Results 101 to 110 of about 250,459 (212)
Analytical solution of a class of coupled second order differential-difference equations
In this paper coupled systems of second order differential-difference equations are considered. By means of the concept of co-solution of certain algebraic equations associated to the problem, an analytical solution of initial value problems for coupled ...
L. Jódar, J. A. Martin Alustiza
doaj +1 more source
T‐calibration in semi‐parametric models
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
A Markov approach to credit rating migration conditional on economic states
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley +1 more source
Boundary value problems for systems of non-degenerate difference-algebraic equations
The study of differential-algebraic boundary value problems was initiated in the works of K. Weierstrass, N.N. Luzin and F.R. Gantmacher. Systematic study of differential-algebraic boundary value problems is devoted to the work of S.
Sergey Chuiko +2 more
doaj +1 more source
Aspects of derivative causality in bond-graph models
The bond-graph method used in the analysis of system dynamics problems leads to a system containing a number of differential equations equal to the number of energy storing elements in integral causality and a number of algebraic equations equal to the ...
Ibănescu Radu, Ibănescu Mihaela
doaj +1 more source
The paper reveals a brand-new direction in simulation of frame and continual structures while calculating static and dynamic loads and stability. An electronic model has been synthesized for an investigated object and then it has been analyzed not with
V. M. Ovsianko
doaj
Modified Reduced Differential Transform Method for Partial Differential-Algebraic Equations
This work presents the application of the reduced differential transform method (RDTM) to find solutions of partial differential-algebraic equations (PDAEs).
Brahim Benhammouda +2 more
doaj +1 more source
Switched Differential Algebraic Equations [PDF]
In this chapter, an electrical circuit with switches is modelled as a switched differential algebraic equation (switched DAE), i.e. each mode is described by a DAE of the form Ex′=Ax+Bu where E is, in general, a singular matrix and u is the input. The resulting time-variance follows from the action of the switches present in the circuit, but can also ...
openaire +1 more source
In the framework of the PDE's algebraic topology, previously introduced by A. Pr\'astaro, are considered {\em exotic differential equations}, i.e., differential equations admitting Cauchy manifolds $N$ identifiable with exotic spheres, or such that their
Prástaro, Agostino
core

