Results 91 to 100 of about 82,726 (225)

Surface Wave Solutions in 1D and 2D for the Broer–Kaup–Boussinesq–Kupershmidt System

Studies in Applied Mathematics, Volume 156, Issue 1, January 2026.
ABSTRACT The Broer–Kaup–Boussinesq–Kupershmidt (BKBK) system is a singular perturbation of the classical shallow water equations which modifies their transport velocity to depend on wave elevation slope. This modification introduces backward diffusion terms proportional to a real parameter κ$\kappa$.
Darryl D. Holm, Ruiao Hu, Hanchun Wang
wiley   +1 more source

Nonlinear Optimal Control for Stochastic Dynamical Systems

Mathematics
This paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
doaj   +1 more source

Existence of viscosity solution for a singular Hamilton–Jacobi equation

Arab Journal of Mathematical Sciences, 2015
In this paper we study the existence of a singular Hamilton–Jacobi equation under the framework of viscosity solutions. The analysis is inspired by the arguments of [8] where a study of a model on dislocation dynamics was considered.
H. Ibrahim, S. Zabad
doaj   +1 more source

Bright and Dark Breathers on an Elliptic Wave in the Defocusing mKdV Equation

Studies in Applied Mathematics, Volume 156, Issue 1, January 2026.
ABSTRACT Breathers on an elliptic wave background consist of nonlinear superpositions of a soliton and a periodic wave, both traveling with different wave speeds and interacting periodically in the space‐time. For the defocusing modified Korteweg–de Vries equation, the construction of general breathers has been an open problem since the elliptic wave ...
Dmitry E. Pelinovsky, Rudi Weikard
wiley   +1 more source

An application of global gradient estimates in Lorentz-Morrey spaces for the existence of stationary solutions to degenerate diffusive Hamilton-Jacobi equations

Electronic Journal of Differential Equations, 2019
In mathematics and physics, the Kardar-Parisi-Zhang equation or quasilinear stationary version of a time-dependent viscous Hamilton-Jacobi equation in growing interface and universality classes is also known as the quasilinear Riccati type equation ...
Minh-Phuong Tran, Thanh-Nhan Nguyen
doaj  

Numerical Construction of Viable Sets for Autonomous Conflict Control Systems

Mathematics, 2014
A conflict control system with state constraints is under consideration. A method for finding viability kernels (the largest subsets of state constraints where the system can be confined) is proposed.
Nikolai Botkin, Varvara Turova
doaj   +1 more source

An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon

Mathematics, 2020
This paper studies an irreversible investment problem under a finite horizon. The firm expands its production capacity in irreversible investments by purchasing capital to increase productivity.
Junkee Jeon, Geonwoo Kim
doaj   +1 more source

Viscosity solution of the Hamilton–Jacobi equation by a limiting minimax method [PDF]

, 2013
For non-convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton–Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during shorter and shorter
Qiaoling Wei
semanticscholar   +1 more source

Multiloitering Munition Cooperative Surrounding and Attack Method Based on Wolf Pack Algorithm

International Journal of Aerospace Engineering, Volume 2026, Issue 1, 2026.
Aiming at the optimization problem of multiloitering munitions cooperatively surrounding moving targets, this paper proposes a cooperative surrounding and attack method based on the wolf pack algorithm (WPA). Firstly, the relative kinematics model between the munitions and the target is established, and the cooperative surrounding task flow is analyzed
Zetian Zhang, Min Gao, Dan Fang, Chaowang Li, Mohammad Rezwan Habib   +4 more
wiley   +1 more source

Legendre Transform Dual Asymptotic Solution for Insurers Under the Heston Local‐Stochastic Volatility Model: A Comparison of Variance Premium and Expected Value Principles

Journal of Mathematics, Volume 2026, Issue 1, 2026.
This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk‐free asset and one risky asset, with the risky asset’s price modeled using the Heston local‐stochastic volatility ...
Winfrida Felix Mwigilwa, Nian-Sheng Tang
wiley   +1 more source