Results 21 to 30 of about 11,648 (307)
Supersymmetry and singular perturbations [PDF]
, 1985 First it is shown in an abstract framework that supersymmetric quantum theory may give rise to very singular perturbations, which make perturbation theories invalid.
Arai, Asao
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Modelling of derivatives pricing using methods of spectral analysis
Journal of Vasyl Stefanyk Precarpathian National University, 2020 In this article expands the method of finding the approximate price for a wide class of derivative financial instruments. Using the spectral theory of self-adjoint operators in Hilbert space and the wave theory of singular and regular perturbations, the ...
Ivan Burtnyak, Anna Malytska
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Singular perturbations and singular arcs. I [PDF]
IEEE Transactions on Automatic Control, 1975 Singular perturbation theory is applied to obtain the asymptotic solution for the nearly singular optimal control of a constant linear system on a finite time interval In the limit as the control cost is reduced to zero, the initial control is found to have an impulse-like behavior, while the outer solution agrees asymptotically with the familiar ...
O'Malley, Robert E. jun. +1 more
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Karpatsʹkì Matematičnì Publìkacìï, 2018 The theoretical bases of this paper are the theory of spectral analysis and the theory of singular and regular perturbations. We obtain an approximate price of Ornstein-Uhlenbeck double barrier options with multidimensional stochastic diffusion as ...
I.V. Burtnyak, H.P. Malytska
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Asymptotics of the Solution of Bisingular Problem for a System of Linear Parabolic Equations. I
Моделирование и анализ информационных систем, 2013 Given a bisingular parabolic problem for a system of linear parabolic equations, we construct an asymptotics for the solution of any order with respect to a small parameter, without using the joining procedure for asymptotic expansions.
M. V. Butuzova
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Singular Perturbations in Viscoelasticity
Rocky Mountain Journal of Mathematics, 1993 We study the singular perturbation for a class of partial integro- differential equations in viscoelasticity of the form \[ \rho u^ \rho_{tt} (t,x) = Eu^ \rho_{xx} (t,x) + \int ^ t _{-\infty} a (t-s) u^ \rho_{xx} (s,x) ds + \rho g (t,x) + f (x),\tag{a} \] when the density \(\rho\) of the material goes to zero. We will prove that when \(\rho \to 0\) the
Grimmer, Ronald, Liu, Hetao
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Indefinite Hamiltonian systems whose Titchmarsh–Weyl coefficients have no finite generalized poles of non-positive type [PDF]
, 2013 The two-dimensional Hamiltonian system (*) y'(x)=zJH(x)y(x), x∈(a,b), where the Hamiltonian H takes non-negative 2x2-matrices as values, and $J:= \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}$, has attracted a lot of interest over the past decades ...
Harald Woracek +3 more
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Axiomatic Approach in the Analytic Theory of Singular Perturbations
Axioms, 2020 Introduced by S.A. Lomov, the concept of a pseudoanalytic (pseudoholomorphic) solution laid the foundation for the development of the singular perturbation analytical theory.
Margarita Besova, Vasiliy Kachalov
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Singular perturbations of some nonlinear problems [PDF]
, 2011 We deal with singular perturbations of nonlinear problems depending on a small parameter ε > 0. First we consider the abstract theory of singular perturbations of variational inequalities involving some nonlinear operators, defined in Banach spaces, and ...
Sengouga, A +5 more
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Singular Perturbations of Self-Adjoint Operators [PDF]
, 2002 Singular finite rank perturbations of an unbounded self-adjoint operator A0 in a Hilbert space h0 are defined formally as A(α) = A0 + GαG*, where G is an injective linear mapping from H = Cd to the scale space h−k(A0), k ∈ N, of generalized elements ...
Snoo, Henk de, +7 more
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