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

