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Applied Mathematics

Southern Illinois University Carbondale

Series

2008

Articles 1 - 3 of 3

Full-Text Articles in Mathematics

Linearizable Feedforward Systems: A Special Class, Issa Amadou Tall Sep 2008

Linearizable Feedforward Systems: A Special Class, Issa Amadou Tall

Miscellaneous (presentations, translations, interviews, etc)

We address the problem of linearizability of systems in feedforward form. In a recent paper [22] we completely solved the linearizability for strict feedforward systems. We extend here those results to a special class of feedforward systems. We provide an algorithm, along with explicit transformations, that linearizes the system by change of coordinates when some easily checkable conditions are met. We also re-analyze type II class of linearizable strict feedforward systems provided by Krstic in [9] and we show that this class is the unique linearizable among the class of quasi-linear strict feedforward systems (see Definition III.1). Our results allow …


On Linearizability Of Strict Feedforward Systems, Issa Amadou Tall, Witold Respondek Jun 2008

On Linearizability Of Strict Feedforward Systems, Issa Amadou Tall, Witold Respondek

Miscellaneous (presentations, translations, interviews, etc)

In this paper we address the problem of linearizability of systems in strict feedforward form. We provide an algorithm, along with explicit transformations, that linearizes a system by change of coordinates when some easily checkable conditions are met. Those conditions turn out to be necessary and sufficient, that is, if one fails the system is not linearizable. We revisit type I and type II classes of linearizable strict feedforward systems provided by Krstic in [6] and illustrate our algorithm by various examples mostly taken from [5], [6].


The Weak Euler Scheme For Stochastic Delay Equations, Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow May 2008

The Weak Euler Scheme For Stochastic Delay Equations, Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow

Articles and Preprints

We study weak convergence of an Euler scheme for non-linear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion. The Euler scheme has weak order of convergence 1, as in the case of stochastic ordinary differential equations (SODEs) (i.e., without delay). The result holds for SDDEs with multiple finite fixed delays in the drift and diffusion terms. Although the set-up is non-anticipating, our approach uses the Malliavin calculus and the anticipating stochastic analysis techniques of Nualart and Pardoux.