## Found 510 Documents (Results 1–100)

100
MathJax

### A new patch up technique for elliptic partial differential equation with irregularities. (English)Zbl 07474394

MSC:  65N12 35K20
Full Text:

### High order interface-penalty finite element methods for elliptic interface problems with Robin jump conditions. (English)Zbl 07464758

MSC:  65-XX 76-XX
Full Text:

### An immersed interface-lattice Boltzmann method for fluid-structure interaction. (English)Zbl 07511406

MSC:  74-XX 76-XX
Full Text:

### New immersed finite volume element method for elliptic interface problems with non-homogeneous jump conditions. (English)Zbl 07510256

MSC:  65-XX 74-XX
Full Text:

MSC:  82-XX
Full Text:

Full Text:

Full Text:

### Dissipativity theory and applications of nonlinear stochastic systems with Markov jump and Lévy noise. (English)Zbl 1481.60170

MSC:  60J76 60J27
Full Text:

### Inverse spectral problems for the Dirac operator with complex-valued weight and discontinuity. (English)Zbl 1462.34042

MSC:  34A55 34B24 47E05
Full Text:

### Terminal invariance of jump diffusions. (English. Russian original)Zbl 1478.93664

Dokl. Math. 102, No. 1, 353-355 (2020); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 493, 108-111 (2020).
Full Text:

### Sufficient conditions for terminal invariance of stochastic jump diffusion systems. (English. Russian original)Zbl 1457.93074

Autom. Remote Control 81, No. 11, 2062-2077 (2020); translation from Avtom. Telemekh. 2020, No. 11, 155-173 (2020).
Full Text:

Full Text:

Full Text:

Full Text:

MSC:  70E55
Full Text:

### Sufficient epsilon-optimality conditions for jump-diffusion systems. (English. Russian original)Zbl 1448.93351

J. Math. Sci., New York 250, No. 1, 144-154 (2020); translation from Probl. Mat. Anal. 104, 129-137 (2020).
MSC:  93E20 93C10 93C20
Full Text:

Full Text:

### Time-domain simulation of wave propagation across resonant meta-interfaces. (English)Zbl 1440.65102

MSC:  65M06 76Q05 35B34
Full Text:

Full Text:

### A sharp interface method for an immersed viscoelastic solid. (English)Zbl 1435.76040

MSC:  76M10 65M60 74F10
Full Text:

### Reliable dissipative control for saturated nonhomogeneous Markovian jump fuzzy systems with general transition rates. (English)Zbl 1437.93127

MSC:  93E03 93C42 93D05
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Stability of piecewise deterministic Markovian metapopulation processes on networks. (English)Zbl 1471.60114

MSC:  60J25 60H10 60J74
Full Text:

MSC:  76-XX
Full Text:

Full Text:

### Multidomain Legendre-Galerkin Chebyshev collocation least squares method for one-dimensional problems with two nonhomogeneous jump conditions. (English)Zbl 07474780

MSC:  35F25 65M70 65L06
Full Text:

Full Text:

Full Text:

### Inverse problem for Sturm-Liouville operators on a curve. (English)Zbl 1433.34025

MSC:  34A55 34B24 47E05
Full Text:

### Uniqueness result for a class of singular elliptic problems in two-component domains. (English)Zbl 1433.35115

MSC:  35J62 35J75 35A02
Full Text:

Full Text:

Full Text:

### A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. (English)Zbl 1419.49033

MSC:  49L20 49K15 45J05 91B30
Full Text:

### Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions. (English)Zbl 1416.65029

MSC:  65C30 60H10 60J27 60J60 60J75 60H35
Full Text:

### Optimal control of mean-field jump-diffusion systems with noisy memory. (English)Zbl 1417.49025

MSC:  49K20 49N10
Full Text:

### Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations. (English)Zbl 1411.91548

MSC:  91G20 35Q91 60J75 91B74
Full Text:

### Spectral properties of boundary-value-transmission problems with a constant retarded argument. (English)Zbl 1415.34130

MSC:  34L20 34B24 47E05
Full Text:

MSC:  00-XX
Full Text:

### A FEM for solving two-dimensional nonlinear elliptic-parabolic interface problems with nonhomogeneous jump conditions. (English)Zbl 07408311

MSC:  65N30 65M60 65M06
Full Text:

### Interpolating stabilized moving least squares (MLS) approximation for 2D elliptic interface problems. (English)Zbl 1439.82015

MSC:  82B24 82M10 65N30
Full Text:

MSC:  35K51
Full Text:

Full Text:

Full Text:

Full Text:

### A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications. (English)Zbl 1405.93234

MSC:  93E20 49K45 91G80 49N10 60J75
Full Text:

### A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance. (English)Zbl 1402.93269

MSC:  93E20 49K45 91G80 60J75 60H10 60H15
Full Text:

### Effective pressure boundary condition for the filtration through porous medium via homogenization. (English)Zbl 1442.76038

MSC:  76D05 76M50 76S05
Full Text:

Full Text:

### $$\mathcal H_\infty$$ control for Markovian jump fuzzy systems with partly unknown transition rates and input saturation. (English)Zbl 1393.93138

MSC:  93E15 93B36 93C42 60J75 93C10
Full Text:

Full Text:

Full Text:

### A second order ghost fluid method for an interface problem of the Poisson equation. (English)Zbl 07414396

MSC:  76M20 65N06 76E17
Full Text:

### The optimal control problem with state constraints for forward-backward stochastic systems with jumps. (English)Zbl 1397.93240

MSC:  93E20 60J75 49N10 49K45
Full Text:

### A numerical method for solving two-dimensional elliptic interface problems with nonhomogeneous flux jump condition and nonlinear jump condition. (English)Zbl 1401.65136

MSC:  65N30 35J25 65N12
Full Text:

### On the stress calculation within phase-field approaches: a model for finite deformations. (English)Zbl 1386.74111

MSC:  74N15 74S20 65M06
Full Text:

### On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information. (English)Zbl 1381.93106

MSC:  93E20 60H10 49K45
Full Text:

Full Text:

### Direct numerical simulation of incompressible multiphase flow with phase change. (English)Zbl 1380.76083

MSC:  76M20 76T10
Full Text:

### An augmented IIM & preconditioning technique for jump embedded boundary conditions. (English)Zbl 1386.65101

MSC:  65F08 65N06 65N85
Full Text:

Full Text:

### Numerical modeling of the acoustic wave propagation across a homogenized rigid microstructure in the time domain. (English)Zbl 1375.76169

MSC:  76Q05 76B15
Full Text:

### Properties of the self-similarly expanding Eshelby inclusions and application to the dynamic “Hill jump conditions”. (English)Zbl 1373.74013

MSC:  74B05 74E05
Full Text:

### A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. (English)Zbl 1377.93178

MSC:  93E20 49K45 91G80 91G10 60G51 60H10 60J75 91B30
Full Text:

Full Text:

### Erratum: “Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls”. (English)Zbl 1432.49022

MSC:  49J55 49K45 93E20
Full Text:

### Nonlinear waves in adhesive strings. (English)Zbl 1361.35111

MSC:  35L71 74B20 74K05
Full Text:

### Heat transfer models for two-component media with interfacial jump. (English)Zbl 1370.35039

MSC:  35B27 80M40 76M50
Full Text:

### Sufficient conditions of optimality for forward-backward doubly SDEs with jumps. (English)Zbl 1403.93193

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer (ISBN 978-3-319-30416-8/hbk; 978-3-319-30417-5/ebook). Springer Proceedings in Mathematics & Statistics 158, 173-191 (2016).
MSC:  93E20 49K45 60H10 60J75
Full Text:

### Sufficient conditions for the existence of optimal control for some classes of differential equations with pulses at non-fixed times. (Ukrainian. English summary)Zbl 1374.49001

MSC:  49J15 49K15 34H05

### Inverse Sturm-Liouville problems with a spectral parameter in the boundary and transmission conditions. (English)Zbl 1373.34036

MSC:  34A55 34B24 34L15
Full Text:

Full Text:

Full Text:

