scholarly journals Pattern Radar Images Formation’s Like a Stochastic Differential Equations for Recognition of Space Objects

2019 ◽  
Vol 5 (4) ◽  
pp. 106-113
Author(s):  
A. Kadochnikov ◽  
A. Kazantsev ◽  
O. Mishukov ◽  
S. Shigorev
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Mixed Derivative ◽  
Elliptic Type ◽  
Traditional Use ◽  
Radar Images ◽  
Urgent Task ◽  
Space Objects ◽  
Elliptical Model ◽  
New Type

The resource problems of the traditional use of detailed radar images for reliable recognition of space objects are shown. The urgent task of forming a new type of model of radar images of space objects to determine the signs of their recognition is posed. Corresponding mathematical models of such images based on stochastic differential equations of elliptic type are presented. The adequacy of the developed models to the real radar images of a space object was assessed. It is established that for the description of radar images of space objects the most suitable is a modified model in the form of a mixed derivative of an elliptical model. To test the hypothesis about the possibility of using the radar image model when constructing descriptive recognition signs, an experiment was conducted to distinguish four different types of space objects. The experimental results showed the possibility of using a mixed derivative of the elliptical model to determine signs of recognition of space objects.

scholarly journals Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Marek T. Malinowski
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Unique Solution ◽  
Lipschitz Condition ◽  
New Type ◽  
And Diffusion

We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.

scholarly journals Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

2019 ◽  
Vol 4 (1) ◽  
pp. 9-20 ◽  
Author(s):  
Sadibou Aidara
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Uniqueness Of Solution ◽  
Doubly Stochastic ◽  
New Type

AbstractIn this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients.

scholarly journals Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems

2014 ◽  
Vol 2014 ◽  
pp. 1-17 ◽  
Author(s):  
Tao Hao ◽  
Juan Li
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Polynomial Growth ◽  
Value Function ◽  
Continuous Functions ◽  
Backward Stochastic Differential Equations ◽  
Dynamic Programming Principle ◽  
New Type ◽  
Hamilton Jacobi Bellman ◽  
The Uniqueness Theorem

We get a new type of controlled backward stochastic differential equations (BSDEs), namely, the BSDEs, coupled with value function. We prove the existence and the uniqueness theorem as well as a comparison theorem for such BSDEs coupled with value function by using the approximation method. We get the related dynamic programming principle (DPP) with the help of the stochastic backward semigroup which was introduced by Peng in 1997. By making use of a new, more direct approach, we prove that our nonlocal Hamilton-Jacobi-Bellman (HJB) equation has a unique viscosity solution in the space of continuous functions of at most polynomial growth. These results generalize the corresponding conclusions given by Buckdahn et al. (2009) in the case without control.

scholarly journals Multivalued backward stochastic differential equations with time delayed generators

2014 ◽  
Vol 12 (11) ◽  
Author(s):  
Bakarime Diomande ◽  
Lucian Maticiuc
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Convex Function ◽  
Stochastic Differential Equations ◽  
Existence Theorem ◽  
Backward Stochastic Differential Equation ◽  
Backward Stochastic Differential Equations ◽  
The Past ◽  
New Type

AbstractOur aim is to study the following new type of multivalued backward stochastic differential equation: $$\left\{ \begin{gathered} - dY\left( t \right) + \partial \phi \left( {Y\left( t \right)} \right)dt \ni F\left( {t,Y\left( t \right),Z\left( t \right),Y_t ,Z_t } \right)dt + Z\left( t \right)dW\left( t \right), 0 \leqslant t \leqslant T, \hfill \\ Y\left( T \right) = \xi , \hfill \\ \end{gathered} \right.$$ where ∂φ is the subdifferential of a convex function and (Y t, Z t):= (Y(t + θ), Z(t + θ))θ∈[−T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong & Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.

Reflected solutions of generalized anticipated backward double stochastic differential equations

2017 ◽  
Vol 25 (1) ◽  
Author(s):  
Liping Xu ◽  
Zhi Li ◽  
Jiaowa Luo
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Doubly Stochastic ◽  
The Future ◽  
Future Value ◽  
New Type

AbstractIn this paper, we deal with a new type of differential equations called generalized anticipated backward doubly stochastic differential equations (GA-BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution

Theoretical and experimental research on slip and uplift of the timber-concrete composite beam

BioResources ◽  
2020 ◽  
Vol 15 (3) ◽  
pp. 7079-7099
Author(s):  
Jianying Chen ◽  
Guojing He ◽  
Xiaodong (Alice) Wang ◽  
Jiejun Wang ◽  
Jin Yi ◽  
...  
Keyword(s):  
Differential Equations ◽  
Deformation Theory ◽  
Concrete Slab ◽  
Theoretical Calculations ◽  
Structural Element ◽  
Structural Efficiency ◽  
Theoretical Investigations ◽  
New Type ◽  
Interlayer Slip ◽  
Good Agreement

Timber-concrete composite beams are a new type of structural element that is environmentally friendly. The structural efficiency of this kind of beam highly depends on the stiffness of the interlayer connection. The structural efficiency of the composite was evaluated by experimental and theoretical investigations performed on the relative horizontal slip and vertical uplift along the interlayer between composite’s timber and concrete slab. Differential equations were established based on a theoretical analysis of combination effects of interlayer slip and vertical uplift, by using deformation theory of elastics. Subsequently, the differential equations were solved and the magnitude of uplift force at the interlayer was obtained. It was concluded that the theoretical calculations were in good agreement with the results of experimentation.

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law
Sign in / Sign up

Export Citation Format

Share Document