Results 31 to 40 of about 29,939 (196)

Limit Cycles of a Class of Discontinuous Piecewise Differential Systems Separated by the Curve y = xn Via Averaging Theory

open access: yesInternational Journal of Bifurcation and Chaos in Applied Sciences and Engineering, 2022
Recently there is increasing interest in studying the limit cycles of the piecewise differential systems due to their many applications. In this paper we prove that the linear system [Formula: see text], [Formula: see text], can produce at most seven ...
Zhifei Guo, J. Llibre
semanticscholar   +1 more source

Review of modern numerical methods for a simple vanilla option pricing problem [PDF]

open access: yes, 2018
Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model.
Holčapek, Michal   +4 more
core   +1 more source

Dynamics at a switching intersection:hierarchy, isonomy, and multiple-sliding [PDF]

open access: yes, 2014
If a set of ordinary differential equations is discontinuous along some thresh- old, solutions can be found that are continuous, if sometimes multi-valued.
Jeffrey, Mike R
core   +2 more sources

Minimizers with discontinuous velocities for the electromagnetic variational method

open access: yes, 2011
The electromagnetic two-body problem has \emph{neutral differential delay} equations of motion that, for generic boundary data, can have solutions with \emph{discontinuous} derivatives. If one wants to use these neutral differential delay equations with \
A. Bellen   +6 more
core   +1 more source

Limit cycles of continuous piecewise differential systems separated by a parabola and formed by a linear center and a quadratic center

open access: yesDiscrete & Continuous Dynamical Systems - S, 2022
Due to their applications to many physical phenomena during these last decades the interest for studying the continuous or discontinuous piecewise differential systems has increased strongly.
J. Llibre
semanticscholar   +1 more source

Crossing limit cycles for discontinuous piecewise differential systems formed by linear Hamiltonian saddles or linear centers separated by a conic

open access: yesChaos, Solitons & Fractals, 2022
The extension of the 16th Hilbert problem to discontinuous piecewise linear differential systems asks for an upper bound for the maximum number of crossing limit cycles that such systems can exhibit. The study of this problem is being very active, especially for discontinuous piecewise linear differential systems defined in two zones and separated by ...
Llibre, Jaume, Valls, Clàudia
openaire   +3 more sources

Melnikov analysis in nonsmooth differential systems with nonlinear switching manifold

open access: yes, 2018
We study the family of piecewise linear differential systems in the plane with two pieces separated by a cubic curve. Our main result is that 7 is a lower bound for the Hilbert number of this family.
Bastos, Jéfferson L. R.   +3 more
core   +1 more source

Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient [PDF]

open access: yes, 2018
We prove strong convergence of order $1/4-\epsilon$ for arbitrarily small $\epsilon>0$ of the Euler-Maruyama method for multidimensional stochastic differential equations (SDEs) with discontinuous drift and degenerate diffusion coefficient.
Leobacher, Gunther   +1 more
core   +2 more sources

Dual weighted residual method for laser surface hardening of steel problem [PDF]

open access: yes, 2011
. The main focus of this article is on the development of Adaptive Finite Element Method (AFEM) for the optimal control problem of laser surface hardening of steel governed by a dynamical system consisting of a semi-linear parabolic equation and an ...
Amiya K   +3 more
core   +1 more source

Aspects of Bifurcation Theory for Piecewise-Smooth, Continuous Systems

open access: yes, 2010
Systems that are not smooth can undergo bifurcations that are forbidden in smooth systems. We review some of the phenomena that can occur for piecewise-smooth, continuous maps and flows when a fixed point or an equilibrium collides with a surface on ...
Arima   +85 more
core   +1 more source

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