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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
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Dynamical Analysis of an HIV Infection Model Including Quiescent Cells and Immune Response
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT This research gives a thorough examination of a human immunodeficiency virus (HIV) infection model that includes quiescent cells and immune response dynamics in the host. The model, represented by a system of ordinary differential equations, captures the complex interaction between the host's immune response and viral infection.
Ibrahim Nali +3 more
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Spectral Parameter Power Series for Zakharov‐Shabat Direct and Inverse Scattering Problems
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We study the direct and inverse scattering problems for the Zakharov‐Shabat system. Representations for the Jost solutions are obtained in the form of the power series in terms of a transformed spectral parameter. In terms of that parameter, the Jost solutions are convergent power series in the unit disk.
Vladislav V. Kravchenko
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Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this paper, we introduce bivariate modified sampling Kantorovich operators, which extend the classical sampling Kantorovich operators by incorporating a transformation function ρ$$ \rho $$. The paper begins by presenting essential definitions, including to introduce new bivariate weighted modulus of continuity, and its fundamental ...
Metin Turgay, Tuncer Acar
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Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT The paper proposes a variational analysis of the 1‐hypergeometric stochastic volatility model for pricing European options. The methodology involves the derivation of estimates of the weak solution in a weighted Sobolev space. The weight is closely related to the stochastic volatility dynamic of the model.
José Da Fonseca, Wenjun Zhang
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Predefined‐Time Dynamic Surface Control of Tank Horizontal Stabilization System With Disturbance
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Modern new tanks are difficult to achieve high precision control of the horizontal stabilization system due to electromechanical coupling and road surface disturbance during high‐speed combat. A predefined‐time dynamic surface controller (DSCPT) is proposed for the fast stabilization and strong disturbance problems of the tank horizontal ...
Zhicheng Fan +5 more
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International Journal for Numerical and Analytical Methods in Geomechanics, EarlyView.ABSTRACT We compare two algorithms to simulate the propagation, arrest, recession, and closure of a planar hydraulic fracture, focusing on their ability to capture the physical processes governing fracture recession and closure. The first algorithm is based on a fixed grid with contact detection during recession, while the second is based on a moving ...
Mohsen Talebkeikhah +4 more
wiley +1 more source
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Asymptotic estimates for deviations of Fejér means on Poisson integrals
Proceedings of the Institute of Applied Mathematics and Mechanics NAS of UkraineThe work is devoted to the investigation of problem of approximation of continuous periodic functions of a real variable by trigonometric polynomials generated by linear methods of summation of Fourier series.
Olga Rovenska
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