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Showing 1 to 7 of 7 for “"infinitesimal generator"”.

  1. Non-Classical Symmetry Solutions to the Fitzhugh Nagumo Equation.

    … non-classical method is utilized to find the <em>infinitesimal generator</em> and the <em>invariant surface condition</em> for the subgroup where the solutions for the desired PDE exist. Using the infinitesimal generator and the invariant surface condition, we reduce the PDE to a mildly nonlinear …

    etsu Repository record for Non-Classical Symmetry Solutions to the Fitzhugh Nagumo Equation. (opens in a new tab)

  2. A semigroup/Laplace transform approach to approximating flows

    … be strongly continuous and will have a linear, infinitesimal generator A. The purpose of this dissertation is to explore approximation methods for linear semigroups and/or Laplace transform inversion methods in order to reconstruct the flow starting with the linear generator A . In preparing for …

    lsu-thes Repository record for A semigroup/Laplace transform approach to approximating flows (opens in a new tab)

  3. Asymptotic Problems Related to Smoluchowski-Kramers Approximation

    … equations with diffusion governed by the infinitesimal generator of process \qu\ and \q\ and reaction term governed by a nonlinear function of KPP-type. In this case, the reaction-diffusion equation related to the process \qu\ is degenerate in terms of variable $(p,q)$. When the diffusion …

    maryland Repository record for Asymptotic Problems Related to Smoluchowski-Kramers Approximation (opens in a new tab)

  4. On the exact simulation of (skew) Brownian diffusions with discontinuous drift

    … terms providing the semi-permeability) or by its infinitesimal generator as Markov process. In this thesis we first obtain a contour integral representation for the transition semigroup of the multiskew Brownian motion with constant drift, based on a fine analysis of its complex properties. Thanks …

    potsdam-diss Repository record for On the exact simulation of (skew) Brownian diffusions with discontinuous drift (opens in a new tab)

  5. Representable functionals and derivations on Banach quasi *-algebras

    … conditions for a weak *-derivation to be the generator of such a group. An infinitesimal generator of a continuous one-parameter group of uniformly bounded weak *-automorphisms is shown to be closed and to have certain properties on its spectrum, whereas, to acquire such a group starting with …

    catania Repository record for Representable functionals and derivations on Banach quasi *-algebras (opens in a new tab)

  6. A Dynamic Correlation Model for Pricing Credit Derivatives in A Lattice Framework

    … for the bi-variate process. The joint generator is constructed on a two-dimensional lattice and a block-diagonalization algorithm is utilized during the computation. With the highly flexible choices of hazard structures, the proposed dynamic correlation model is capable of capturing …

    nus Repository record for A Dynamic Correlation Model for Pricing Credit Derivatives in A Lattice Framework (opens in a new tab)