Results 21 to 30 of about 1,272,822 (190)

Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]

open access: yes, 2010
Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
core   +3 more sources

Pitfalls in Investment Euler Equations [PDF]

open access: yesEconomic Modelling, 2001
This paper investigates three pitfalls concerning the test of the Euler equation facing quadratic adjustment costs and perfect capital markets on a large balanced panel data of 4025 french firms. First, the quadratic parameterization of adjustment costs is too restrictive, and power series approximations of adjustment costs are tested.
Chatelain, Jean-Bernard   +1 more
openaire   +3 more sources

Numerical solutions of the randall-wilkins and one trap one recombination models for first order kinetic

open access: yesCumhuriyet Science Journal, 2021
Randall-Wilkins and One Trap One Recombination (otor) models have been proposed to explain thermoluminescence emission and it should be emphasized that each model has its own allowed charge carrier transitions, trapping parameters and differential ...
Erdem Uzun
doaj   +1 more source

Strong continuity for the 2D Euler equations [PDF]

open access: yes, 2015
We prove two results of strong continuity with respect to the initial datum for bounded solutions to the Euler equations in vorticity form. The first result provides sequential continuity and holds for a general bounded solution.
Spirito, Stefano   +2 more
core   +1 more source

A sufficient condition for a finite-time $L_2 $ singularity of the 3d Euler Equations [PDF]

open access: yes, 2005
A sufficient condition is derived for a finite-time $L_2 $ singularity of the 3d incompressible Euler equations, making appropriate assumptions on eigenvalues of the Hessian of pressure.
He, Xinyu
core   +1 more source

Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]

open access: yes, 2007
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C., Mao, X., Higham, D.J.
core   +3 more sources

B-Spline Solutions of General Euler-Lagrange Equations

open access: yesMathematics, 2019
The Euler-Lagrange equations are useful for solving optimization problems in mechanics. In this paper, we study the B-spline solutions of the Euler-Lagrange equations associated with the general functionals.
Lanyin Sun, Chungang Zhu
doaj   +1 more source

A New Technique for Solving Neutral Delay Differential Equations Based on Euler Wavelets

open access: yesComplexity, 2022
An effective numerical scheme based on Euler wavelets is proposed for numerically solving a class of neutral delay differential equations. The technique explores the numerical solution via Euler wavelet truncated series generated by a set of functions ...
Mutaz Mohammad, Alexander Trounev
doaj   +1 more source

Fractal Logistic Equation

open access: yesFractal and Fractional, 2019
In this paper, we give difference equations on fractal sets and their corresponding fractal differential equations. An analogue of the classical Euler method in fractal calculus is defined. This fractal Euler method presets a numerical method for solving
Alireza Khalili Golmankhaneh   +1 more
doaj   +1 more source

SOLUSI DARI PERSAMAAN CAUCHY–EULER NONHOMOGEN KASUS LOGARITMIK

open access: yesE-Jurnal Matematika, 2020
Ordinary differential equation is one form of differential equations that are often found in everyday life. One form of ordinary differential equations which has non–constant coefficients is the Cauchy–Euler differential equation.
I GEDE PUTU MIKI SUKADANA   +2 more
doaj   +1 more source

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