Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
- Keyword
-
- (3+1)-dimensional gKP equation (1)
- Codeword length (1)
- Convolution (1)
- Decomposition Method (1)
- Differential transform method (1)
-
- Distribution spaces (1)
- Exponential (1)
- Extended (G'/G)-expansion method (1)
- Extended tanh method (1)
- Fractional integral and derivatives (1)
- Fractional integral operators by Saigo (1)
- Fuzzified enrollments (1)
- Fuzzy logical groups (1)
- Fuzzy relation equalities and inequalities (1)
- Fuzzy time series (1)
- General class of polynomials (1)
- Generalized Benjamin equation (1)
- Geometric programming (1)
- Holder's inequality and Kraft inequality (1)
- Logistic (1)
- Math (1)
- Max- product composition (1)
- Mittag-Leffler functions (1)
- Modified Improved Kadomtsev-Petviashvili (MIKP) equation (1)
- Moment (1)
- Multivariable H-function (1)
- Nonlinear PDEs (1)
- Numerical Methods (1)
- Optimal code length (1)
- Partial Integro-differential Equations (1)
Articles 1 - 30 of 53
Full-Text Articles in Physical Sciences and Mathematics
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Communications on Stochastic Analysis
No abstract provided.
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Communications on Stochastic Analysis
No abstract provided.
The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda
The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
Communications on Stochastic Analysis
No abstract provided.
Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif
Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif
Communications on Stochastic Analysis
No abstract provided.
Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih
Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih
Communications on Stochastic Analysis
No abstract provided.
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Communications on Stochastic Analysis
No abstract provided.
Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Communications on Stochastic Analysis
No abstract provided.
Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi
Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi
Communications on Stochastic Analysis
No abstract provided.
Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang
Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang
Communications on Stochastic Analysis
No abstract provided.
Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi
Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi
Communications on Stochastic Analysis
No abstract provided.
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
Communications on Stochastic Analysis
No abstract provided.
Further Results On Fractional Calculus Of Saigo Operators, Praveen Agarwal
Further Results On Fractional Calculus Of Saigo Operators, Praveen Agarwal
Applications and Applied Mathematics: An International Journal (AAM)
A significantly large number of earlier works on the subject of fractional calculus give interesting account of the theory and applications of fractional calculus operators in many different areas of mathematical analysis (such as ordinary and partial differential equations, integral equations, special functions, summation of series, et cetera). The main object of the present paper is to study and develop the Saigo operators. First, we establish two results that give the image of the product of multivariable H-function and a general class of polynomials in Saigo operators. On account of the general nature of the Saigo operators, multivariable H-function and …
Two Reliable Methods For Solving The Modified Improved Kadomtsev-Petviashvili Equation, N. Taghizadeh, S. R. Moosavi Noori
Two Reliable Methods For Solving The Modified Improved Kadomtsev-Petviashvili Equation, N. Taghizadeh, S. R. Moosavi Noori
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, the tanh-coth method and the extended (G'/G)-expansion method are used to construct exact solutions of the nonlinear Modified Improved Kadomtsev-Petviashvili (MIKP) equation. These methods transform nonlinear partial differential equation to ordinary differential equation and can be applied to nonintegrable equation as well as integrable ones. It has been shown that the two methods are direct, effective and can be used for many other nonlinear evolution equations in mathematical physics.
Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman
Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman
Communications on Stochastic Analysis
No abstract provided.
Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart
Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart
Communications on Stochastic Analysis
No abstract provided.
Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev
Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev
Communications on Stochastic Analysis
No abstract provided.
Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui
Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui
Communications on Stochastic Analysis
No abstract provided.
An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana
An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana
Communications on Stochastic Analysis
No abstract provided.
Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow
Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow
Communications on Stochastic Analysis
No abstract provided.
Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez
Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez
Communications on Stochastic Analysis
No abstract provided.
Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh
Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh
Communications on Stochastic Analysis
No abstract provided.
Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu
Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu
Communications on Stochastic Analysis
No abstract provided.
Math Moment, Paige S. Orland
Math Moment, Paige S. Orland
Journal of Humanistic Mathematics
A short poem comparing Exponential and Logistic functions.
Two Numerical Algorithms For Solving A Partial Integro-Differential Equation With A Weakly Singular Kernel, Jeong-Mi Yoon, Shishen Xie, Volodymyr Hrynkiv
Two Numerical Algorithms For Solving A Partial Integro-Differential Equation With A Weakly Singular Kernel, Jeong-Mi Yoon, Shishen Xie, Volodymyr Hrynkiv
Applications and Applied Mathematics: An International Journal (AAM)
Two numerical algorithms based on variational iteration and decomposition methods are developed to solve a linear partial integro-differential equation with a weakly singular kernel arising from viscoelasticity. In addition, analytic solution is re-derived by using the variational iteration method and decomposition method.
Applying Differential Transform Method To Nonlinear Partial Differential Equations: A Modified Approach, Marwan T. Alquran
Applying Differential Transform Method To Nonlinear Partial Differential Equations: A Modified Approach, Marwan T. Alquran
Applications and Applied Mathematics: An International Journal (AAM)
This paper proposes another use of the Differential transform method (DTM) in obtaining approximate solutions to nonlinear partial differential equations (PDEs). The idea here is that a PDE can be converted to an ordinary differential equation (ODE) upon using a wave variable, then applying the DTM to the resulting ODE. Three equations, namely, Benjamin-Bona-Mahony (BBM), Cahn-Hilliard equation and Gardner equation are considered in this study. The proposed method reduces the size of the numerical computations and use less rules than the usual DTM method used for multi-dimensional PDEs. The results show that this new approach gives very accurate solutions.
Coding Theorems On A Non-Additive Generalized Entropy Of Havrda-Charvat And Tsallis, Satish Kumar, Arun Choudhary
Coding Theorems On A Non-Additive Generalized Entropy Of Havrda-Charvat And Tsallis, Satish Kumar, Arun Choudhary
Applications and Applied Mathematics: An International Journal (AAM)
A new measure Lβα, called average code word length of order α and type β is defined and its relationship with a generalized information measure of order α and type β is discussed. Using Lβα , some coding theorems are proved.
A Novel Algorithm To Forecast Enrollment Based On Fuzzy Time Series, Haneen T. Jasim, Abdul G. Jasim Salim, Kais I. Ibraheem
A Novel Algorithm To Forecast Enrollment Based On Fuzzy Time Series, Haneen T. Jasim, Abdul G. Jasim Salim, Kais I. Ibraheem
Applications and Applied Mathematics: An International Journal (AAM)
In this paper we propose a new method to forecast enrollments based on fuzzy time series. The proposed method belongs to the first order and time-variant methods. Historical enrollments of the University of Alabama from year 1948 to 2009 are used in this study to illustrate the forecasting process. By comparing the proposed method with other methods we will show that the proposed method has a higher accuracy rate for forecasting enrollments than the existing methods.
Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Communications on Stochastic Analysis
No abstract provided.