نتایج جستجو برای: nonlinear stochastic differential equation
تعداد نتایج: 761666 فیلتر نتایج به سال:
Because the choice of oscillator resonant circuit parameters depends mostly on experience, we propose nonlinear differential equations to describe an oscillator based on an equivalent circuit of the oscillator and then to describe the internal electrical noise of the oscillator by introducing a stochastic term that establishes a nonlinear stochastic differential equation to analyse the oscillat...
We extend Walsh’s theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For such equations, the fundamental solution can be a distribution in the sense of Schwartz, which appears as an integrand in the reformulatio...
Here, Adomian decomposition method has been used for finding approximateand numerical solutions of nonlinear differential difference equations arising inmathematical physics. Two models of special interest in physics, namely, theHybrid nonlinear differential difference equation and Relativistic Toda couplednonlinear differential-difference equation are chosen to illustrate the validity andthe g...
here, adomian decomposition method has been used for finding approximateand numerical solutions of nonlinear differential difference equations arising inmathematical physics. two models of special interest in physics, namely, thehybrid nonlinear differential difference equation and relativistic toda couplednonlinear differential-difference equation are chosen to illustrate the validity andthe g...
Tension-Leg Platform (TLP) is a vertically moored floating structure. The platform is permanently mooredby tendons. Surge equation of motion of TLP is highly nonlinear because of large displacement and it should be solved with perturbation parameter in time domain. This paper compare the dynamic motion responses of a TLP in regular sea waves obtained by applying three method in time domain usin...
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of optimality for two models. The first concerns the strict (classical) controls. The second is an extension of the first to relaxed controls, who are a measure va...
In this paper, an optimal singular stochastic control problem is considered. The state process is described by a non linear stochastic differential equation. The variation of the control variable is bounded. For this model, it is obtained a general stochastic maximum principle by using a time transformation. This is the first version of the stochastic maximum principle that covers nonlinear cas...
Homotopy Perturbation Method is an effective method to find a solution of a nonlinear differential equation, subjected to a set of boundary condition. In this method a nonlinear and complex differential equation is transformed to series of linear and nonlinear and almost simpler differential equations. These set of equations are then solved secularly. Finally a linear combination of the solutio...
The eigenvalues of the monodromy matrix, known as Floquet characteristic multipliers, are used to study the local stability of periodic motions of a nonlinear system of differential-algebraic equations (DAE). When the size of the underlying system is large, the cost of computing the monodromy matrix and its eigenvalues may be too high. In addition, for non-minimal set equations, such as those o...
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