59 resultados para Partial Stochastic differential equations


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2000 Mathematics Subject Classification: 45F15, 45G10, 46B38.

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2000 Mathematics Subject Classification: 34C10, 34C15.

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2000 Mathematics Subject Classification: 34K15, 34C10.

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2000 Mathematics Subject Classification: 34C10, 34C15.

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MSC 2010: 34A08, 34A37, 49N70

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Mathematics Subject Classification: 26A33, 76M35, 82B31

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2000 Mathematics Subject Classification: 60H15, 60H40

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An algorithm is produced for the symbolic solving of systems of partial differential equations by means of multivariate Laplace–Carson transform. A system of K equations with M as the greatest order of partial derivatives and right-hand parts of a special type is considered. Initial conditions are input. As a result of a Laplace–Carson transform of the system according to initial condition we obtain an algebraic system of equations. A method to obtain compatibility conditions is discussed.

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2000 Mathematics Subject Classification: Primary 26A33; Secondary 35S10, 86A05

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2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.

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An antagonistic differential game of hyperbolic type with a separable linear vector pay-off function is considered. The main result is the description of all ε-Slater saddle points consisting of program strategies, program ε-Slater maximins and minimaxes for each ε ∈ R^N > for this game. To this purpose, the considered differential game is reduced to find the optimal program strategies of two multicriterial problems of hyperbolic type. The application of approximation enables us to relate these problems to a problem of optimal program control, described by a system of ordinary differential equations, with a scalar pay-off function. It is found that the result of this problem is not changed, if the players use positional or program strategies. For the considered differential game, it is interesting that the ε-Slater saddle points are not equivalent and there exist two ε-Slater saddle points for which the values of all components of the vector pay-off function at one of them are greater than the respective components of the other ε-saddle point.

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We introduce a robot-safety device system attended by two different repairmen. The twin system is characterized by the natural feature of cold standby and by an admissible “risky” state. In order to analyse the random behaviour of the entire system (robot, safety device, repair facility) we employ a stochastic process endowed with probability measures satisfying general Hokstad-type differential equations. The solution procedure is based on the theory of sectionally holomorphic functions, characterized by a Cauchy-type integral defined as a Cauchy principal value in double sense. An application of the Sokhotski-Plemelj formulae determines the long-run availability of the robot-safety device. Finally, we consider the particular but important case of deterministic repair.

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In this article on quasidifferential equation with non-fixed time of impulses we consider the continuous dependence of the solutions on the initial conditions as well as the mappings defined by these equations. We prove general theorems for quasidifferential equations from which follows corresponding results for differential equations, differential inclusion and equations with Hukuhara derivative.

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2000 Mathematics Subject Classification: 26A33 (main), 44A40, 44A35, 33E30, 45J05, 45D05

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Mathematics Subject Classification: 26A33 (main), 35A22, 78A25, 93A30