Browsing by Subject "Nonlinear equations"
Now showing items 120 of 30

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
Classification of potential symmetries of generalised inhomogeneous nonlinear diffusion equations
(2003)We consider the class of generalised nonlinear diffusion equations f(x)ut = [g(x)unux]x which are of considerable interest in mathematical physics. We classify the nonlocal symmetries, which are known as potential symmetries, ...

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
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
Electronic structure of piezoelectric doublebarrier InAs/InP/InAs/InP/InAs (111) nanowires
(2004)The numerical selfconsistent solution of the PoissonSchrodinger equations in cylindrical coordinates for calculating electronic states in the effective mass approximation was implemented. High accuracy and rapid convergence ...

Article
Exact solutions of a remarkable fin equation
(2008)A model 'remarkable' fin equation is singled out from a class of nonlinear (1 + 1)dimensional fin equations. For this equation a number of exact solutions are constructed by means of using both the classical Lie algorithm ...

Article
Further transformation properties of generalised inhomogeneous nonlinear diffusion equations with variable coefficients
(2005)We consider the variable coefficient inhomogeneous nonlinear diffusion equations of the form xput = [xqu nux]x. We present further transformation properties for this nonlinear class of equations that do not appear in the ...

Conference Object
Group analysis of a class of nonlinear Kolmogorov equations
(Springer New York LLC, 2016)A class of (1+2)dimensional diffusionconvection equations (nonlinear Kolmogorov equations) with timedependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using ...

Article
Group analysis of nonlinear fin equations
(2008)Group classification of a class of nonlinear fin equations is carried out exhaustively. Additional equivalence transformations and conditional equivalence groups are also found. These enable us to simplify the classification ...

Article
Hodographtype transformations
(2003)We consider secondorder evolution equations of the form ut = F1(u,ux)uxx+F2(u,ux) and third order of the form ut = F1(u,ux)u xxx+F2(u,ux,uxx). For each of these equations we construct point transformations which relate ...

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
An inverse method to assign receptances by using classical vibration absorbers
(2009)The classical massspring absorber can be thought of as a very simple structural modification. In this paper the inverse problem of assigning receptances to a dynamic system by using one or more simple massspring absorbers ...

Conference Object
LeastSquare estimation for nonlinear systems with applications to phase and envelope estimation in wireless fading channels
(2008)This paper addresses the problem of nonlinear LeastSquare estimation. A new approach is presented which employees a change of probability measure technique to derive recursive equations for conditional means of nonlinear ...

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 ...

Conference Object
New finitedimensional stochastic optimal control problems
(IEEE, 1997)This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...

Article
Numerical investigation of the nonlinear heat diffusion equation with high nonlinearity on the boundary
(2008)A nonlinear heat diffusion problem is considered when the thermal conductivity and heat capacity are nonlinear functions of the temperature. At one of the boundaries a highly nonlinear condition is imposed involving both ...

Article
On the group classification of variablecoefficient nonlinear diffusionconvection equations
(2006)We consider the variable coefficient diffusionconvection equation of the form f (x) ut = [g (x) D (u) ux]x + h (x) K (u) ux which has considerable interest in mathematical physics, biology and chemistry. We present a ...

Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...

Article
Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum meansquareerrortype are used in likelihoodratio tests to detect the time of change. ...

Conference Object
Performance analysis for a changepoint problem
(IEEE, 1997)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimummeansquareerror type are used in likelihoodratio tests to detect the time of change. We ...