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Finitedimensional Models of the Yield Curve∗
, 2003
"... Models of the HJM family generally represent the yield curve as the solution of a stochastic differential equation evolving in an infinitedimensional space. It is an important question to determine under what conditions the solution is actually finitedimensional, i.e. the yield curve at any time ..."
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Models of the HJM family generally represent the yield curve as the solution of a stochastic differential equation evolving in an infinitedimensional space. It is an important question to determine under what conditions the solution is actually finitedimensional, i.e. the yield curve at any time
Embedding variables in finite dimensional models
, 2000
"... Global problems associated with the transformation from the Arnowitt, Deser and Misner (ADM) to the Kuchaˇr variables are studied. Two models are considered: The Friedmann cosmology with scalar matter and the torus sector of the 2+1 gravity. For the Friedmann model, the transformations to the Kuchaˇ ..."
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Global problems associated with the transformation from the Arnowitt, Deser and Misner (ADM) to the Kuchaˇr variables are studied. Two models are considered: The Friedmann cosmology with scalar matter and the torus sector of the 2+1 gravity. For the Friedmann model, the transformations
Finite dimensional models of drug resistant and phase specific cancer chemotherapy
 J. of Medical Information Technology
"... We consider the problem of modeling drug resistance and phase specificity of cancer chemotherapy using finite dimensional models. We formulate optimal control problems arising in protocol design for such models and discuss research issues resulting from such formulations. ..."
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Cited by 1 (1 self)
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We consider the problem of modeling drug resistance and phase specificity of cancer chemotherapy using finite dimensional models. We formulate optimal control problems arising in protocol design for such models and discuss research issues resulting from such formulations.
Finite Dimensional Models of a Laser With Optical Feedback
, 2000
"... A finitedimensional version of a model of the laser with optical reinjection is considered. The model is a simplified version of the infinitedimensional one presented in Phys. Rev., 58 A:614, 1998. The spatial coordinate is discretized inside the semiconductor using M equally spaced points. We ..."
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A finitedimensional version of a model of the laser with optical reinjection is considered. The model is a simplified version of the infinitedimensional one presented in Phys. Rev., 58 A:614, 1998. The spatial coordinate is discretized inside the semiconductor using M equally spaced points. We
ON REGULATOR DESIGN FOR SPATIAL TEMPERATURE DISTRIBUTION USING FINITEDIMENSIONAL MODELING OF HEAT EQUATIONS
"... Abstract: A regulator problem for a heat conduction system, of which the eigenstructure is just partially known, is formulated to design a stabilizing controller that keeps a performance index less than a prescribed value. The index is made of the spatio integral of the squared deviation from refere ..."
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of the eigenstructure. A main result claims that the formulated problem is reduced to a standard mixed H2/H ∞ one for a linear finite dimensional timeinvariant system. Numerical study demonstrates feasibility of the proposed design scheme. Copyright c©2005 IFAC
STOCHASTIC STABILITY AND THE SPIN GLASS PHASE. THE STATE OF ART FOR MEAN FIELD AND FINITE DIMENSIONAL MODELS
"... ar ..."
Longtime accuracy for approximate slow manifolds in a finite dimensional model of balance, preprint
"... Abstract. We study the slow singular limit for planar anharmonic oscillatory motion of a charged particle under the influence of a perpendicular magnetic field when the mass of the particle goes to zero. This model has been used by the authors as a toy model for exploring variational high order appr ..."
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Cited by 5 (3 self)
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Abstract. We study the slow singular limit for planar anharmonic oscillatory motion of a charged particle under the influence of a perpendicular magnetic field when the mass of the particle goes to zero. This model has been used by the authors as a toy model for exploring variational high order
A modular threedimensional finitedifference groundwater flow model
 U.S. Geological Survey Techniques of WaterResources Investigations Book 6, Chapter A1
, 1988
"... The primary objective of this course is to discuss the principals of finite difference methods and their applications in groundwater modeling. The emphasis of the class lectures is on the theoretical aspects of numerical modeling (finite difference method). Steps involved in simulation of groundwate ..."
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Cited by 485 (5 self)
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The primary objective of this course is to discuss the principals of finite difference methods and their applications in groundwater modeling. The emphasis of the class lectures is on the theoretical aspects of numerical modeling (finite difference method). Steps involved in simulation
Mathematical Control Theory: Deterministic Finite Dimensional Systems
 of Texts in Applied Mathematics
, 1990
"... The title of this book gives a very good description of its contents and style, although I might have added “Introduction to ” at the beginning. The style is mathematical: precise, clear statements (i.e., theorems) are asserted, then carefully proved. The book covers many of the key topics in contro ..."
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Cited by 485 (122 self)
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in control theory, except — as the subtitle has warned us — those involving stochastic processes or infinitedimensional systems. The level is appropriate for a senior
Results 1  10
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542,249