Browsing by Subject "Differential equations"
Now showing items 2140 of 82

Article
Enhanced group classification of Benjamin–Bona–Mahony–Burgers equations
(2017)A class of the Benjamin–Bona–Mahony–Burgers (BBMB) equations with timedependent coefficients is investigated with the Lie symmetry point of view. The set of admissible transformations of the class is described exhaustively. ...

Article
Erratum: The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition [J Eng Math, 82, (2013), 6775, DOI 10.1007/s1066501295954]
(2015)In an analysis of the Lie point symmetries of the equation which allows for the inclusion of transaction costs into the Black–Scholes model (J Eng Math 82:67–75, 2013) one of the symmetries was omitted. We rectify that ...

Conference Object
Estimation and identification of timevarying longterm fading channels via the particle filter and the em algorithm
(2011)In this paper, we are concerned with the estimation and identification of timevarying wireless longterm fading channels. The dynamics of the fading channels are captured using a meanreverting linear stochastic differential ...

Conference Object
Estimation and identification of timevarying longterm fading wireless channels with application to power control
(Institute of Electrical and Electronics Engineers Inc., 2007)This paper is concerned with modeling of timevarying wireless fading channels, parameter estimation, identification, and optimal power control from received signal measurements. Wireless channels are represented by ...

Conference Object
Evaluation of likelihoodratio and performance bounds for nonlinear decision problems via stochastic PDE
(American Automatic Control Council, 1994)The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...

Article
Femtosecond carrier dynamics in implanted and highly annealed polycrystalline silicon
(2006)We have studied the ultrafast optical response of highly implanted and highly annealed polycrystalline silicon films using 400 nm ultrashort amplified pulses with fluence ranging between 8 mJ cm2 to 56 mJ cm 2. Transient ...

Article
Filtering for linear systems driven by fractional Brownian motion
(2003)In this paper we study continuous time filtering for linear multidimensional systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of ...

Conference Object
A general framework for continuous time power control in time varying long term fading wireless networks
(2007)In this paper, a general framework for continuous time power control algorithm under time varying long term fading wireless channels is developed. This contrasts most of the power control algorithms introduced in the ...

Conference Object
General nonstationary models for shortterm and longterm fading channels
(Institute of Electrical and Electronics Engineers Inc., 2000)This paper discusses the use of stochastic differential equations to model signal envelope variations over large areas, which are subject to longterm fading effects from the transmitter to local areas, followed by shortterm ...

Article
Generalized Lotka  Volterra systems connected with simple Lie algebras
(2015)We devise a new method for producing Hamiltonian systems by constructing the corresponding Lax pairs. This is achieved by considering a larger subset of the positive roots than the simple roots of the root system of a ...

Article
Group analysis of Benjamin  Bona  Mahony equations with time dependent coefficients
(2015)Group classification of a class of BenjaminBonaMahony (BBM) equations with time dependent coefficients is carried out. Two equivalent lists of equations possessing Lie symmetry extensions are presented: up to point ...

Article
Implicitexplicit BDF methods for the KuramotoSivashinsky equation
(2004)We consider the periodic initial value problem for the KuramotoSivashinsky (KS) equation. We approximate the solution by discretizing in time by implicitexplicit BDF schemes and in space by a pseudospectral method. We ...

Article
Information states in stochastic control and filtering: a lie algebraic theoretic approach
(2000)The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...

Article
Laplace type invariants for variable coefficient mKdV equations
(2015)We consider a class of variablecoefficient mKdV equations. We derive the equivalence transformations in the infinitesimal form and we employ them to construct differential invariants of the respective equivalence algebra. ...

Article
Lie group analysis of twodimensional variablecoefficient Burgers equation
(2010)The modern group analysis of differential equations is used to study a class of twodimensional variable coefficient Burgers equations. The group classification of this class is performed. Equivalence transformations are ...

Doctoral Thesis Open Access
Lie group classification of diffusiontype equations
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 200811)Ο κύριος στόχος της διατριβής αυτής είναι η ταξινόμηση των συμμετριών Lie μηγραμμικών εξισώσεων της διάχυσης. Ακολουθώντας την κλασσική μέθοδο εύρεσης των συμμετριών Lie, παρουσιάζουμε μια πλήρη ταξινόμηση των συμμετριών ...

Article
Lie symmetries of generalized Burgers equations: application to boundaryvalue problems
(2015)There exist several approaches exploiting Lie symmetries in the reduction of boundaryvalue problems for partial differential equations modelling realworld phenomena to those problems for ordinary differential equations. ...

Article
Minimax games for stochastic systems subject to relative entropy uncertainty: Applications to SDEs on Hilbert spaces
(2007)In this paper, we consider minimax games for stochastic uncertain systems with the payoff being a nonlinear functional of the uncertain measure where the uncertainty is measured in terms of relative entropy between the ...

Article
Modeling wireless fading channels via stochastic differential equations: Identification and estimation based on noisy measurements
(2008)This paper is concerned with modeling and identification of wireless channels using noisy measurements. The models employed are governed by Stochastic Differential Equations (SDEs) in state space form, while the identification ...

Article
Modelling and Simulation of Bolted Joints under Harmonic Excitation
(2003)Bolted metal joints under harmonic loading exhibit hysteretic behaviour. This is the major source of damping in frame structures with bolted joints, since the material damping of these structures is very small. In this ...