Hele–Shaw flows with a free boundary produced by multipoles

1993 ◽  
Vol 4 (2) ◽  
pp. 97-120 ◽  
Author(s):  
Vladimir M. Entov ◽  
Pavel I. Etingof ◽  
Dmitry Ya. Kleinbock

We study Hele–Shaw flows with a moving boundary and multipole singularities. We find that such flows can be defined only on a finite time interval. Using a complex variable approach, we construct a family of explicit solutions for a single multipole. These solutions turn out to have the maximal possible lifetime in a certain class of solutions.We also discuss the generalized Hele-Shaw model in which surface tension at the moving boundary is considered, and develop a method of finding steady shapes. This method yields new one-parameter families of stationary solutions. In the Appendix we discuss a connection between these solutions and a variational problem of potential theory.

2004 ◽  
Vol 41 (2) ◽  
pp. 570-578 ◽  
Author(s):  
Zvetan G. Ignatov ◽  
Vladimir K. Kaishev

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.


2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Li Liang

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.


2011 ◽  
Vol 34 (7) ◽  
pp. 841-849 ◽  
Author(s):  
Shuping He ◽  
Fei Liu

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.


Optik ◽  
2019 ◽  
Vol 181 ◽  
pp. 404-407 ◽  
Author(s):  
Fatemeh Ahmadinouri ◽  
Mehdi Hosseini ◽  
Farrokh Sarreshtedari

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