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46.877  Articles
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This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochastic volatility, which may be multis... see more

In this paper, a boundary value problem for a singularly perturbed linear system of two second order ordinary differential equations of convection-diffusion type is considered on the interval [0, 1]. The components of the solution of this system exhibit b... see more

AC microgrid mainly comprise inverter-interfaced distributed generators (IIDGs), which are nonlinear complex systems with multiple time scales, including frequency control, time delay measurements, and electromagnetic transients. The droop control-based I... see more

After reviewing a number of results from geometric singular perturbation theory, we discuss several approaches to obtain periodic solutions in a slow manifold.Regarding nonhyperbolic transitions we consider relaxation oscillations and canard-like solution... see more

The system of propagator equations for an elastic solid becomes singular as the shear modulus becomes vanishingly small. In computational applications there is severe loss of precision as the limit of zero shear modulus is approached. The use of perturbat... see more

In this study, a singular perturbation based technique is used for synthesis and analysis of a near optimal midcourse guidance law for realistic air-to-air engagement. After designing the proposed midcourse guidance law using three dimensional point mass ... see more

Context. Today informatization is one of the priority directions of economic sectors development. Introduction process of new information technologies in all society spheres is impossible without solving the problem of information security. An integral pa... see more

The PT symmetric potential V0[cos(2px/a) + i? sin(2px/a)] has a completely real spectrum for ? = 1, and begins to develop complex eigenvalues for ? > 1. At the symmetry-breaking threshold ? = 1 some of the eigenvectors become degenerate, giving rise to... see more

In the current paper, we present an efficient direct scheme for weakly singularVolterra integro-differential equations arising in theory of anomalous diffusion. The behav-ior of the system demonstrating the anomalous diffusion is significant for small tim... see more

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