Results 201 to 210 of about 1,899 (227)

Solvability of general linear forward and backward stochastic difference equations

2017 36th Chinese Control Conference (CCC), 2017
In this paper, we consider a class of general linear forward and backward stochastic difference equations (FBSDEs) which are fully coupled. The necessary and sufficient condition for the existence of a unique solution to FBSDEs is given in terms of a Riccati equation.
Juanjuan Xu, Huanshui Zhang, Lihua Xie
openaire   +1 more source

Fully implicit, linearly implicit and implicit–explicit backward difference formulae for quasi-linear parabolic equations

Numerische Mathematik, 2015
The paper presents a study on the stability and convergence of tie discretizations of quasi-linear parabolic equations With the abstract setting of the problem and stating some preliminaries, the existence and uniqueness of the several approximations in Hilbert spaces are discussed.
Georgios Akrivis, Christian Lubich
openaire   +1 more source

Internal variable formulation of a backward difference corrector algorithm for piecewise linear yield surfaces

Meccanica, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rencontré, L. J., Bird, W. W., Martin, J. B.   +2 more
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Efficient numerical solution of linear Fredholm integro-differential equations via backward finite difference and Nyström methods

Journal of Applied Mathematics and Computing
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ridha Dida, Hamza Guebbai, Sami Segni
openaire   +1 more source

Backward Transfer From Quadratic Functions Instruction Onto Different Levels of Development of Conceptions of Linear Function

Journal for Research in Mathematics Education
This study examined backward transfer, which we define as how students’ ways of reasoning about previously encountered concepts are modified when learning about new concepts. We examined the backward transfer produced when students learned about quadratic functions.
Charles Hohensee, Matthew Melville, Crystal Collier, Yue Ma   +3 more
openaire   +1 more source

Linearized compact difference methods for solving nonlinear Sobolev equations with distributed delay

Numerical Methods for Partial Differential Equations, 2023
Maohua Ran
exaly  

Exact controllability of forward and backward stochastic difference system

Automatica, 2023
Juanjuan Xu, Huanshui Zhang
exaly  

Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems

International Journal of Control, 2022
Shaolin Ji, Haodong Liu
exaly  

The numerical analysis of two linearized difference schemes for the Benjamin–Bona–Mahony–Burgers equation

Numerical Methods for Partial Differential Equations, 2020
Qifeng Zhang, Jiyuan Zhang
exaly  

Implicit-Explicit Finite Difference Approximations of a Semilinear Heat Equation with Logarithmic Nonlinearity

Computational Methods in Applied Mathematics, 2023
Georgios E Zouraris
exaly