نتایج جستجو برای: stochastic taylor method

تعداد نتایج: 1746243  

2015
M. Turkyilmazoglu

The present paper deals with the homotopy perturbation method. The question of whether the homotopy perturbation method is simply the conventional Taylor series expansion is examined. It is proven that under particular choices of the auxiliary parameters the homotopy perturbation method is indeed the Taylor series expansion of the sought solution of nonlinear equations.

Journal: :Celal Bayar Üniversitesi Fen Bilimleri Dergisi 2017

2013
A. Jafarian

Fuzzy integral equations play major roles in various areas, therefore a new method for finding a solution of the Fredholm fuzzy integral equation is presented. This method converts the fuzzy integral equation into linear system by using the Taylor series. For this scope, first the Taylor expansion of unknown function is substituted in parametric form of the given equation. Then we differentiate...

Journal: :SIAM J. Scientific Computing 2008
Simon J. A. Malham Anke Wiese

We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie alge...

2008
SIMON J. A. MALHAM ANKE WIESE

We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie alge...

Journal: :iranian journal of fuzzy systems 2011
jinliang liu zhou gu hua han songlin hu

a memory control for t-s fuzzy discrete-time systems with sto- chastic input delay is proposed in this paper. dierent from the common assumptions on the time delay in the existing literatures, it is assumed in this paper that the delays vary randomly and satisfy some probabilistic dis- tribution. a new state space model of the discrete-time t-s fuzzy system is derived by introducing some stocha...

‎This paper develops iterative method described by [V‎. ‎Daftardar-Gejji‎, ‎H‎. ‎Jafari‎, ‎An iterative method for solving nonlinear functional equations‎, ‎J‎. ‎Math‎. ‎Anal‎. ‎Appl‎. ‎316 (2006) 753-763] to solve Ito stochastic differential equations‎. ‎The convergence of the method for Ito stochastic differential equations is assessed‎. ‎To verify efficiency of method‎, ‎some examples are ex...

Journal: :Mathematical Problems in Engineering 2023

In this paper, we consider the pricing problem for extremum options by constructing a double nonaffine stochastic volatility model. The joint characteristic function of logarithm two asset prices is derived using Feynman–Kac theorem and one-order Taylor approximation expansion. semiclosed analytical formulas European including option on maximum minimum underlying assets are measure change techn...

  The ultimate goals of the monetary policy are price stability and the output growth. Monetary policy instruments are interest rate and the growth rate of monetary base. One of the well-known rules in conducting monetary policy is Taylor rule, through which, central banks change the interest rate while taking into account the output and inflation distortions. There are two problems with applyi...

Journal: :Applied Mathematics Letters 2021

Methods for stochastic trace estimation often require the repeated evaluation of expressions form zTpn(A)z, where A is a symmetric matrix and pn degree n polynomial written in standard or Chebyshev basis. We show how to evaluate these using only ⌈n∕2⌉ matrix–vector products, thus substantially reducing cost existing algorithms that use interpolation Taylor series.

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید