Differential equations

In this study, we investigated one of the most popular stochastic volatility pricing models, the Heston model, for European options. This paper deals with the implementation of a finite difference scheme to solve a two-dimensional partial differential equation form of the Heston model.

14p vibecca 01-10-2024 5 2   Download

This article represents the mathematical modeling and simulation of several common flying situations of a paraglider through establishing and solving the governing differential equations in state-space.

11p vifilm 24-09-2024 1 1   Download

The motion equation of a one-degree-of-freedom system when subjected to earthquakes is usually not solved by analytic methods. This problem can only be solved through the time step method, when integrating differential equations. This paper is devoted to presenting a numerical solution for a seismic analysis problem of a highway bridge pier with high damping rubber bearings under earthquakes.

14p vifaye 20-09-2024 2 1   Download

In this work, the free vibration analysis of Timoshenko microbeams made of the Functionally Graded Material (FGM) on the Winkler–Paternak elastic foundation based on the Modified Coupled Stress Theory (MCST) is investigated. Material characteristics of the beam vary throughout the thickness according to the power distribution and are estimated though Mori–Tanaka, Hashin–Shtrikman and Voigt homogenization techniques.

13p dianmotminh02 03-05-2024 9 3   Download

The thesis "Stability of some classes of degenerate two-phase difference systems with delay" is to study the stability of degenerate two-phase systems with mixed delay in the direction of variation; Stability and dissipation in finite domain of degenerate 2-D system with variable delay; Evaluation of the gain set and control design for a degenerate 2-D system in the Roesser model with variable delay;... Please refer to it!

120p gaupanda019 21-03-2024 5 1   Download

This research is built upon the determination of the Eigenpairs of one and two dimensional positive differential operators with periodic boundary conditions. The Schrödinger equation was solved for positive operators in both one and two dimensions. Fourier series were used to express the derivatives as the summation of Fourier terms. This led to a novel approach for the calculation of the eigenmodels of a perturbed potential well. The perturbation can be done via an electric field applied to the potential well.

88p runthenight07 01-03-2023 6 3   Download

Mục tiêu của bài giảng "Phương trình vi phân" của ThS. Hồ Thị Bạch Phương nhằm giúp các em sinh viện biết cách giải phương trình vi phân (Ordinary Differential Equations ODEs); Hiểu được tầm qua trọng của phương pháp số giải ODEs; Đánh giá độ tin cậy của các phương pháp đó. Mời quý thầy cô và các em cùng tham khảo chi tiết bài giảng tại đây.

54p tienphap22 29-10-2022 28 4   Download

This paper considers the problem of a low-velocity normal impact of a rigid cone-shaped upon a viscoelastic plate. The contact force is defined by the modified Hertz's contact law. Approximate solutions of the system of nonlinear integro-differential equations for the contact force and local indentation have been obtained.

7p meyerowitz 25-12-2021 11 1   Download

Lecture Physics A2: Electromagnetic Field and Wave - PhD. Pham Tan Thi present the content Maxwell’s equation, Gauss’s law for electric field, Faraday’s law, Ampère’s law with Maxwell’s correction, convert intergral form to differential form,...

27p xusong 21-07-2021 15 1   Download

Bài viết này trình bày một phương pháp giải phương trình đạo hàm riêng (partial differential equation - PDE) thoả điều kiện biên Dirichlete sử dụng mạng neural truyền thẳng một lớp ẩn (single-hidden layer feedfordward neural networks - SLFN) gọi là phương pháp mạng neural (neural network method – NNM). Các tham số của mạng neural được xác định dựa trên thuật toán huấn luyện mạng lan truyền ngược (backpropagation - BP). Kết quả nghiệm PDE thu được bằng phương pháp NNM chính xác hơn so với nghiệm PDE giải bằng phương pháp sai phân hữu hạn.

10p tunelove 12-06-2021 37 2   Download

Structures of thesis: Chapter 1 - Preliminaries; Chapter 2 - Discrete data assimilation for the three-dimentional Leray-α model; Chapter 3 - Discrete data assimilation for the three-dimentional NavierStokes-α model; Chapter 4 - Abridged continuous data assimilation for the three-dimentional simplified Bardina model; Chapter 5 - Abridged data assimilation for the three-dimentional modified Leray-α.

26p tunelove 10-06-2021 20 3   Download

Research aims: This thesis is concerned with the stability of some classes of nonlinear time-delay systems in neural networks. Investigating the problem of stability of non-autonomous neural networks with heterogeneous time-varying delays in the effect of destablizing impulses. Stabilizing Hopfiled neural networks with proposition delays subject to stabilizing and destablizing impulsive effects simultaneously.

27p tunelove 10-06-2021 22 4   Download

Purpose: Study the existence of inertial manifolds and the asymptotic behavior of solutions to certain classes of evolution equations in an infinite-dimensional Banach space. The evolution equations considered with the linear parts is the generator of a semigroup and the Lipschitz coefficient of the nonlinear term may depend on time and belongs to admissible function spaces which contain wide classes of function spaces like Lp-spaces, the Lorentz spaces Lp,q and many other function spaces occurring in interpolation theory.

27p tunelove 10-06-2021 22 3   Download

Objectives: The main objective of this thesis is to study the problem of stability analysis and applications in control of discrete-time 2-D systems described by Roesser model with certain types of stochastic parameters. The research includes the methodology development and establishment of analysis and synthesis conditions of the following specified models.

120p thebadguys 08-06-2021 22 4   Download

The objectives of this dissertation are to study the asymptotic behavior of solutions of these nonlocal problems via the existence of (its finite dimensional) global attractors, and the existence and exponential stability of stationary solutions.

112p thebadguys 08-06-2021 18 3   Download

Objectives: The main objectives of this thesis is to study the problem of stability analysis and applications in control of discrete-time 2-D systems described by Roesser model with certain types of stochastic parameters. The research includes the methodology development and establishment of analysis and synthesis conditions of the following specified models.

27p thebadguys 08-06-2021 28 4   Download

The objectives of this dissertation are to study the asymptotic behavior of solutions of these nonlocal problems via existence of (its finite dimensional) global attractors, and the existence and exponential stability of stationary solutions.

25p thebadguys 08-06-2021 19 3   Download

Objectives: The aim of the thesis is to develop Mickens’ methodology to construct NSFD methods for solving some important classes of differential equations arising in fields of science and technology.

26p extraenglish 24-05-2021 20 3   Download

Although the research direction on NSFD schemes for differential equations have achieved a lot ofresults shown by both quantity and quality of existing research works, real-world situations have always posednew complex problems in both qualitative study and numerical simulation aspects. On the other hand, there aremany differential models that have been established completely in the qualitative aspect but their correspondingdynamically consistent discrete models have not yet been proposed and studied

26p capheviahe29 17-03-2021 26 4   Download

The objective of the thesis is to develop the iterative method and combining it with other methods to study qualitative and especially the method of solving some two-point boundary problems for the fourth-order differential equations and systems, arising in beam bending theory without using condition of growth rate at infinity, Nagumo condition, etc. of the right-hand side function.

27p capheviahe27 23-02-2021 12 5   Download