Results 1 to 10 of about 2,603 (123)
A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis [PDF]
Infectious Disease Modelling, 2017 Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used
Linda J.S. Allen
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Open Mathematics, 2021 The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching.
Zhang Xiaozhi +2 more
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Averaging principle for two-time-scale stochastic differential equations with correlated noise
Open Mathematics, 2022 This article is devoted to studying the averaging principle for two-time-scale stochastic differential equations with correlated noise. By the technique of multiscale expansion of the solution to the backward Kolmogorov equation and consequent ...
Jiang Tao, Liu Yancai
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Computational and Mathematical Biophysics, 2023 This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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Mean square exponential stability of stochastic function differential equations in the G-framework
Open Mathematics, 2023 This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example
Li Guangjie, Hu Zhipei
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Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
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The influence of the noise on the exact solutions of a Kuramoto-Sivashinsky equation
Open Mathematics, 2022 In this article, we take into account the stochastic Kuramoto-Sivashinsky equation forced by multiplicative noise in the Itô sense. To obtain the exact stochastic solutions of the stochastic Kuramoto-Sivashinsky equation, we apply the G′G\frac{{G ...
Albosaily Sahar +4 more
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Influence of section depth on the structural behaviour of reinforced concrete continuous deep beams [PDF]
, 2007 YesAlthough the depth of reinforced concrete deep beams is much higher than that of slender beams, extensive existing tests on deep beams have focused on simply supported beams with a scaled depth below 600 mm.
Ashour, Ashraf, Yang, Keun-Hyeok
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Open Mathematics, 2022 The Picard iteration method is used to study the existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays. Several sufficient conditions are specified to ensure that the equation has a unique solution.
Jin Shoubo
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Demonstratio Mathematica, 2023 In this article, the stochastic fractional Davey-Stewartson equations (SFDSEs) that result from multiplicative Brownian motion in the Stratonovich sense are discussed.
Mohammed Wael W. +2 more
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