### Dynamic games for Markov jump stochastic delay systems. (English)Zbl 1350.93097

Witrant, Emmanuel (ed.) et al., Recent results on time-delay systems. Analysis and control. Selected papers based on the presentations at the 11th International Federation of Automatic Control, IFAC, workshop on time-delay systems, Genoble, France, February 4–6, 2013 and at the 52nd IEEE conference on decision and control, Florence, Italy, December 10–13, 2013. Cham: Springer (ISBN 978-3-319-26367-0/hbk; 978-3-319-26369-4/ebook). Advances in Delays and Dynamics 5, 207-227 (2016).
MSC:  93E20 49N70 60J75 49K45 91A25 93B36 93C05
Full Text:

Full Text:

### Relaxed nonquadratic stabilization conditions for Markovian jump fuzzy systems with incomplete transition descriptions. (English)Zbl 1347.93268

MSC:  93E15 93C42 60J75 93C55
Full Text:

### Output feedback of Markov jump linear systems with no mode observation: an automotive throttle application. (English)Zbl 1342.93123

MSC:  93E20 49K45 49N10 60J75 78A55
Full Text:

### The immersed finite volume element method for some interface problems with nonhomogeneous jump conditions. (English)Zbl 1347.65163

MSC:  65N08 65N50 35R05
Full Text:

### Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. (English)Zbl 1339.93121

MSC:  93E20 60J75 60H07 34K50 49K45 60H10
Full Text:

### Asymptotic study for Stokes-Brinkman model with jump embedded transmission conditions. (English)Zbl 1346.35156

Reviewer: Cheng He (Beijing)
MSC:  35Q35 76S05
Full Text:

### On the jump conditions for an immersed interface method. (English)Zbl 1336.35284

MSC:  35Q35 65N06 76D05
Full Text:

### Optimal control of predictive mean-field equations and applications to finance. (English)Zbl 1341.49032

Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 301-320 (2016).
Full Text:

### An immersed finite volume element method for 2D PDEs with discontinuous coefficients and non-homogeneous jump conditions. (English)Zbl 1443.65293

MSC:  65N08 76T30 82C24
Full Text:

Full Text:

### Computing jump conditions for the immersed interface method using triangular meshes. (English)Zbl 1349.76656

MSC:  76M25 76M20 76D05
Full Text:

### A numerical study of the heat transfer through a rarefied gas confined in a microcavity. (English)Zbl 1341.76021

MSC:  76P05 80A20 76M25 76F60
Full Text:

Full Text:

### Ambarzumyan-type theorem with polynomially dependent eigenparameter. (English)Zbl 1338.34047

MSC:  34A55 34B24 34B07
Full Text:

Full Text:

Full Text:

### A new derivation of Robin boundary conditions through homogenization of a stochastically switching boundary. (English)Zbl 1327.35463

MSC:  35R60 35B27
Full Text:

### A Donsker delta functional approach to optimal insider control and applications to finance. (English)Zbl 1341.49029

Commun. Math. Stat. 3, No. 3, 365-421 (2015); erratum ibid. 3, No. 4, 535-540 (2015).
Full Text:

Full Text:

### Functional inequalities for stable-like Dirichlet forms. (English)Zbl 1347.60058

MSC:  60G52 60J75 47G20
Full Text:

### Poincaré-type inequalities for singular stable-like Dirichlet forms. (English)Zbl 1333.60096

MSC:  60G52 60G51 62E10
Full Text:

### Viscosity methods giving uniqueness for martingale problems. (English)Zbl 1341.60030

MSC:  60G44 60J60 60J75 60J25 60J35 60G46 47D07
Full Text:

MSC:  74A60
Full Text:

### Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching. (English)Zbl 1322.49042

Chojnowska-Michalik, Anna (ed.) et al., Stochastic analysis. Special volume in honour of Jerzy Zabczyk. Selected papers based on the presentations at the Banach Center conference on stochastic analysis and control, Bȩdlewo, Poland, May 6–10, 2013. Warsaw: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-28-7/pbk). Banach Center Publications 105, 103-118 (2015).
Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3