Results 101 to 110 of about 6,821,838 (248)

A Note on ODEs from Mirror Symmetry

open access: yes, 1994
We give close formulas for the counting functions of rational curves on complete intersection Calabi-Yau manifolds in terms of special solutions of generalized hypergeometric differential systems.
Klemm, A.   +3 more
core   +1 more source

Optimizing second-order differential equation systems

open access: yesElectronic Journal of Differential Equations, 2011
In this article we study some continuous versions of the Fletcher-Reeves iteration for minimization described by a system of second-order differential equations.
Tamas Hajba
doaj  

The Intersection Probability of Brownian Motion and SLEÎș

open access: yesAdvances in Mathematical Physics, 2015
By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEÎș.
Shizhong Zhou, Shiyi Lan
doaj   +1 more source

Arithmetic differential equations on $GL_n$, I: differential cocycles [PDF]

open access: yesarXiv, 2013
The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear differential equations is the same as the study of the differential cocycle from $GL_n$ into its Lie algebra given by the ...
arxiv  

Boundary Differential Equations and Their Applications to Scattering Problems [PDF]

open access: yesarXiv, 2017
In this paper, new boundary differential equations for the two-dimensional exterior scattering problem have been derived. It has been shown that the Helmholtz equation can be reduced to an inhomogeneous Bessel's equation in a body-fitted coordinate system.
arxiv  

General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications [PDF]

open access: yesarXiv, 2008
The expressions of solutions for general $n\times m$ matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) for scalar inhomogeneous linear stochastic differential equations. As an application, some $\R^n$ vector-valued inhomogeneous nonlinear stochastic differential equations are ...
arxiv  

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