Browsing by Subject "Integral equations"
Now showing items 1-20 of 28
-
Doctoral Thesis Open AccessOpen Access
Algebraic complete integrability of Lotka-Volterra equations in three and four dimensions
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 2008-05)Σ' αυτή τη διατριβή, εξετάζουμε την πλήρη αλγεβρική ολοκληρωσιμότητα των εξισώσεων Lotka - Volterra στις τρεις και στις τέσσερις διαστάσεις, που ορίζονται από ένα αντισυμμετρικό πίνακα. Ο στόχος μας είναι η πλήρη ταξινόμηση ...
-
Conference Object
Applications of minimum principle for continuous-time partially observable risk-sensitive control problems
(IEEE, 1995)This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linear-exponential-quadratic-Gaussian (LEQG) tracking problems using two different ...
-
Article
Bank filters for ML parameter estimation via the Expectation-Maximization algorithm: The continuous-time case
(1998)In this paper we consider continuous-time partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximum-likelihood ...
-
Article
Boundary value problems for quasilinear ODEs
(2005)A priori bounds for the quasilinear ordinary differential equations (ODE), are discussed. A priori bounds for the derivative of the solution of one-dimensional p-Laplacian are proved. The global solvability of quasilinear ...
-
Article
Comparison of two methods for the computation of singular solutions in elliptic problems
(1997)We compare two numerical methods for the solution of elliptic problems with boundary singularities. The first is the integrated singular basis function method (ISBFM), a finite-element method in which the solution is ...
-
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 continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
-
Conference Object
Conditional moment generating functions for integrals and stochastic integrals
(IEEE, 1997)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
-
Conference Object
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(IEEE, 1999)This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
-
Conference Object
Examples of optimal control for nonlinear stochastic control problems with partial information
(IEEE, 1995)Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with non-linearities in the dynamics ...
-
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
How fast are the two-dimensional gaussian waves?
(2002)For a stationary two-dimensional random field evolving in time, we derive the intensity distributions of appropriately defined velocities of crossing contours. The results are based on a generalization of the Rice formula. ...
-
Article
A matrix decomposition MFS algorithm for axisymmetric potential problems
(2004)The method of fundamental solutions is a boundary-type meshless method for the solution of certain elliptic boundary value problems. By exploiting the structure of the matrices appearing when this method is applied to ...
-
Article
Method of Fundamental Solutions for axisymmetric elasticity problems
(2000)We investigate the use of the Method of Fundamental Solutions (MFS) for the approximate solution of certain problems of three-dimensional elastostatics in isotropic materials. Specifically, we consider problems in which ...
-
Article
The method of fundamental solutions for inhomogeneous elliptic problems
(1998)We investigate the use of the Method of Fundamental Solutions (MFS) for solving inhomogeneous harmonic and biharmonic problems. These are transformed to homogeneous problems by subtracting a particular solution of the ...
-
Article
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
-
Conference Object
Performance improvement versus robust stability in model reference adaptive control
(Publ by IEEE, 1992)The mean square tracking error criterion and the L∞ tracking error bound criterion are used to assess the performance of a standard robust model reference adaptive control schemes in ideal and nonideal situations. Controller ...
-
Conference Object
Risk-sensitive/integral control for systems with point process observations
(IEEE, 1994)This paper deals with necessary conditions for integral and exponential-of-integral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...
-
Conference Object
Robust capacity of white Gaussian noise channels with uncertainty
(2004)This paper concerns the problem of defining, and computing the channel capacity of a continuous time additive white Gaussian noise channel when the true frequency response of the channel is not completely known to the ...
-
Conference Object
Role of measure-valued decompositions in stochastic control
(American Automatic Control Council, 1994)Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...
-
Article
The singular function boundary integral method for a two-dimensional fracture problem
(2006)The singular function boundary integral method (SFBIM) originally developed for Laplacian problems with boundary singularities is extended for solving two-dimensional fracture problems formulated in terms of the Airy stress ...