scholarly journals Solutions de similitude d'un jeu différentiel stochastique

2006 ◽  
Vol Volume 5, Special Issue TAM... ◽  
Author(s):  
Mario Lefebvre
Keyword(s):  
Differential Equation ◽  
Stochastic Process ◽  
Partial Differential Equation ◽  
Differential Equations ◽  
Similarity Solutions ◽  
Explicit Solutions ◽  
Two Dimensional ◽  
Controlled Processes ◽  
International Audience ◽  
First Time

International audience A two-dimensional controlled stochastic process defined by a set of stochastic differential equations is considered. Contrary to the most frequent formulation, the control variables appear only in the infinitesimal variances of the process, rather than in the infinitesimal means. The differential game ends the first time the two controlled processes are equal or their difference is equal to a given constant. Explicit solutions to particular problems are obtained by making use of the method of similarity solutions to solve the appropriate partial differential equation. On considère un processus stochastique commandé bidimensionnel défini par un ensemble d'équations différentielles stochastiques. Contrairement à la formulation la plus fréquente, les variables de commande apparaissent dans les variances infinitésimales du processus, plutôt que dans les moyennes infinitésimales. Le jeu différentiel prend fin lorsque les deux processus sont égaux ou que leur différence est égale à une constante donnée. Des solutions explicites à des problèmes particuliers sont obtenues en utilisant la méthode des similitudes pour résoudre l'équation aux dérivées partielles appropriée.

scholarly journals Probabilistic Representations for the Solution of Higher Order Differential Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
S. Mazzucchi
Keyword(s):  
Differential Equation ◽  
Stochastic Process ◽  
Partial Differential Equation ◽  
Differential Equations ◽  
Higher Order ◽  
Probabilistic Representation ◽  
Partial Differential ◽  
Complex Valued ◽  
Higher Order Differential Equations

A probabilistic representation for the solution of the partial differential equation (∂/∂t)u(t,x)=−αΔ2u(t,x),α∈ℂ, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.

Adaptive Diversification and Speciation as Pattern Formation in Partial Differential Equation Models

2011 ◽  
Author(s):  
Michael Doebeli
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Partial Differential Equations ◽  
Pattern Formation ◽  
Differential Equations ◽  
Adaptive Dynamics ◽  
Partial Differential ◽  
Adaptive Diversification ◽  
Differential Equation Models ◽  
Phenotype Distribution

This chapter discusses partial differential equation models. Partial differential equations can describe the dynamics of phenotype distributions of polymorphic populations, and they allow for a mathematically concise formulation from which some analytical insights can be obtained. It has been argued that because partial differential equations can describe polymorphic populations, results from such models are fundamentally different from those obtained using adaptive dynamics. In partial differential equation models, diversification manifests itself as pattern formation in phenotype distribution. More precisely, diversification occurs when phenotype distributions become multimodal, with the different modes corresponding to phenotypic clusters, or to species in sexual models. Such pattern formation occurs in partial differential equation models for competitive as well as for predator–prey interactions.

XIII.—Partial Differential Equations and the Calculus of Variations

1927 ◽  
Vol 46 ◽  
pp. 126-135 ◽  
Author(s):  
E. T. Copson
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Calculus Of Variations ◽  
Order Equation ◽  
Second Order ◽  
Physical Problem ◽  
Partial Differential ◽  
Hamiltonian Principle

A partial differential equation of physics may be defined as a linear second-order equation which is derivable from a Hamiltonian Principle by means of the methods of the Calculus of Variations. This principle states that the actual course of events in a physical problem is such that it gives to a certain integral a stationary value.

scholarly journals Similarity Solutions of Partial Differential Equations in Probability

2011 ◽  
Vol 2011 ◽  
pp. 1-13
Author(s):  
Mario Lefebvre
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Diffusion Processes ◽  
Separation Of Variables ◽  
Similarity Solutions ◽  
Two Dimensional ◽  
Partial Differential ◽  
Generalized Fourier Series ◽  
Dimensional Diffusion ◽  
Concentric Circles

Two-dimensional diffusion processes are considered between concentric circles and in angular sectors. The aim of the paper is to compute the probability that the process will hit a given part of the boundary of the stopping region first. The appropriate partial differential equations are solved explicitly by using the method of similarity solutions and the method of separation of variables. Some solutions are expressed as generalized Fourier series.

Solvability of the Caldeira–Leggett model

2020 ◽  
Vol 98 (7) ◽  
pp. 683-688
Author(s):  
Smail Bougouffa ◽  
Lazhar Bougoffa
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Differential Equations ◽  
Harmonic Oscillator ◽  
Master Equation ◽  
Wigner Distribution ◽  
Partial Differential ◽  
Coupled Differential Equations

In this paper, we illustrate the use of the method of the characteristics in various dissipative models of a single harmonic oscillator. The master equation governing the process can be transformed to a partial differential equation on the Wigner distribution, which in turn can be split to a system of coupled differential equations. We present a useful technique that can be used to separate the system without increasing the order and then the solutions can be obtained. The obtained solutions are used to calculate the average of energy observable of the system. This procedure can be extended to solve some other complex similar problems.

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