solving coupled differential equations with mathematica

Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

Ngày tải lên : 19/02/2014, 22:20
... N = {N t ,t≥ 0} with intensity λ>0 is a piecewise constant process with stationary independent increments with initial value N 0 =0such that N t − N s is Poisson distributed with intensity λ t−s , ... quantitative analysts and others with a more technical back- ground in mathematical and quantitative methods who are interested in applying stochastic differential equations with jumps, and in implement- ing ... appropriate for a reader with an engineer’s or similar undergraduate training in mathematical methods. It is readily accessible to many who only require numerical recipes. Together with Nicola Bruti-Liberati...
  • 868
  • 1.3K
  • 0
differential equations with linear algebra nov 2009

differential equations with linear algebra nov 2009

Ngày tải lên : 11/06/2014, 07:16
... and coupled systems 268 3.9.2 Matrix exponential 270 4 Higher order differential equations 273 4.1 Motivating equations 273 4.2 Homogeneous equations: distinct real roots 274 4.3 Homogeneous equations: ... general solutions to systems of linear differential equations or higher order linear differential equations. Over the past decade or two, first-order differential equations have become a standard topic ... course in linear algebra and differential equations, or a course in differential equations that requires linear algebra as a prerequisite. We address each course separately with some suggestions for...
  • 572
  • 679
  • 0
Báo cáo toán học: " Minimal and maximal solutions to first-order differential equations with state-dependent deviated arguments" pptx

Báo cáo toán học: " Minimal and maximal solutions to first-order differential equations with state-dependent deviated arguments" pptx

Ngày tải lên : 20/06/2014, 20:20
... HO, Wu, J: Functional differential equations with state-dependent delays: theory and applications. Hand- b ook of Differential Equations: Ordinary Differential Equations, vol. III. Elsevier/North-Holland, ... problems with state-dep endent deviating arguments Bull. Lond. Math. Soc. 43, 164–174 (2011) 2. Arino, O, Hadeler, KP, Hbid, ML: Existence of periodic solutions for delay differential equations with ... differential equations with deviated arguments. J. Optim. Theory Appl. 135(2), 257–269 (2007) 5. Jankowski, T: Existence of solutions of boundary value problems for dif- ferential equations in...
  • 24
  • 361
  • 0
Báo cáo hóa học: " New criteria for stability of neutral differential equations with variable delays by fixed points method" docx

Báo cáo hóa học: " New criteria for stability of neutral differential equations with variable delays by fixed points method" docx

Ngày tải lên : 20/06/2014, 22:20
... nonlinear differential equations with delay. Nonlinear Anal. 74(12):3926–3933 (2011). doi:10.1016/j.na.2011.02.029 17. Raffoul, YN: Stability in neutral nonlinear differential equations with functional ... neutral differential equations with variable delays. Proc Am Math Soc. 136, 909–918 (2008) 19. Ardjouni, A, Djoudi, A: Fixed points and stability in linear neutral differential equations with variable ... stochastic differential equations with multi- ple delays. Pinto and Seplveda [16] talk about H-asymptotic stability by the fixed point method in neutral nonlinear differential equations with delay....
  • 11
  • 405
  • 0
Báo cáo hóa học: " Riemann-Liouville fractional integro-differential equations with fractional nonlocal integral boundary conditions" pptx

Báo cáo hóa học: " Riemann-Liouville fractional integro-differential equations with fractional nonlocal integral boundary conditions" pptx

Ngày tải lên : 20/06/2014, 22:20
... nonlinear fractional differential equations. Fixed Point Theory Appl 2010, 17 (2010). (Article ID 364560) 10. Ahmad, B, Nieto, JJ: Riemann-Liouville fractional differential equations with fractional ... fractional integrodifferential equations with integral boundary conditions. Bound Value Probl 2009, 11 (2009). (Article ID 708576) 6. Ahmad, B, Nieto, JJ: Existence results for a coupled system ... Ahmad, B, Nieto, JJ: Existence results for a coupled system of nonlinear fractional differential equations with three-point boundary conditions. Comput Math Appl. 58, 1838–1843 (2009). doi:10.1016/j.camwa.2009.07.091 7....
  • 9
  • 297
  • 0
Báo cáo hóa học: " Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument" ppt

Báo cáo hóa học: " Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument" ppt

Ngày tải lên : 21/06/2014, 03:20
... nonlinear ordinary differential equations with advanced arguments. Nonlinear Anal 2003, 53:495-505. 40. Yan JR: Oscillation of first-order impulsive differential equations with advanced argument. ... for second order differential equations with an advanced argument. Nonlinear Anal 2006, 65:2013-2023. 42. Jankowski T: Positive solutions for fourth-order differential equations with deviating ... integro -differential equations with deviating arguments. J Comput Appl Math 2009, 225:602-611. 45. Wang G: Boundary value problems for systems of nonlinear integro -differential equations with deviating arguments....
  • 11
  • 343
  • 0
báo cáo hóa học:" Research Article Variational Approach to Impulsive Differential Equations with Dirichlet Boundary Conditions" pptx

báo cáo hóa học:" Research Article Variational Approach to Impulsive Differential Equations with Dirichlet Boundary Conditions" pptx

