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Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence

Abdel Berkaoui, Mireille Bossy, Awa Diop (2008)

ESAIM: Probability and Statistics

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form | x | α , α [ 1 / 2 , 1 ) . In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

Abdel Berkaoui, Mireille Bossy, Awa Diop (2007)

ESAIM: Probability and Statistics

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x|α, α ∈ [1/2,1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

Euler's integral transformation for systems of linear differential equations with irregular singularities

Kouichi Takemura (2012)

Banach Center Publications

Dettweiler and Reiter formulated Euler's integral transformation for Fuchsian systems of differential equations and applied it to a definition of the middle convolution. In this paper, we formulate Euler's integral transformation for systems of linear differential equations with irregular singularities. We show by an example that the confluence of singularities is compatible with Euler's integral transformation.

Event-triggered design for multi-agent optimal consensus of Euler-Lagrangian systems

Xue-Fang Wang, Zhenhua Deng, Song Ma, Xian Du (2017)

Kybernetika

In this paper, a distributed optimal consensus problem is investigated to achieve the optimization of the sum of local cost function for a group of agents in the Euler-Lagrangian (EL) system form. We consider that the local cost function of each agent is only known by itself and cannot be shared with others, which brings challenges in this distributed optimization problem. A novel gradient-based distributed continuous-time algorithm with the parameters of EL system is proposed, which takes the distributed...

Eventual disconjugacy of y ( n ) + μ p ( x ) y = 0 for every μ

Uri Elias (2004)

Archivum Mathematicum

The work characterizes when is the equation y ( n ) + μ p ( x ) y = 0 eventually disconjugate for every value of μ and gives an explicit necessary and sufficient integral criterion for it. For suitable integers q , the eventually disconjugate (and disfocal) equation has 2-dimensional subspaces of solutions y such that y ( i ) > 0 , i = 0 , ... , q - 1 , ( - 1 ) i - q y ( i ) > 0 , i = q , ... , n . We characterize the “smallest” of such solutions and conjecture the shape of the “largest” one. Examples demonstrate that the estimates are sharp.

Eventually positive solutions for nonlinear impulsive differential equations with delays

Shao Yuan Huang, Sui Sun Cheng (2012)

Annales Polonici Mathematici

Several recent oscillation criteria are obtained for nonlinear delay impulsive differential equations by relating them to linear delay impulsive differential equations or inequalities, and then comparison and oscillation criteria for the latter are applied. However, not all nonlinear delay impulsive differential equations can be directly related to linear delay impulsive differential equations or inequalities. Moreover, standard oscillation criteria for linear equations cannot be applied directly...

Evolution differential equations in Fréchet sequence spaces

Oleg Zubelevich (2016)

Colloquium Mathematicae

We consider evolution differential equations in Fréchet spaces with unconditional Schauder basis, and construct a version of the majorant functions method to obtain existence theorems for Cauchy problems. Applications to PDE are also considered.

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