Sökning: "Ordinary differential equations"

Visar resultat 1 - 5 av 92 avhandlingar innehållade orden Ordinary differential equations.

1. 1. Convergence rates of adaptive algorithms for deterministic and stochastic differential equations

   Författare :Kyoung-Sook Moon; KTH; []
   Nyckelord :adaptive mesh refinement algorithm; computational complexity; a posteriori error estimate; ordinary differential equations; stochastic differential equations;

   Sammanfattning : .... LÄS MER

3. 2. Differential Equations with Constraints

   Författare :Olivier Verdier; Matematik LTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : We study various differential equations subject to constraints. In the first part we study a partial differential equation, Burgers equation, subject to time-periodicity constraint. The forcing term is time-periodic and may be highly irregular. LÄS MER

4. 3. Titchmarsh-Weyl M-function asymptotics and some results in the inverse spectral theory for vector-valued Sturm-Liouville equations and a certain higher order ordinary differential equation

   Författare :Erik Andersson; Matematik (naturvetenskapliga fakulteten); []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Functions; differential equations; Funktioner; differentialekvationer; Paley-Wiener.; The generalized Fourier transform; A certain higher order ordinary differential equation; Borg-Marchenko theorems; Vector-valued Sturm-Liouville equations; Inverse spectral theory; Titchmarsh-Weyl M-function asymptotics; Asymptotics of solutions; Spectral measure;

   Sammanfattning : This discourse is constituted by two separate reprots, where the first one offers an elementary deduction of the leading order term asymptotics for the Titchmarsh-Weyl M-function corresponding to a vector-valued Sturm-Liouville equation of the form -(PU')'+QU=zu, xin[0,b), with P^{-1},W,Q being hermitean with locally integrable entries; and under some additional conditions on P^{-1} and W. In the special case of P=W=I, we give some further asymptotic results for the same M-function. LÄS MER

5. 4. Structural algorithms and perturbations in differential-algebraic equations

   Författare :Henrik Tidefelt; Torkel Glad; Mats Jirstrand; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; differential-algebraic equations; index reduction; singular perturbation; Automatic control; Reglerteknik;

   Sammanfattning : Den kvasilinjära formen av differential-algebraiska ekvationer är både en mycket allmängiltig generalisering av den linjära tidsinvarianta formen, och en form som visar sig lämpa sig väl för indexreduktionsmetoder som vi hoppas ska komma att bli både praktiskt tillämpbara och väl förstådda i framtiden.Kuperingsalgoritmen (engelska: the shuffle algorithm) användes ursprungligen för att bestämma konsistenta initialvillkor för linjära tidsinvarianta differential-algebraiska ekvationer, men har även andra tillämpningar, till exempel det grundläggande problemet numerisk integration. LÄS MER

7. 5. Variational Methods for Moments of Solutions to Stochastic Differential Equations

   Författare :Kristin Kirchner; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

   Sammanfattning : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. LÄS MER