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This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed asymptotic matched solutions at order two for the half-space Ginzburg-Landau model, in the weak- limit. These authors deduced a formal expansion for the superheating field in powers of up to order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in Parr’s formula (Parr, 1976). In this paper, we construct asymptotic matched solutions at all orders leading to a complete expansion in powers...
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed
asymptotic matched solutions at order two for the half-space Ginzburg-Landau model,
in the weak-κ limit.
These authors deduced
a formal expansion for the superheating field in powers of up to
order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in
Parr's formula (Parr, 1976). In this paper, we construct asymptotic matched solutions
at all orders
leading to a complete expansion...
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
Connections between uniform exponential expansiveness and complete admissibility of the pair are studied. A discrete version for a theorem due to Van Minh, Räbiger and Schnaubelt is presented. Equivalent characterizations of Perron type for uniform exponential expansiveness of evolution families in terms of complete admissibility are given.
We give characterizations for uniform exponential stability and uniform exponential instability of linear skew-product flows in terms of Banach sequence spaces and Banach function spaces, respectively. We present a unified approach for uniform exponential stability and uniform exponential instability of linear skew-product flows, extending some stability theorems due to Neerven, Datko, Zabczyk and Rolewicz.
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