Results 261 to 270 of about 395,881 (311)

Linearization of differential inclusions

Serdica Mathematical Journal, 2023
In this paper we extend the approach of Dubovickiĭ and Miljutin for linearization of the dynamics of smooth control systems to a non-smooth setting. We consider dynamics governed by a differential inclusion and we study the Clarke tangent cone to the set of all admissible trajectories starting from a fixed point.
Bivas, Mira, Krastanov, Mikhail, Ribarska, Nadezhda   +2 more
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Approximation of differential inclusions

Sbornik: Mathematics, 2002
The paper consists of two sections corresponding to extensions of results in the papers of \textit{A. I. Bulgakov, A. A. Efremov} and \textit{E. A. Panasenko} [Differ. Equ. 36, 1741--1753 (2000); translation from Differ. Uravn. 36, 1587--1598 (2000; Zbl 0997.34009)] and of \textit{A. I. Bulgakov} and \textit{V. V.
Bulgakov, A. I., Skomorokhov, V. V.
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Differential Inclusions for fuzzy maps

Fuzzy Sets and Systems, 2000
From the authors abstract: The authors introduce the problems of differential inclusions for fuzzy maps, and prove the existence of solutions to these problems by the continuous selection theorem and fixed point theorems, respectively.
Yuanguo Zhu, Ling Rao
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Measure differential inclusions

2018 IEEE Conference on Decision and Control (CDC), 2018
When modeling dynamical systems with uncertainty, one usually resorts to stochastic calculus and, specifically, Brownian motion. Recently, we proposed an alternative approach based on time-evolution of measures, called Measure Differential Equations, which can be seen as natural generalization of Ordinary Differential Equations to measures.
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CHAOS IN NONAUTONOMOUS DIFFERENTIAL INCLUSIONS

International Journal of Bifurcation and Chaos, 2005
The existence of a continuum of many chaotic solutions are shown for certain differential inclusions which are small nonautonomous multivalued perturbations of ordinary differential equations possessing homoclinic solutions to hyperbolic fixed points. Applications are given to dry friction problems.
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Stochastic Differential Inclusions

2013
A stochastic differential inclusion is formulated in terms of stochastic differentials of continuous semimartingales. In particular, concepts of strong and weak solutions of the inclusion \[ dx_t\in F(t,x_t)dt+G(t,x_t)dw_t \] are introduced. Here \(F,G:[0,1]\times R^n\to \text{Comp} (R^n)\) are Borel measurable set-valued mappings.
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On Copulas and Differential Inclusions

2013
We construct a class of differential inclusions such that their solutions are horizontal sections of copulas. Furthermore we show that the horizontal sections of any copula can be obtained in such a way.
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Differential Inclusions and $$\mathcal A$$ A -quasiconvexity

Mediterranean Journal of Mathematics, 2017
The paper considers problems of the form \[ v(x)\in E,\quad {\mathcal A}v=0, \] where \( {\mathcal A}\) is a first-order linear partial differential operator and the sets \(E\) are of the form \[ E=\{\xi \in {\mathbb R}^n;\quad F_i(\xi )=0,\quad i=1,\dots,N\}, \] where \(F_i:{\mathbb R}^n\to {\mathbb R}\), \(i=1,\dots,N\) are continuous and \({\mathcal
Ana Cristina Barroso, José Matias, Pedro Miguel Santos   +2 more
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Stochastic Invariance for Differential Inclusions

Set-Valued Analysis, 2000
The first objective of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a stochastic uncertainty driven by a Wiener process and a contingent uncertainty driven by a set-valued map. The second point consists to extend to stochastic differential inclusions the invariance theorem for nonstochastic ...
Aubin, Jean-Pierre, da Prato, Giuseppe, Frankowska, Hélène   +2 more
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