Results 11 to 20 of about 4,180,533 (278)
Modified Runge–Kutta method with convergence analysis for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2023 The main goal of this work is to develop and analyze an accurate trun-cated stochastic Runge–Kutta (TSRK2) method to obtain strong numeri-cal solutions of nonlinear one-dimensional stochastic differential equations (SDEs) with continuous Hölder diffusion
A. Haghighi
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Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition [PDF]
Mathematics of Computation, 2013 . We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations in one dimension with multiplicative noise under a one-sided Lipschitz condition only.
M. Sauer, W. Stannat
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A note on Cauchy-Lipschitz-Picard theorem
Journal of Inequalities and Applications, 2016 In this note, we try to generalize the classical Cauchy-Lipschitz-Picard theorem on the global existence and uniqueness for the Cauchy initial value problem of the ordinary differential equation with global Lipschitz condition, and we try to weaken the ...
Zonghong Feng +3 more
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Conditional Lipschitz Shadowing for Ordinary Differential Equations
Journal of Dynamics and Differential Equations, 2023 AbstractWe introduce the notion of conditional Lipschitz shadowing, which does not aim to shadow every pseudo-orbit, but only those which belong to a certain prescribed set. We establish two types of sufficient conditions under which certain nonautonomous ordinary differential equations have such a property.
Lucas Backes +3 more
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Mathematics, 2021 In this paper, we consider a class of mathematical programs with switching constraints (MPSCs) where the objective involves a non-Lipschitz term. Due to the non-Lipschitz continuity of the objective function, the existing constraint qualifications for ...
Jinman Lv, Zhenhua Peng, Zhongping Wan
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Electronic Journal of Qualitative Theory of Differential Equations, 2009 This article presents the results on existence, uniqueness and stability of mild solutions of impulsive stochastic semilinear neutral functional differential equations without a Lipschitz condition and with a Lipschitz condition. The results are obtained
Annamalai Anguraj, A. Vinodkumar
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Abstract and Applied Analysis, 2012 The main purpose of this paper is to investigate the strong convergence of the Euler method to stochastic differential equations with piecewise continuous arguments (SEPCAs).
Ling Zhang, Minghui Song
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The genericity of the infinitesimal Lipschitz condition for hypersurfaces [PDF]
, 2013 We continue the development of the theory of infinitesimal Lipschitz equivalence, showing the genericity of the condition for families of hypersurfaces with isolated singularities.
T. Gaffney
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Abstract and Applied Analysis, 2012 A class of neutral stochastic functional differential equations with Poisson jumps (NSFDEwPJs), d[x(t)-G(xt)]=f(xt, t)dt+g(xt,t)dW(t)+h(xt,t)dN(t), t∈[t0,T], with initial value xt0=ξ={ξ(θ):-τ≤θ≤0}, is investigated.
Jianguo Tan, Hongli Wang, Yongfeng Guo
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Demonstratio Mathematica, 2021 In this paper, we introduce a new algorithm for solving pseudomonotone variational inequalities with a Lipschitz-type condition in a real Hilbert space.
Wairojjana Nopparat +2 more
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