Results 51 to 60 of about 5,613 (301)
Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations
Abstract and Applied Analysis, 2014 Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis ...
Shaobo Zhou
doaj +1 more source
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
Modern Stochastics: Theory and Applications, 2017 This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means of the penalization method.
Mohamed Marzougue, Mohamed El Otmani
doaj +1 more source
Advanced Engineering Materials, EarlyView.This review highlights advances in lightweight, lead‐free polymer nanocomposites for diagnostic X‐ray shielding. By linking filler chemistry, dispersion, architecture, and photon interaction mechanisms, it establishes structure–performance relationships guiding material design.
Aklilu G. Messele +2 more
wiley +1 more source
, 2013 A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
Wu, Fuke +2 more
core +1 more source
Some contributions to stochastic differential equations
, 2022 This thesis elaborates topics on a type of McKean–Vlasov stochastic differential equations and forward–backward stochastic differential equations arising from physics models. Mainly, this thesis is divided into three parts.
Yao, Yuhan
core +1 more source
Linear ForwardBackward Stochastic Differential Equations [PDF]
Applied Mathematics and Optimization, 1999 Theorems are proved establishing conditions for the solvability of a system of coupled linear forward-backward stochastic differential equations of the form \[ dX(t)= \bigl\{AX(t)+BY(t) +CZ(t)+Db(t)\bigr\}dt +\bigl \{A_1X(t) +B_1Y(t)+ C_1Z(t)+ D_1\sigma (t)\bigr\}dW(t), \] \[ dY(t)= \bigl\{ \widehat AX(t)+ \widehat BY(t)+ \widehat CZ(t)+ \widehat D ...
openaire +1 more source
Advanced Engineering Materials, EarlyView.A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi +3 more
wiley +1 more source
Multi-valued backward stochastic differential equations with regime switching
Advances in Difference Equations, 2019 The paper considers a class of multi-valued backward stochastic differential equations with subdifferential of a lower semi-continuous convex function with regime switching, whose generator is a continuous-time Markov chain with a finite state space ...
Ruijuan Deng, Yong Ren
doaj +1 more source
Comparison of Triply Periodic Minimal Surface Energy Absorbers Under Uniaxial Compressive Loading
Advanced Engineering Materials, EarlyView.This study investigates LCD 3D printed Triply Periodic Minimal Surface (TPMS) structures as mechanical energy absorbers. By comparing various base designs and layered combinations under uniaxial compression, it identifies that a Diamond‐Gyroid sandwich structure offers superior performance.
Sergej Grednev +2 more
wiley +1 more source
Convergence rate of numerical solutions to SFDEs with jumps
, 2011 In this paper, we are interested in numerical solutions of stochastic functional differential equations with jumps. Under a global Lipschitz condition, we show that the pth-moment convergence of Euler–Maruyama numerical solutions to stochastic functional
Yuan, Chenggui +7 more
core +1 more source