Browsing by Subject "Differential equations"
Now showing items 120 of 82

Article
Adaptive nonlinear congestion controller for a differentiatedservices framework
(2005)The growing demand of computer usage requires efficient ways of managing network traffic in order to avoid or at least limit the level of congestion in cases where increases in bandwidth are not desirable or possible. In ...

Article
Algebraic solution of the SteinStein model for stochastic volatility
(2011)We provide an algebraic approach to the solution of the SteinStein model for stochastic volatility which arises in the determination of the RadonNikodym density of the minimal entropy of the martingale measure. We extend ...

Article
Analytic residues along algebraic cycles
(2005)Let W be a qdimensional irreducible algebraic subvariety in the affine space A C n, P1,..., Pm m elements in C[X1,...,Xn], and V(P) the set of common zeros of the Pj's in C n. Assuming that W is not included in V(P), one ...

Article
BogoyavlenskyVolterra and Birkhoff integrable systems
(2004)In this paper we examine an interesting connection between the generalized Volterra lattices of Bogoyavlensky and a special case of an integrable system defined by Sklyanin. The Sklyanin system happens to be one of the ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart I: A General Theory
(2017)Decentralized optimization of distributed stochastic dynamical systems with two or more controls of the decision makers (DMs) has been an active area of research for over half a century. Although, such decentralized ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart II: Applications
(2017)In this second part of the twopart paper, a stochastic maximum principle, conditional Hamiltonians and the coupled backwardforward stochastic differential equations (SDEs) of the first part [1] are employed to derive ...

Article
Classification of noether symmetries for Lagrangians with three degrees of freedom
(2004)The noether symmetries of the EulerLagrange equations for a Hamiltonian system with three degrees were classified. All groups were classified that appeared as symmetries of a general Hamiltonians system of n degrees of ...

Article
Conditional moment generating functions for integrals and stochastic integrals
(2003)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuoustime nonlinear systems. The first method utilizes recursive stochastic partial differential ...

Article
Conformal mapping for the efficient MFS solution of Dirichlet boundary value problems
(2008)In this work, we use conformal mapping to transform harmonic Dirichlet problems of Laplace's equation which are defined in simplyconnected domains into harmonic Dirichlet problems that are defined in the unit disk. We ...

Article
Conservation laws and hierarchies of potential symmetries for certain diffusion equations
(2009)We show that the socalled hidden potential symmetries considered in a recent paper [M.L. Gandarias, New potential symmetries for some evolution equations, Physica A 387 (2008) 22342242] are ordinary potential symmetries ...

Article
Decentralized optimality conditions of stochastic differential decision problems via Girsanov’s measure transformation
(2016)In this paper, we apply two methods to derive necessary and sufficient decentralized optimality conditions for stochastic differential decision problems with multiple Decision Makers (DMs), which aim at optimizing a common ...

Article
A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with timedependent parameters
(2015)In a fairly recent paper (2008 American Control Conference, June 1113, 10351039), the problem of dealing with trading in optimal pairs was treated from the viewpoint of stochastic control. The analysis of the subsequent ...

Article
Detection of cavities using the method of fundamental solutions
(2009)The determination of the boundary of a cavity, defined here as a perfectly insulated inclusion, within a conducting medium from a single voltage and current flux measurements on the accessible boundary of the medium, can ...

Article
Differential evolution based identification of automotive hydraulic engine mount model parameters
(2000)Hydraulic engine mounts are commonly used in an automotive applications, and numerical models exist for performing fullvehicle noise, vibration and harshness (NVH) studies by means of multibody simulation. The parameters ...

Article
Differential invariants for thirdorder evolution equations
(2015)We consider a general class of third order evolution equations. We construct differential invariants with the employment of the infinitesimal method that using equivalence groups. We use the differential invariants to ...

Doctoral Thesis Open Access
Differential invariants of hyperbolic equations
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 200903)Σε αυτή την διατριβή, πρώτα θα αναφερθούμε σε βασικούς ορισμούς των ομάδων μετασχηματισμών Lie, των απειροστών μετασχηματισμών και το αναλλοίωτο των μερικών διαφορικών εξισώσεων, τα οποία είναι χρήσιμα για τα επόμενα ...

Article
Differential invariants of the onedimensional quasilinear secondorder evolution equation
(2007)We consider evolution equations of the form ut = f(x, u, ux)uxx + g(x, u, ux) and ut = uxx + g(x, u, ux). In the spirit of the recent work of Ibragimov [Ibragimov NH. Laplace type invariants for parabolic equations. Nonlinear ...

Conference Object
Directly computable L2 and Lx performance bounds for Morse's dynamic certainty equivalence adaptive controller
(1995)In this paper we consider a model reference adaptive control scheme where the classical error augmentation and standard tuning error normalization are avoided through the use of Morse's high order tuner. We consider the ...

Conference Object
Distributed stochastic power control for timevarying longterm and shortterm fading wireless networks
(2007)In this paper, new timevarying wireless channel models that capture both the space and time variations of longterm and shortterm fading wireless networks are developed. The proposed models are based on stochastic ...

Conference Object
An edgeworth series expansion for multipath fading channel densities
(2002)Identifying the statistical characteristics of the received signal in wireless communications, plays an important role in the design of different functions of the overall communications system. We demonstrate here that the ...