Di€usion and convection coecients of the aerated ̄ow in a hydraulic jump are estimated in the framework of an optimal control problem. The speci®c gravity of air±water mixture is governed by a steady state convection di€usion partial di€erential equation. The governing equation includes the di€usion coecient and the convection coecient, which are taken as the control variables to minimize a ...

In a series of papers, starting with [Fully nonlinear stochastic partial di¤erential equations. C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 9] Lions and Souganidis proposed a (pathwise) theory for fully non-linear stochastic partial di¤erential equations. We present here a (partial) extension towards certain spatial dependence in the noise term. The main novelty is the use of rough path...

Consider the Cauchy problem for an ordinary diierential equation _ x = g(t; x); x(0) = x; t 2 0; T]: (1:1) When g is continuous, the local existence of solutions is provided by Peano's theorem. Several existence and uniqueness results are known also in the case of a discontinuous right hand side 7]. We recall here the classical theorem of Carath eodory 8]: Theorem A. Let g : 0; T] IR n 7 ! IR n...

Here we will provide an overview of the method of nding symmetries of partial di erential equations. First we will discuss some basic facts regarding local groups of transformations, symmetries of algebraic equations and group actions on functions. We will then proceed to a discussion of how to interpret the task of solving a PDE in terms of jet spaces, and the meaning of group actions in this ...

| 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...

In this survey we recall the results obtained in [16] where we gave a representation theorem for the solutions of stochastic di¤erential equations in Hilbert spaces. Using this representation theorem and the deterministic characterizations of exponential stability and uniform observability obtained in [16], [17], we will prove a result of Datko type concerning the exponential dichotomy of stoch...

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di erential delay equations with Markovian switching. Some su0cient criteria on the controllability and robust stability are also established for linear stochastic di erential delay equations with Markovian switching. ? 2003 Elsevier Ltd. All rights reserved.

The e¢ cient and accurate calculation of sensitivities of the price of …nancial derivatives with respect to perturbations of the parameters in the underlying model, the so called ‘Greeks’, remains a great practical challenge in the derivative industry. This is true regardless of whether methods for partial di¤erential equations or stochastic di¤erential equations (Monte Carlo techniques) are be...

In this work we consider the problem of control of mechanical systems subject to unilateral constraints. Impulsive forces arise whenever the constraints become active and these forces give rise to nonsmooth dynamics. The dynamics of the system is de ned by a set of di erential equations with discontinuous righthand side using Hamilton's equations of motion. A nonlinear transformation is applied...

this paper presents a comparison between variational iteration method (vim) and modfied variational iteration method (mvim) for approximate solution a system of volterra integral equation of the first kind. we convert a system of volterra integral equations to a system of volterra integro-di®erential equations that use vim and mvim to approximate solution of this system and hence obtain an appr...