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1841
Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints
Published 2016-01-01“…In this situation the Hamilton-Jacobi-Bellman (HJB) equation of the value function of the auxiliary problem becomes a coupled system of backward stochastic partial differential equation. In fact, the value function V often does not have the smoothness properties needed to interpret it as a solution to the dynamic programming partial differential equation in the usual (classical) sense; however, in such cases V can be interpreted as a viscosity solution. …”
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1842
Investigation of Subcombination Internal Resonances in Cantilever Beams
Published 1998-01-01“…The method of time-averaged Lagrangian and virtual work is used to determine six nonlinear ordinary-differential equations governing the amplitudes and phases of the three interacting modes. …”
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1843
Multiple Nonlinear Oscillations in a 𝔻3×𝔻3-Symmetrical Coupled System of Identical Cells with Delays
Published 2013-01-01“…The individual cells are modelled by a scalar delay differential equation which includes linear decay and nonlinear delayed feedback. …”
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1844
Stability in Mean of Partial Variables for Coupled Stochastic Reaction-Diffusion Systems on Networks: A Graph Approach
Published 2014-01-01“…By transforming the integral of the trajectory with respect to spatial variables as the solution of the stochastic ordinary differential equations (SODE) and using Itô formula, we establish some novel stability principles for uniform stability in mean, asymptotic stability in mean, uniformly asymptotic stability in mean, and exponential stability in mean of partial variables for CSRDSNs. …”
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1845
Forecasting New Product Diffusion Using Grey Time-Delayed Verhulst Model
Published 2013-01-01“…Taking account of the time-delayed phenomenon in diffusion of new products, we propose the time-delayed Verhulst model and then establish a grey time-delayed Verhulst model using the method of grey differential equations. The related parameter packets of this novel model are obtained under the rule of ordinary least squares (OLS). …”
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1846
A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems
Published 2013-01-01“…In this paper, we propose an iterative spectral method for solving differential equations with initial values on large intervals. …”
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1847
Research of the Transmission Error of Planetary Transmission System for Hub Motor
Published 2017-01-01“…Taking the planetary transmission system of hub motor as the research object,the kinematic differential equations of the system are established by considering the influence factors of time-varying mesh stiffness,meshing phase and equivalent mesh error,and the Runge-Kutta method is used to get the system transmission error. …”
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1848
Inverse Projective Synchronization between Two Different Hyperchaotic Systems with Fractional Order
Published 2012-01-01“…By using the stability theory of fractional-order differential equations and Lyapunov equations for fractional-order systems, two kinds of suitable controllers for achieving inverse projective synchronization are designed, in which the generalized synchronization, antisynchronization, and projective synchronization of fractional-order hyperchaotic Lorenz system and fractional-order hyperchaotic Chen system are also successfully achieved, respectively. …”
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1849
Mathematical Modeling, Analysis, and Optimal Control of Corruption Dynamics
Published 2020-01-01“…In this paper, a nonlinear deterministic model for the dynamics of corruption is proposed and analysed qualitatively using the stability theory of differential equations. The basic reproduction number with respect to the corruption-free equilibrium is obtained using next-generation matrix method. …”
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1850
Study on the Dynamics of Non-circular Planetary Gear Hydraulic Motor
Published 2017-01-01“…The dynamics differential equations are solved by using Runge-Kutta method. …”
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1851
A Bright Entanglement and Squeezing Generated by an External Pumping Radiation in a Correlated Emission Laser
Published 2020-01-01“…The quantum and statistical properties of light generated by an external classical field in a correlated emission laser with a parametric amplifier and coupled to a squeezed vacuum reservoir are investigated using the combination of the master and stochastic differential equations. First, the solutions of the cavity-mode variables and correlation properties of noise forces associated to the normal ordering are obtained. …”
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1852
SEMI-ANALYTUCAL SOLUTION TO DYNAMIC ANALYSIS FOR PLOUGH SYSTEM
Published 2018-01-01“…Dynamic model of plough system including three partial differential equations were solved with separation variables method. …”
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1853
Probability Density Evolution Algorithm for Stochastic Dynamical Systems Based on Fractional Calculus
Published 2021-01-01“…Dynamical models of the dynamic system and coupled system “three-car vehicle-rail-bridge” are established, the time-varying differential equations of motion are derived in detail, and the dynamic response of the system is calculated using the explicit Newmark algorithm. …”
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1854
Dufour and Soret Effects on Melting from a Vertical Plate Embedded in Saturated Porous Media
Published 2013-01-01“…The resulting system of nonlinear ordinary differential equations is solved numerically using Runge Kutta-Fehlberg with shooting techniques. …”
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1855
Analysis of the Torsional Vibration Modeling and Rigidity Excitation of K-H-V Cycloid Steel Ball Transmission
Published 2015-01-01“…By analyzing the position relationships of each engagement force and the displacement relationships of each component,the governing differential equations of the system and the dimensionless equivalent engagement rigidities of each transmission disc are derived. …”
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1856
Similarity Solution for High Weissenberg Number Flow of Upper-Convected Maxwell Fluid on a Linearly Stretching Sheet
Published 2016-01-01“…Upon proper scaling and by means of an exact similarity transformation, the nonlinear momentum and constitutive equations of each layer transform into the respective system of highly nonlinear and coupled ordinary differential equations. Numerical solutions to the resulting boundary value problem are obtained using an efficient shooting technique in conjunction with a variable stepping method for different values of pressure gradients. …”
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1857
The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes
Published 2013-01-01“…Specifically, we first use Dynkin’s formula to derive the ordinary differential equations satisfied by the Laplace transform of the exit times. …”
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1858
Review on Mathematical and Mechanical Models of the Vocal Cord
Published 2012-01-01“…The corresponding mathematical models are the systems of coupled second-order differential equations which describe the vibrations of the symmetric and asymmetric vocal folds. …”
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1859
Chemical Reaction Effect on Transient Free Convective Flow past an Infinite Moving Vertical Cylinder
Published 2013-01-01“…The closed-form solutions of the dimensionless governing partial differential equations are obtained in terms of Bessel's functions and modified Bessel's functions by the Laplace transform technique. …”
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1860
Duffing-Type Oscillator with a Bounded from above Potential in the Presence of Saddle-Center Bifurcation and Singular Perturbation: Frequency Control
Published 2013-01-01“…We analyze the dynamics of the forced singularly perturbed differential equations of Duffing’s type with a potential that is bounded from above. …”
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