scholarly journals The Non-Relativistic Limit for the e-MHD Equations

2014 ◽  
Vol 2014 ◽  
pp. 1-4
Author(s):  
Hongli Wang ◽  
Jie Zhao
Keyword(s):  
Initial Data ◽  
Mhd Equations ◽  
Time Interval ◽  
Three Dimension ◽  
Finite Time Interval ◽  
Smooth Solutions ◽  
Relativistic Limit ◽  
Limit Problems ◽  
Formal Limit ◽  
Incompressible Euler

We investigate the non-relativistic limit for the e-MHD equations in a three-dimension unit periodic torus. With the prepared initial data, our result shows that the small parameter problems have unique solutions existing in the finite time interval where the corresponding limit problems (incompressible Euler equations) have smooth solutions. Moreover, the formal limit is rigorously justified.

Quasi-neutral limit of the non-isentropic Euler–Poisson system

2006 ◽  
Vol 136 (5) ◽  
pp. 1013-1026 ◽  
Author(s):  
Yue-Jun Peng ◽  
Ya-Guang Wang ◽  
Wen-An Yong
Keyword(s):  
Initial Data ◽  
Small Parameter ◽  
Time Interval ◽  
Cauchy Problems ◽  
Poisson System ◽  
Finite Time Interval ◽  
Smooth Solutions ◽  
Poisson Equations ◽  
Limit Problems ◽  
Formal Limit

This paper is concerned with multi-dimensional non-isentropic Euler–Poisson equations for plasmas or semiconductors. By using the method of formal asymptotic expansions, we analyse the quasi-neutral limit for Cauchy problems with prepared initial data. It is shown that the small-parameter problems have unique solutions existing in the finite time interval where the corresponding limit problems have smooth solutions. Moreover, the formal limit is justified.

scholarly journals Circulation and Energy Theorem Preserving Stochastic Fluids

2019 ◽  
Vol 150 (6) ◽  
pp. 2776-2814 ◽  
Author(s):  
Theodore D. Drivas ◽  
Darryl D. Holm
Keyword(s):  
Variational Principle ◽  
Energy Conservation ◽  
Euler Equations ◽  
Navier Stokes ◽  
Fluid Models ◽  
Smooth Solutions ◽  
Stochastic Fluid Models ◽  
Natural Extensions ◽  
Stochastic Fluid ◽  
Incompressible Euler

AbstractSmooth solutions of the incompressible Euler equations are characterized by the property that circulation around material loops is conserved. This is the Kelvin theorem. Likewise, smooth solutions of Navier–Stokes are characterized by a generalized Kelvin's theorem, introduced by Constantin–Iyer (2008). In this note, we introduce a class of stochastic fluid equations, whose smooth solutions are characterized by natural extensions of the Kelvin theorems of their deterministic counterparts, which hold along certain noisy flows. These equations are called the stochastic Euler–Poincaré and stochastic Navier–Stokes–Poincaré equations respectively. The stochastic Euler–Poincaré equations were previously derived from a stochastic variational principle by Holm (2015), which we briefly review. Solutions of these equations do not obey pathwise energy conservation/dissipation in general. In contrast, we also discuss a class of stochastic fluid models, solutions of which possess energy theorems but do not, in general, preserve circulation theorems.

scholarly journals Transient and Stationary Losses in a Finite-Buffer Queue with Batch Arrivals

2012 ◽  
Vol 2012 ◽  
pp. 1-17 ◽  
Author(s):  
Andrzej Chydzinski ◽  
Blazej Adamczyk
Keyword(s):  
Batch Size ◽  
Buffer Size ◽  
Arrival Process ◽  
Time Interval ◽  
Finite Buffer ◽  
Finite Time Interval ◽  
Batch Arrivals ◽  
Batch Markovian Arrival Process ◽  
Buffer Overflows ◽  
Finite Buffer Queue

