Results 11 to 20 of about 6,510,742 (297)

An averaging principle for stochastic fractional differential equations with time-delays

Applied Mathematics Letters, 2020
In this article, we investigate a class of stochastic fractional differential equations (SFDEs) with time-delays. Under some novel assumptions, we obtain an averaging principle for the solution of the considered system. Finally, an example with numerical
Shenghong Li, Zhiguo Luo, Danfeng Luo
exaly   +2 more sources

Existence, Uniqueness, and Averaging Principle of Fractional Neutral Stochastic Differential Equations in the ${\mathbb{L}}^{\mathbf{p}}$ Space with the Framework of the Ψ-Caputo Derivative

Mathematics
In this research work, we use the concepts of contraction mapping to establish the existence and uniqueness results and also study the averaging principle in Lp space by using Jensen’s, Grönwall–Bellman’s, Hölder’s, and Burkholder–Davis–Gundy’s ...
Abdelhamid Mohammed Djaouti, Zareen A. Khan, Muhammad Imran Liaqat, Ashraf Al-Quran   +3 more
doaj   +2 more sources

Periodic averaging principle in quantum calculus

Journal of Mathematical Analysis and Applications, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martin Bohner, Jaqueline Godoy Mesquita
exaly   +3 more sources

Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle [PDF]

Journal of Mathematical Analysis and Applications, 2023
We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the propagation of
J. Shao, Taoran Tian, Shen Wang
semanticscholar   +1 more source

Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs [PDF]

Journal of Differential Equations, 2021
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales.
Wei Hong, Shihu Li, Wei Liu
semanticscholar   +1 more source

The average enzyme principle [PDF]

FEBS Letters, 2013
The Michaelis–Menten equation for an irreversible enzymatic reaction depends linearly on the enzyme concentration. Even if the enzyme concentration changes in time, this linearity implies that the amount of substrate depleted during a given time interval depends only on the average enzyme concentration.
Reznik, Ed, Chaudhary, Osman, Segrè, Daniel   +2 more
openaire   +2 more sources

Averaging Principles for Markovian Models of Plasticity [PDF]

Journal of Statistical Physics, 2021
Mathematical models of biological neural networks are associated to a rich and complex class of stochastic processes. In this paper, we consider a simple {\em plastic} neural network whose {\em connectivity/synaptic strength} $(W(t))$ depends on a set of activity-dependent processes to model {\em synaptic plasticity}, a well-studied mechanism from ...
Robert, Philippe, Vignoud, Gaëtan
openaire   +3 more sources

Moderate Averaged Deviations for a Multi-Scale System with Jumps and Memory

Dynamics, 2023
This work studies a two-time-scale functional system given by two jump diffusions under the scale separation by a small parameter ε→0. The coefficients of the equations that govern the dynamics of the system depend on the segment process of the slow ...
André de Oliveira Gomes, Pedro Catuogno
doaj   +1 more source

An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

Journal of Mathematics, 2021
In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion.
Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo   +3 more
doaj   +1 more source

The Order of Convergence in the Averaging Principle for Slow-Fast Systems of Stochastic Evolution Equations in Hilbert Spaces [PDF]

Applied Mathematics and Optimization, 2022
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise.
Filippo de Feo
semanticscholar   +1 more source