Ngày tải lên : 21/06/2014, 11:20
... London Mathematical Society, vol. 40, no. 1, pp. 143–150, 2008. 8 D. Qian and X. Li, “Periodic solutions for ordinary differential equations with s ublinear impulsive effects,” Journal of Mathematical ... functional differential equations, ” Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 726–741, 2006. 10 J. J. Nieto and D. O’Regan, “Variational approach to impulsive differential equations, ” ... impulsive differential equations, ” Proceedings of the Edinburgh Mathematical Society. Series II, vol. 51, no. 2, pp. 509–527, 2008. 12 Y. Tian, W. Ge, and D. Yang, “Existence results for second-order system with...
  • 16
  • 240
  • 0
báo cáo hóa học:" Research Article Positive Solutions for Fourth-Order Singular p-Laplacian Differential Equations with Integral Boundary Conditions" pptx

báo cáo hóa học:" Research Article Positive Solutions for Fourth-Order Singular p-Laplacian Differential Equations with Integral Boundary Conditions" pptx

Ngày tải lên : 21/06/2014, 11:20
... pages doi:10.1155/2010/862079 Research Article Positive Solutions for Fourth-Order Singular p-Laplacian Differential Equations with Integral Boundary Conditions Xingqiu Zhang 1, 2 and Yujun Cui 3 1 Department of ... fourth-order differential equations with integral boundary conditions,” Journal of Computational and Applied Mathematics, vol. 222, no. 2, pp. 561–573, 2008. 14 C. Corduneanu, Integral Equations and Applications, ... “Multiple positive solutions of some Fredholm integral equations arisen from nonlocal boundary-value problems,” Electronic Journal of Differential Equations, no. 30, pp. 1–17, 2002. 14 Boundary Value...
  • 23
  • 277
  • 0
Báo cáo sinh học: " Research Article Existence of Solutions for Nonlinear Fractional Integro-Differential Equations with Three-Point Nonlocal Fractional Boundary Conditions" docx

Báo cáo sinh học: " Research Article Existence of Solutions for Nonlinear Fractional Integro-Differential Equations with Three-Point Nonlocal Fractional Boundary Conditions" docx

Ngày tải lên : 21/06/2014, 16:20
... differential equations, ” Abstract and Applied Analysis, vol. 2009, Article ID 494720, 9 pages, 2009. 14 B. Ahmad and J. R. Graef, Coupled systems of nonlinear fractional differential equations with nonlocal ... PanAmerican Mathematical Journal, vol. 19, no. 3, pp. 29–39, 2009. 15 B. Ahmad and J. J. Nieto, “Existence results for a coupled system of nonlinear fractional differential equations with three-point ... Difference Equations Volume 2010, Article ID 691721, 10 pages doi:10.1155/2010/691721 Research Article Existence of Solutions for Nonlinear Fractional Integro -Differential Equations with Three-Point Nonlocal...
  • 10
  • 309
  • 0
Báo cáo sinh học: " Research Article Multiple Positive Solutions of Fourth-Order Impulsive Differential Equations with Integral Boundary Conditions and One-Dimensional p-Laplacian" ppt

Báo cáo sinh học: " Research Article Multiple Positive Solutions of Fourth-Order Impulsive Differential Equations with Integral Boundary Conditions and One-Dimensional p-Laplacian" ppt

Ngày tải lên : 21/06/2014, 16:20
... “Existence of positive periodic solutions of impulsive functional differential equations with two parameters,” Journal of Mathematical Analysis and Applications, vol. 327, no. 2, pp. 854–868, 2007. 7 ... pages doi:10.1155/2011/654871 Research Article Multiple Positive Solutions of Fourth-Order Impulsive Differential Equations with Integral Boundary Conditions and One-Dimensional p-Laplacian Meiqiang Feng School ... integral equations and their relation with boundary- value problems, we refer to the book of Corduneanu 22 and Agarwal and O’Regan 23. On the other hand, boundary-value problems with integral...
  • 26
  • 411
  • 0
báo cáo hóa học:" Extremal solutions for certain type of fractional differential equations with maxima" pptx

báo cáo hóa học:" Extremal solutions for certain type of fractional differential equations with maxima" pptx

Ngày tải lên : 21/06/2014, 17:20
... approximate solving of differential equations with maxima. Comput. Math. Appl. 60(10), (2010) 2771–2778. 11. Mishev, DP, Musa, SM: Distribution of the zeros of the solutions of hyperbolic differential equations ... available soon. Extremal solutions for certain type of fractional differential equations with maxima Advances in Difference Equations 2012, 2012:7 doi:10.1186/1687-1847-2012-7 Rabha W Ibrahim ... differential equations, because some boundary conditions are automatically fulfilled and due to lower order differ- ential requirements (see [9]). Differential equations with maximum arise naturally when solving...
  • 14
  • 349
  • 0

Xem thêm