Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay
Sign Up to like & getrecommendations! Published in 2019 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-019-09702-y
Abstract: This paper mainly focuses on the strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay. It is well known that the strong approximation of the Itô integral usually… read more here.
Keywords: integral equations; equations constant; volterra integral; stochastic convolution ... See more keywords
Artifact of “Breakthrough” osmosis: comment on the local Spiegler-Kedem-Katchalsky equations with constant coefficients
Sign Up to like & getrecommendations! Published in 2021 at "Scientific Reports"
DOI: 10.1038/s41598-021-83404-9
Abstract: Osmosis—solution (solvent) flow through non-perfectly (perfectly) semipermeable membranes—is a fundamental classical phenomenon of major practical importance. One of its potentially useful technological applications is the Pressure Retarded Osmosis (PRO) employed for energy harvesting from salinity… read more here.
Keywords: constant coefficients; mode; local spiegler; barrier layer ... See more keywords
Approximation of experimental data by solving linear difference equations with constant coefficients (in particular, by exponentials and exponential cosines)
Sign Up to like & getrecommendations! Published in 2017 at "Pattern Recognition and Image Analysis"
DOI: 10.1134/s1054661817020109
Abstract: This paper proposes a method for approximating experimental data points by the curves representing the solutions of linear difference equations with constant coefficients, in particular, by the curves of the expcos class. An algorithm for… read more here.
Keywords: difference equations; constant coefficients; coefficients particular; experimental data ... See more keywords