We present numerical evidence for the blow-up of solution for the Euler equations. Our approximate solutions are Taylor polynomials in the time variable of an exact solution, and we believe that in terms of the exact solution, the blow-up will be rigorously proved.
We present numerical evidence for the blow-up of solution for the Euler equations. Our approximate solutions are Taylor polynomials in the time variable of an exact solution, and we believe that in terms of the exact solution, the blow-up will be rigorously proved.
In this paper, for the second initial boundary value problem for Schrödinger systems, we obtain a performance of generalized solutions in a neighborhood of conical points on the boundary of the base of infinite cylinders. The main result are asymptotic formulas for generalized solutions in case the associated spectrum problem has more than one eigenvalue in the strip considered.
This paper is concerned with the controllability of linear and nonlinear fractional dynamical systems in finite dimensional spaces. Sufficient conditions for controllability are obtained using Schauder's fixed point theorem and the controllability Grammian matrix which is defined by the Mittag-Leffler matrix function. Examples are given to illustrate the effectiveness of the theory.
We consider the first initial-boundary value problem for the 2-D Kuramoto-Sivashinsky equation in a unit disk with homogeneous boundary conditions, periodicity conditions in the angle, and small initial data. Apart from proving the existence and uniqueness of a global in time solution, we construct it in the form of a series in a small parameter present in the initial conditions. In the stable case we also obtain the uniform in space long-time asymptotic expansion of the constructed solution and...
In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll–Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast scale for the stochastic volatility process. We derive the second order asymptotic expansion of a solution...