scholarly journals The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy

2013 ◽  
Vol 2013 ◽  
pp. 1-7
Author(s):  
Dan Zhu ◽  
Chuancun Yin

We consider the Ornstein-Uhlenbeck-type model. We first introduce the model and then find the ordinary differential equations and boundary conditions satisfied by the dividend functions; closed-form solutions for the dividend value functions are given. We also study the distribution of the time value of ruin. Furthermore, the moments and moment-generating functions of total discounted dividends until ruin are discussed.

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 226
Author(s):  
Efthimios Providas ◽  
Stefanos Zaoutsos ◽  
Ioannis Faraslis

This paper deals with the solution of boundary value problems for ordinary differential equations with general boundary conditions. We obtain closed-form solutions in a symbolic form of problems with the general n-th order differential operator, as well as the composition of linear operators. The method is based on the theory of the extensions of linear operators in Banach spaces.


1987 ◽  
Vol 10 (1) ◽  
pp. 205-207
Author(s):  
Lloyd K. Williams

In this paper we find closed form solutions of some Riccati equations. Attention is restricted to the scalar as opposed to the matrix case. However, the ones considered have important applications to mathematics and the sciences, mostly in the form of the linear second-order ordinary differential equations which are solved herewith.


2015 ◽  
Vol 137 (6) ◽  
Author(s):  
W. C. Tai ◽  
I. Y. Shen

Vibration of a spinning, cyclic symmetric rotor supported by flexible bearings and housing is governed by a set of ordinary differential equations with periodic coefficients. As a result, analytical solutions of such systems are generally not available. This paper is to prove that closed-form solutions are available for such systems if the following two conditions are met. First, the rotor has a rigid hub and the rest of the rotor is flexible. Second, elastic mode shapes of the rotor's flexible part only present axial displacement. Under these two conditions, the periodic coefficients will only appear between repeated modes of the spinning rotor and vibration modes of the stationary housing. This unique structure enables a coordinate transformation to convert the governing ordinary differential equations with periodic coefficients into a set of ordinary differential equations with constant coefficients, whose closed-form solution is readily available. Moreover, the coordinate transformation can be derived explicitly. Finally, we demonstrate the closed-form solution through a benchmark numerical model that consists of a spinning rotor, a stationary housing, and two elastic bearings. In particular, the rotor is a circular disk with four evenly spaced radial slots and a central rigid hub. The housing is a square plate with a central rigid shaft and is fixed at four corners. The two elastic bearings connect the rotor and the housing between the hub and shaft. Numerical results confirm that the original equation of motion with periodic coefficients and the closed-form solutions predict the same vibration response.


2002 ◽  
Vol 9 (2) ◽  
pp. 287-294
Author(s):  
Tadeusz Jankowski

Abstract The method of lower and upper solutions combined with the monotone iterative technique is used for ordinary differential equations with nonlinear boundary conditions. Some existence results are formulated for such problems.


2021 ◽  
Vol 11 (11) ◽  
pp. 4798
Author(s):  
Hari Mohan Srivastava ◽  
Sotiris K. Ntouyas ◽  
Mona Alsulami ◽  
Ahmed Alsaedi ◽  
Bashir Ahmad

The main object of this paper is to investigate the existence of solutions for a self-adjoint coupled system of nonlinear second-order ordinary differential equations equipped with nonlocal multi-point coupled boundary conditions on an arbitrary domain. We apply the Leray–Schauder alternative, the Schauder fixed point theorem and the Banach contraction mapping principle in order to derive the main results, which are then well-illustrated with the aid of several examples. Some potential directions for related further researches are also indicated.


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