نتایج جستجو برای: stochastic di erential equation

تعداد نتایج: 596518  

2002
Satoshi Tanaka

First order neutral di¤erential equations are studied and su‰cient conditions are derived for every solution to be oscillatory. Our approach is to reduce the oscillation of neutral di¤erential equations to the nonexistence of eventually positive solutions of non-neutral di¤erential inequalities. Our results extend and improve several known results in the literature.

Journal: :Math. Meth. of OR 1999
Dariusz Gatarek Andrzej Swiech

We consider an optimal stopping problem for a Hilbert-space valued di usion. We prove that the value function of the problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial di erential equation in the Hilbert space. The results are applied to investigate the pricing of American interest rate options in the lognormal Heath-Jarrow-Morton model of yield...

1992
Craig C. Douglas

Multigrid methods originated earlier this century, in the personnel computing era. Someone who needed to compute an approximation to the solution of a partial di erential equation during that era would ll a room with people. After using very simple mechanical calculators to compute parts of the approximation, these people would pass their parts to the other people in the room who needed them. E...

1995
Paul M. Furth Andreas G. Andreou

| Four schemes for linearizing the transconductance of the basic di erential pair in subthreshold CMOS are examined. They are: source degeneration via (1) diode-connected transistors, (2) a single di usor and (3) symmetric di usors, and (4) multiple asymmetric di erential pairs. We derive equations for the di erential output current for each linearizing technique. We apply a maximally at optimi...

1999
Pieter J. Mosterman

Continuous system dynamics can be described by possibly large systems of di erential equations These can be either ordinary di erential equations ODEs or contain algebraic constraints as well to form di erential and algebraic equations DAEs Complex systems such as aircraft often operate in di erent modes of continuous operation and when mode changes occur the continuous dynamics change abruptly...

2005
Yohan D. Fougerolle Andrei Gribok Sebti Foufou Frédéric Truchetet Mongi A. Abidi

We propose a method to represent solid objects as multiple combinations of globally deformed supershapes. Our approach handles primitives that have both parametric and implicit representations. An implicit equation with guaranteed di erential properties is obtained by combinations of the primitives' implicit representations using R-functions. The surface corresponding to the zero-set of the imp...

1999
Ayman ElSayed Akbar Ali

ADi erentially controlled monolithic LC-VCO along with a di erential charge pump are used to implement a di erential PLL for substrate noise immunity. The di erential VCO control is achieved with minimal increase in the power consumption and without sacri cing the tuning range. In a 0.5 m CMOS technology the measured VCO phase noise is -119dBc @1.0MHz and the tuning range is 26% of the 1.25GHz ...

2000
Fabian Wirth

We present a scheme for the determination of control Lyapunov functions which can be used as a basis for numerical computations. Under the assumption of local asymptotic nullcontrollability we de ne the domain of asymptotic nullcontrollability. On this set a control Lyapunov function is de ned via an optimal control problem. It is then shown that this function can be characterized as the unique...

1995
Tatsuya Ueno

We reformulate the self-dual Einstein equation as a trio of di erential form equations for simple two-forms. Using them, we can quickly show the equivalence of the theory and 2D sigma models valued in in nite-dimensional group, which was shown by Park and Husain earlier. We also derive other eld theories including the 2D Higgs bundle equation. This formulation elucidates the relation among thos...

1998
R. BuÈ F. Concha

Thickeners for solid±liquid separation are still designed and controlled empirically in the mining industry. Great e€orts are being made to develop mathematical models that will change this situation. Starting from the basic principles of continuum mechanics, the authors developed a phenomenological theory of sedimentation for ̄occulated suspensions which takes the compressibility of the ̄ocs u...

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