Results 51 to 60 of about 199 (130)

Improving the approximation of the probability density function of random nonautonomous logistic-type differential equations

open access: yes, 2019
[EN] In this paper, we address the problem of approximating the probability density function of the following random logistic differential equation: P-'(t,omega)=A(t,omega)(1-P(t,omega))P(t,omega), t is an element of[t(0),T], P(t(0),omega)=P-0(omega ...
Marc Jornet   +8 more
core   +1 more source

Формальная диагонализация схем Лакса–Дарбу

open access: yes, 2015
We discuss the concept of Lax-Darboux scheme and illustrate it on well known examples associated with the Nonlinear Schro¨dinger (NLS) equation. We explore the Darboux links of the NLS hierarchy with the hierarchy of Heisenberg model, principal chiral ...
A. V. Mikhailov   +1 more
core   +1 more source

Critical mass phenomena and blow-up behaviors of ground states in stationary second order mean-field games systems with decreasing cost

open access: yes
This paper is devoted to the study of Mean-field Games (MFG) systems in the mass-critical exponent case. We first derive the optimal Gagliardo-Nirenberg type inequality associated with the potential-free MFG system.
Cirant, Marco   +3 more
core   +1 more source

An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options

open access: yesAn Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options
application/pdf Revised in March 2012 and April 2012 ...
openaire  

Homogenization techniques and applications to biological tissues

open access: yes, 2012
These notes contain the lectures of a 20/25 hours course entitled “Homogenization Techniques and Applications to Biological Tissues”, held in 2009/2010 for “Dottorato di Modelli e Metodi Matematici per la Tecnologia e la Società” at Dipartimento Me.Mo.
AMAR, Micol, DIDONE, FABIOLA
core  

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