Results 91 to 100 of about 19,415 (207)

Wintner-type nonoscillation theorems for conformable linear Sturm-Liouville differential equations [PDF]

open access: yesOpuscula Mathematica
In this study, we addressed the nonoscillation of th Sturm-Liouville differential equation with a differential operator, which corresponds to a proportional-derivative controller. The equation is a conformable linear differential equation. A Wintner-type
Kazuki Ishibashi
doaj   +1 more source

Nonlocal symmetries of Riccati and Abel chains and their similarity reductions

open access: yes, 2012
We study nonlocal symmetries and their similarity reductions of Riccati and Abel chains. Our results show that all the equations in Riccati chain share the same form of nonlocal symmetry.
Bluman G. W.   +5 more
core   +1 more source

A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing

open access: yesApplied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley   +1 more source

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach [PDF]

open access: yes
An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space.
Rosen, I. G.
core   +1 more source

Oscillation criteria for nonlinear fractional differential equation with damping term

open access: yesOpen Physics, 2016
In this paper, we study the oscillation of solutions to a non-linear fractional differential equation with damping term. The fractional derivative is defined in the sense of the modified Riemann-Liouville derivative. By using a variable transformation, a
Bayram Mustafa   +2 more
doaj   +1 more source

Quaternionic-valued ordinary differential equations. The Riccati equation

open access: yesJournal of Differential Equations, 2009
The paper uses Poincaré's operator and finite-dimensional fixed point theory to obtain existence and multiplicity results for the T-periodic solutions \(q(t)\) of quaternionic-valued equations of the form \[ \dot q = qa(t)q + b(t)q + qd(t) + c(t), \] where \(a, b, c : \mathbb R \to \mathbb H\) are T-periodic continuous quaternionic-valued functions ...
openaire   +2 more sources

On solving a linear control problem

open access: yesҚарағанды университетінің хабаршысы. Математика сериясы, 2019
The problem of a linear regulator is considered. There is a system of linear differential equations with a quadratic control quality criterion. The method of dynamic programming is applied to the solution of the considered linear problem.
M. Muhtarov, A.H. Kalidolday
doaj   +1 more source

Riccati’s differential equation in birth-death processes

open access: yesTrabajos de Estadistica Y de Investigacion Operativa, 1985
Summary: This note reviews the occurrence of Riccati's equation in three birth- death type processes, and outlines their solutions.
openaire   +3 more sources

Rational solutions of Riccati differential equation with coefficients rational [PDF]

open access: yesApplied Mathematics and Computation, 2011
This paper presents a simple and efficient method for determining the rational solution of Riccati differential equation with coefficients rational. In case the differential Galois group of the differential equation , is reducible, we look for the rational solutions of Riccati differential equation , by reducing the number of checks to be made and by
openaire   +3 more sources

Oscillation of a time fractional partial differential equation

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2014
We consider a time fractional partial differential equation subject to the Neumann boundary condition. Several sufficient conditions are established for oscillation of solutions of such equation by using the integral averaging method and a generalized ...
P. Prakash   +3 more
doaj   +1 more source

Home - About - Disclaimer - Privacy