Equations system and approximations
Numerical approximations to the stationary solutions of stochastic differential equations
... Loughborough University Doctoral Thesis are generalizations of those from deterministic systems, considering the effects of the embedded noise. Fixed point in deterministic systems has a counterpart in the theory of ...
117
Markov chain approximations to filtering equations for reflecting diffusion processes
... a system of ordinary di)erential equa- tions (ODEs) parameterized by the observation process or, when combined with the Kallianpur–Striebel formula, provide a method of calculating a discretized approxi- mation to ...
20
Galerkin approximations for the optimal control of nonlinear delay differential equations
... 6D-GK system allows for a control synthesis that is nearly optimal by comparison with that synthesized from the 12D-GK system; ...2D-GK system leads to a substantially higher cost ...GK system ...
30
Galerkin approximations with embedded boundary conditions for retarded delay differential equations
... Finite-dimensional approximations are developed for retarded delay differential equations ...DDE system is equivalently posed as an initial–boundary value problem con- sisting of hyperbolic partial ...
14
Finite difference approximations of multidimensional unsteady convection-diffusion-reaction equations
... MGMRES iterative solver was used to solve the linear system of equations and I did not experience any problems. 4.1. Test 1 The first example is the advection–diffusion–reaction equation where the reaction ...
19
Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations
... Kampen system size expansion, the presented results are not a step-by-step modelling pro- cedure in the sense that, via a constructive limiting procedure, a microscopic model yields a deterministic or stochastic ...
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Mean square numerical approximations to random periodic solutions of stochastic differential equations
... Then we obtain the graphs for numerical approximations to random periodic solutions in the time interval [, ] as Figures and , respectively. As we see there exist random periodic phenomena with period τ = π ...
17
Energy transfer in structured and unstructured environments: Master equations beyond the Born-Markov approximations
... dimer system beyond weak system-environment ...important system-environment correlations for EET in the presence of both underdamped and overdamped environments, agreeing perfectly with numerically ...
15
Carleman estimates and controllability results for fully-discrete approximations of 1-D parabolic equations
... represent system (5) in a more compact way and also will help us to use later a formalism (differentiation, integration by parts, and so on) as close as possible to the continuous ...
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Modeling electrocortical activity through improved local approximations of integral neural field equations
... (Dated: October 3, 2007) Neural field models of firing rate activity typically take the form of integral equations with space- dependent axonal delays. Under natural assumptions on the synaptic connectivity we ...
9
Error Estimates of the Extrapolated Crank Nicolson Discontinuous Galerkin Approximations for Nonlinear Sobolev Equations
... In this work we will approximate the solution of 1.1 using a discontinuous sym- metric Galerkin method with interior penalties for the spatial discretization and extrapolated Crank-Nicolson method for the time stepping. ...
17
Numerical approximations of nonlinear fractional differential difference equations by using modified He-Laplace method
... [27,28] is u n ðtÞ ¼ A tanhðkn þ 2AtÞ. To see the validity of the method, the obtained series solution obtained using MHLM and the exact solution are compared in Fig. 1 . We observe that there is a complete agreement ...
7
Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements*
... More recently, Cr´ epey et al. [CESS17] have worked in a setting which is close to the problem we tackle here, introducing an application of ABSDEs to the problem of computing different types of valuation adjustments ...
26
Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements
... More recently, Cr´ epey et al. [ CESS17 ] have worked in a setting which is close to the problem we tackle here, introducing an application of ABSDEs to the problem of computing different types of valuation adjustments ...
26
Solving some nonlinear equations by successive approximations
... 2000 Mathematics Subject Classification: 47H10, 45G10, 47J25. 1. Introduction. Iterations processes are powerful tools for solving both differen- tial and integral equations in a complete metric space. One of the ...
6
Scale-Induced Closure for Approximations of Kinetic Equations
... macroscopic equations was presented that was claimed to be different from both Chapman-Enskog and ...moment equations and follows the scale of the vari- ables for a closure, see also the textbook [ 15 ...
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Integral function approximations derived from inhomogeneous equations
... The main results are that a clear formulation of the problem leads to the existence and uniqueness of an approximating integral form which determines the polynomi[r] ...
34
On K Jet Field Approximations to Geodesic Deviation Equations
... differential equations whose solutions admit k -jet approximations and are invariant under arbitrary coordinate ...deviation equations we study the first and second order geodesic deviation ...
21
Convolution spline approximations for time domain boundary integral equations
... The results of the previous section illustrate that the convolution spline framework can be used to derive new VIE approximations and prove their sta- bility in cases not covered by stan[r] ...
44
Convolution spline approximations for time domain boundary integral equations
... The results of the previous section illustrate that the convolution spline framework can be used to derive new VIE approximations and prove their sta- bility in cases not covered by stan[r] ...
45