Results 81 to 90 of about 238,666 (228)
Journal of Mathematics, Volume 2024, Issue 1, 2024.We investigate the conditions for the existence and uniqueness of solutions in a nonlinear system of sequential fractional differential equations using the Liouville–Caputo type with varying orders. This system is enriched by nonlocal coupled integral boundary conditions.
Muath Awadalla +4 more
wiley +1 more source
Generalizing the Black and Scholes Equation Assuming Differentiable Noise
Journal of Applied Mathematics, Volume 2024, Issue 1, 2024.This article develops probability equations for an asset value through time, assuming continuous correlated differentiable Gaussian distributed noise. Ito’s (1944) stochastic integral and a generalized Novikov’s (1919) theorem are used. As an example, the mathematical model is used to generalize the Black and Scholes’ (1973) equation for pricing ...
Kjell Hausken +2 more
wiley +1 more source
Electronic Journal of Qualitative Theory of Differential Equations, 2014 In this paper, we study the third-order functional dynamic equations with $ \gamma$-Laplacian and nonlinearities given by Riemann-Stieltjes integrals \begin{equation*} \left\{ r_{2}\left( t\right) \phi _{\gamma _{2}}\left( \left[ r_{1}\left( t\right ...
Taher Hassan, Qingkai Kong
doaj +1 more source
International Journal of Mathematics and Mathematical Sciences, Volume 2024, Issue 1, 2024.In this article, the focus is on investigating the uniqueness, existence, and stability of a coupled system of fractional differential equations with non‐separated coupled boundary conditions. The uniqueness of solutions for the presented problem is discussed by employing the fixed‐point theorem.
Areen Al-khateeb +4 more
wiley +1 more source
Journal of Function Spaces, 2018 We deal with a singular nonlocal fractional differential equation with Riemann-Stieltjes integral conditions. The exact iterative solution is established under the iterative technique. The iterative sequences have been proved to converge uniformly to the
Jinxiu Mao, Zengqin Zhao, Chenguang Wang
doaj +1 more source
Weierstrass integrability of differential equations [PDF]
arXiv, 2009 The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral.
arxiv
QYMSYM: A GPU-Accelerated Hybrid Symplectic Integrator That Permits Close Encounters [PDF]
, 2010 We describe a parallel hybrid symplectic integrator for planetary system integration that runs on a graphics processing unit (GPU). The integrator identifies close approaches between particles and switches from symplectic to Hermite algorithms for particles that require higher resolution integrations.
arxiv +1 more source
Econometrica, Volume 92, Issue 1, Page 167-200, January 2024.We formulate an order over constraint sets , called the parallelogram order, which guarantees that argmin{p ⋅ x:x ∈ A} increases in the product order as A increases in the parallelogram order, for any vector . Using this result, we characterize the utility/production functions that lead to normal demand as well as the closely related class of ...
Paweł Dziewulski, John K.‐H. Quah
wiley +1 more source
Frequency-domain analysis of nonlinear and linear integrators [PDF]
arXiv, 2015 In this paper, frequency-domain analysis based on frequency sweep method is presented for a nonlinear double integrator and a new linear integrator. All the two types of integrators can estimate the onefold and double integrals of a signal synchronously.
arxiv
arXiv, 2020 The purpose of this paper is to introduce the concept of the automatic integration and present a new way of approximating definite integrals using the automatic integration based on an associative algebra with zero divisors.
arxiv