157 results for “Differential Equation”

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Research ArticleOpen accessPhrase in the titleConvergence Ratio Profile for Optimal Control Problems Governed by Ordinary Differential Equations with Matrix CoefficientsO. Olotu, S.A. OlorunsolaThe geometric convergence ratio, the main focus of a discretized scheme for constrained quadratic control problem was examined. In order to allow for the numerical applications of the developed scheme, discretizing the time interval and using Euler’s scheme for its differential constraint obtained a finite dimensional approximation. Applying the penalty function method, an unconstrained problem was obtained on function minimization … …American Journal of Applied Sciences, Vol. 5, Issue 2 · 28 Feb 2008 · 7,110 accessesView PDF Cite

Research ArticleOpen accessPhrase in the titleNumerical Solution of Fourth Order Linear Ordinary Differential Equations by Cubic Spline Collocation Tau MethodO.A. Taiwo, O.M. OgunlaranProblem Statement: Many boundary value problems that arise in real life situations defy analytical solution; hence numerical techniques are desirable to find the solution of such equations. New numerical methods which are comparatively better than the existing ones in terms of efficiency, accuracy, stability, convergence and computational cost are always needed. Approach: In this study, we developed and applied three … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 6,987 accessesView PDF Cite

Research ArticleOpen accessPhrase in the titleEstimation of the Parameters of the Stochastic Differential Equations Black-Scholes Model Share Price of GoldKhaldi Khaled, Meddahi SamiaProblem statement: The estimation of the parameters is one of main problems of the dynamic models in many scientific fields and particularly in economics and finance. In this study, we examine the techniques of estimation of the parameters of the Black-Scholes model. These techniques are based on the function of probability. Approach: The two estimations are based on the likelihood … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 24 Dec 2010 · 7,716 accessesView PDF Cite

Research ArticleOpen accessEvery word in the titleAnalytical Solutions of Riccati Fractional Equation with Coefficients Satisfying Differential Conditions with Arbitrary FunctionKhaled K. JaberNew exact solutions of the Fractional Riccati Differential equation are presented. Exact solutions are obtained in cases that the coefficient functions and an arbitrary function satisfy some differential conditions. In view of the conditions imposed on Riccati equation's coefficients we define and formulate the coefficients of the Riccati equation to obtain the differential cases, for each case the general solution … …Journal of Mathematics and Statistics, Vol. 13, Issue 4 · 27 Dec 2017 · 7,214 accessesView PDF Cite

Research ArticleOpen accessEvery word in the titleApproximate Series Solution of Nonlinear, Fractional Klein-Gordon Equations Using Fractional Reduced Differential Transform MethodEman Abuteen, Asad Freihat, Mohammed Al-Smadi et al.This analysis proposes an analytical-numerical approach for providing solutions of a class of nonlinear fractional Klein-Gordon equation subjected to appropriate initial conditions in Caputo sense by using the Fractional Reduced Differential Transform Method (FRDTM). This technique provides the solutions very accurately and efficiently in convergent series formula with easily computable coefficients. The behavior of the approximate series solution for different … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 26 Mar 2016 · 7,907 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsA Cartesian Regulator for an Ideal Position-Servo Actuated Didactic Mechatronic Device: Asymptotic Stability AnalysisGabriela Zepeda, Rafael Kelly, Carmen MonroyPosition-servo actuators are by themselves feedback mechatronics systems modeled by Ordinary Differential Equations (ODE). From a technological point of view, position-servos are based upon an electrical motor, a shaft angular position sensor, and a dominant Proportional controller. These position servo actuators are at the core of several real-life practical and didactic mechatronics and robotics systems. The contribution of this study … …American Journal of Engineering and Applied Sciences, Vol. 15, Issue 3 · 16 Sep 2022 · 5,825 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsApplication of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic TradingAldo Taranto, Shahjahan KhanBi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 6 Mar 2021 · 8,533 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsDrawdown and Drawup of Bi-Directional Grid Constrained Stochastic ProcessesAldo Taranto, Shahjahan KhanThe Grid Trading Problem (GTP) of mathematical finance, used in portfolio loss minimization, generalized dynamic hedging and algorithmic trading, is researched by examining the impact of the drawdown and drawup of discrete random walks and of Itô diffusions on the Bi-Directional Grid Constrained (BGC) stochastic process for profit Pt and equity Et over time. A comprehensive Discrete Difference Equation (DDE) … …Journal of Mathematics and Statistics, Vol. 16, Issue 1 · 14 Sep 2020 · 9,158 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsStatistical Inference on a Black-Scholes Model with Jumps. Application in HydrologyJ. Cesars, S.P. Nuiro, J. VaillantWe consider a Stochastic Differential Equation (SDE) driven by a Wiener process and a Poisson measure. This latter measure is associated with a sequence of identically distributed jump amplitudes. Properties of the SDE solution are presented with respect to the associated Wiener and Poisson processes. An algorithm is provided allowing exact numerical simulations of such SDE and implementable within R … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 24 Jul 2019 · 7,507 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsPitch Control of a Rocket with a Novel LQG/LTR Control AlgorithmAliyu Bhar Kisabo, Aliyu Funmilayo Adebimpe, Sholiyi Olusegun SamuelThis paper presents the design, simulation and analysis of a novel LQG and LQG/LTR control algorithm for the pitch angle of a sounding rocket. These improved LQG and LQG/LTR control algorithms stem from the fact that a Riccati Differential Equation (RDE) rather than the popular Algebraic Riccati Equation (ARE) is used to obtaining the Kalman gain in the observer of … …Journal of Aircraft and Spacecraft Technology, Vol. 3, Issue 1 · 12 Mar 2019 · 7,371 accessesView PDF Cite