Browsing by Subject "Integral equations"
Now showing items 120 of 28

Doctoral Thesis Open AccessOpen Access
Algebraic complete integrability of LotkaVolterra equations in three and four dimensions
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 200805)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 continuoustime partially observable risksensitive control problems
(IEEE, 1995)This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linearexponentialquadraticGaussian (LEQG) tracking problems using two different ...

Article
Bank filters for ML parameter estimation via the ExpectationMaximization algorithm: The continuoustime case
(1998)In this paper we consider continuoustime partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximumlikelihood ...

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 onedimensional pLaplacian 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 finiteelement 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 continuoustime 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 continuoustime nonlinear systems. The first method utilizes recursive stochastic partial differential ...

Conference Object
Exact filters for NewtonRaphson parameter estimation algorithms for continuoustime partially observed stochastic systems
(IEEE, 1999)This paper presents explicit finitedimensional filters for implementing NewtonRaphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuoustime 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 nonlinearities 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 twodimensional gaussian waves?
(2002)For a stationary twodimensional 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 boundarytype 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 threedimensional 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 risksensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuoustime partially observable optimal control problems with exponentialofintegral 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
Risksensitive/integral control for systems with point process observations
(IEEE, 1994)This paper deals with necessary conditions for integral and exponentialofintegral 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 measurevalued decompositions in stochastic control
(American Automatic Control Council, 1994)Following up the measurevalued decompositions of Kunita [1], and the martingale representation result for L2processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...

Article
The singular function boundary integral method for a twodimensional fracture problem
(2006)The singular function boundary integral method (SFBIM) originally developed for Laplacian problems with boundary singularities is extended for solving twodimensional fracture problems formulated in terms of the Airy stress ...