Results 51 to 60 of about 53,922 (203)

From Stability to Chaos: A Complete Classification of the Damped Klein‐Gordon Dynamics

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate the transition between stability and chaos in the damped Klein‐Gordon equation, a fundamental model for wave propagation and energy dissipation. Using semigroup methods and spectral criteria, we derive explicit thresholds that determine when the system exhibits asymptotic stability and when it displays strong chaotic dynamics ...
Carlos Lizama, Marina Murillo‐Arcila, Julio Puerta‐Fernández   +2 more
wiley   +1 more source

Index Information Algorithm with Local Tuning for Solving Multidimensional Global Optimization Problems with Multiextremal Constraints

, 2011
Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust nonconvex ...
Famularo, Domenico, Pugliese, Paolo, Sergeyev, Yaroslav D.   +2 more
core   +1 more source

Pathwise uniqueness for a SDE with non-Lipschitz coefficients

Stochastic Processes and their Applications, 2002
Let \(B\subseteq \mathbb R^ {n}\) be the closed unit ball, \(W\) a standard \(n\)-dimensional Wiener process. The stochastic differential equation \[ dX = -cX\,dt + \{2(1-\| X\| ^ 2)\}^ {1/2} \,dW\tag{1} \] is studied. From a well-known result by \textit{T.\ Yamada} and \textit{S.\ Watanabe} [J.\ Math.\ Kyoto Univ.\ 11, 155--167 (1971; Zbl 0236.60037)]
openaire   +2 more sources

Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients [PDF]

Journal of Theoretical Probability, 2012
15 ...
openaire   +2 more sources

Random Chemostats with Competition and Different Kinetics to Investigate the Growth of the Gut Microbiome

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate some chemostat models incorporating wall growth, competition, random fluctuations on the dilution rate, and different consumption functions (Monod and Haldane). We analyze the asymptotic behavior of the solutions of the corresponding random differential systems to establish conditions on the model parameters under which the ...
Javier López‐de‐la‐Cruz, Felipe Rivero, Carlos R. Takaessu Jr.   +2 more
wiley   +1 more source

Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients [PDF]

Random Operators and Stochastic Equations, 2009
In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspects of the stochastic calculus related to the reflected generalized BSDE.
openaire   +2 more sources

Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients

International Journal of Statistics and Probability, 2021
In this paper we consider one dimensional generalized mean-field backward stochastic differential equations (BSDEs) driven by fractional Brownian motion, i.e., the generators of our mean-field FBSDEs depend not only on the solution but also on the law of the solution. We first give a totally new comparison theorem for such type of BSDEs under Lipschitz
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Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence [PDF]

ESAIM: Probability and Statistics, 2007
Summary: We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form \(| x|^\alpha \), \(\alpha \in [1/2,1)\). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer.
Berkaoui, Abdel, Bossy, Mireille, Diop, Awa   +2 more
openaire   +3 more sources

Hölder Regularity of the Solutions of Fredholm Integral Equations on Upper Ahlfors Regular Sets

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We extend to the context of metric measured spaces, with a measure that satisfies upper Ahlfors growth conditions, the validity of (generalized) Hölder continuity results for the solution of a Fredholm integral equation of the second kind. Here we note that upper Ahlfors growth conditions include also cases of nondoubling measures.
Massimo Lanza de Cristoforis, Manuel Norman   +1 more
wiley   +1 more source

Shape Derivatives of the Eigenvalues of the de Rham Complex for Lipschitz Deformations and Variable Coefficients: Part II

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this second part of our series of papers, we develop an abstract framework suitable for de Rham complexes that depend on a parameter belonging to an arbitrary Banach space. Our primary focus is on spectral perturbation problems and the differentiability of eigenvalues with respect to perturbations of the involved parameters. As a byproduct,
Pier Domenico Lamberti, Dirk Pauly, Michele Zaccaron   +2 more
wiley   +1 more source