized Galerkin for transient advection of differential forms

... refinements and observe that the instabilities arising downstream of the discontinuity irremediably compromise the accuracy of the numerical solution and wreck the performance of the ...velocity and ... Voir le document complet

31

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