We present an analysis of the number of losses, caused by the buffer overflows, in a finite-buffer queue with batch arrivals and autocorrelated interarrival times. Using the batch Markovian arrival process, the formulas for the average number of losses in a finite time interval and the stationary loss ratio are shown. In addition, several numerical examples are presented, including illustrations of the dependence of the number of losses on the average batch size, buffer size, system load, autocorrelation structure, and time.

scholarly journals On the differential system govering flows in magnetic field with data inLp

1998 ◽  
Vol 21 (2) ◽  
pp. 299-305 ◽  
Author(s):  
Fengxin Chen ◽  
Ping Wang ◽  
Chaoshun Qu
Keyword(s):  
Magnetic Field ◽  
Initial Data ◽  
Boundary Conditions ◽  
Differential System ◽  
Existence And Uniqueness ◽  
Mhd Equations ◽  
The Earth ◽  
Initial And Boundary Conditions ◽  
Time Existence ◽  
The Magnetic Field

In this paper we study the system governing flows in the magnetic field within the earth. The system is similar to the magnetohydrodynamic (MHD) equations. For initial data in spaceLp, we obtained the local in time existence and uniqueness ofweak solutions of the system subject to appropriate initial and boundary conditions.

A finite-time ruin probability formula for continuous claim severities

2004 ◽  
Vol 41 (2) ◽  
pp. 570-578 ◽  
Author(s):  
Zvetan G. Ignatov ◽  
Vladimir K. Kaishev
Keyword(s):  
Real Function ◽  
Finite Time ◽  
Ruin Probability ◽  
Joint Distribution ◽  
Time Interval ◽  
Insurance Company ◽  
Finite Time Interval ◽  
Appell Polynomials ◽  
Premium Income ◽  
Inverted Dirichlet

An explicit formula for the probability of nonruin of an insurance company in a finite time interval is derived, assuming Poisson claim arrivals, any continuous joint distribution of the claim amounts and any nonnegative, increasing real function representing its premium income. The formula is compact and expresses the nonruin probability in terms of Appell polynomials. An example, illustrating its numerical convenience, is also given in the case of inverted Dirichlet-distributed claims and a linearly increasing premium-income function.

scholarly journals Finite-Time Boundedness for a Class of Delayed Markovian Jumping Neural Networks with Partly Unknown Transition Probabilities

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Li Liang
Keyword(s):  
Neural Networks ◽  
Finite Time ◽  
Transition Probabilities ◽  
The State ◽  
Time Interval ◽  
Finite Time Interval ◽  
Markovian Jumping ◽  
Stochastic Boundedness ◽  
Partly Unknown Transition Probabilities ◽  
Finite Time Boundedness

This paper is concerned with the problem of finite-time boundedness for a class of delayed Markovian jumping neural networks with partly unknown transition probabilities. By introducing the appropriate stochastic Lyapunov-Krasovskii functional and the concept of stochastically finite-time stochastic boundedness for Markovian jumping neural networks, a new method is proposed to guarantee that the state trajectory remains in a bounded region of the state space over a prespecified finite-time interval. Finally, numerical examples are given to illustrate the effectiveness and reduced conservativeness of the proposed results.

On robust controllability of uncertain non-linear jump systems with respect to the finite-time interval

2011 ◽  
Vol 34 (7) ◽  
pp. 841-849 ◽  
Author(s):  
Shuping He ◽  
Fei Liu
Keyword(s):  
Finite Time ◽  
Sufficient Conditions ◽  
Linear Matrix ◽  
Time Interval ◽  
Finite Time Interval ◽  
Markov Jump ◽  
Non Linear ◽  
Robust Controllability ◽  
Jump Systems ◽  
Takagi Sugeno

In this paper we study the robust control problems with respect to the finite-time interval of uncertain non-linear Markov jump systems. By means of Takagi–Sugeno fuzzy models, the overall closed-loop fuzzy dynamics are constructed through selected membership functions. By using the stochastic Lyapunov–Krasovskii functional approach, a sufficient condition is firstly established on the stochastic robust finite-time stabilization. Then, in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of the stochastic finite-time controller are presented and proved. Finally, the design problem is formulated as an optimization one. The simulation results illustrate the effectiveness of the proposed approaches.

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