Results 41 to 50 of about 345,070 (184)
Group theoretical approach to the intertwined Hamiltonians
We show that the finite difference B\"acklund formula for the Schr\"odinger Hamiltonians is a particular element of the transformation group on the set of Riccati equations considered by two of us in a previous paper.
Adler +52 more
core +2 more sources
Event-based recursive distributed filtering over wireless sensor networks [PDF]
In this technical note, the distributed filtering problem is investigated for a class of discrete time-varying systems with an event-based communication mechanism.
He, X, Liu, Q, Wang, Z, Zhou, DH
core +1 more source
Abstract The linear‐quadratic regulator (LQR) problem of optimal control of an uncertain discrete‐time linear system (DTLS) is revisited in this paper from the perspective of Tikhonov regularization. We show that an optimally chosen regularization parameter reduces, compared to the classical LQR, the values of a scalar error function, as well as the ...
Fernando Pazos, Amit Bhaya
wiley +1 more source
ABSTRACT Nonlinear differential equations play a fundamental role in modeling complex physical phenomena across solid‐state physics, hydrodynamics, plasma physics, nonlinear optics, and biological systems. This study focuses on the Shynaray II‐A equation, a relatively less‐explored parametric nonlinear partial differential equation that describes ...
Aamir Farooq +4 more
wiley +1 more source
The ground state energy of a massive scalar field in the background of a semi-transparent spherical shell [PDF]
We calculate the zero point energy of a massive scalar field in the background of an infinitely thin spherical shell given by a potential of the delta function type. We use zeta functional regularization and express the regularized ground state energy in
Abramowitz M +10 more
core +2 more sources
The role of identification in data‐driven policy iteration: A system theoretic study
Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Option pricing for Heston model with tempered fractional Brownian motion
In this paper, the Heston model with tempered fractional Brownian motion is derived by modified Hawkes processes. Based on the affine technique, we present the characteristic function under this model and prove the existence, uniqueness, and regularity ...
Zhengguang Shi
doaj +1 more source
Macroscopic Market Making Games
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation [PDF]
Copyright [2001] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Burnham, KJ, Wang, Z
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This paper introduces the Fractional Novel Analytical Method (FNAM), a Taylor‐series‐based technique for approximating nonlinear fractional differential‐difference equations. Built on the Caputo derivative, FNAM achieves rapid convergence without relying on Adomian polynomials, perturbation schemes, or transform methods.
Uroosa Arshad +3 more
wiley +1 more source

