Results 101 to 110 of about 732,831 (345)

Topological equivalence for discontinuous random dynamical systems and applications [PDF]

arXiv, 2012
After defining non-Gaussian L\'evy processes for two-sided time, stochastic differential equations with such L\'evy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in time.
arxiv  

Martingale Decomposition and BSDE on Time Scales [PDF]

arXiv, 2020
In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify backward stochastic differential equations and backward stochastic difference equations.
arxiv  

Geometry‐Assisted Phase Selection: Interplay of Phase Heterogeneity and Geometry in Gyroid Shell Metamaterials Printed with 17‐4 PH Stainless Steel

Advanced Engineering Materials, EarlyView.
This study explores geometry‐driven phase evolution in gyroid shell metamaterials made via laser powder bed fusion of 17‐4 precipitation hardened stainless steel. Locally hardened regions develop along the primary loading paths in the structure, which finite element analysis and geometric considerations link to enhanced gyroid strength.
Julia T. Pürstl, Brandon Fields, Patrick Ziemke, Nicolò M. della Ventura, Kate M. Ainger, Diran Apelian, Daniel S. Gianola, Matthew R. Begley, Lorenzo Valdevit   +8 more
wiley   +1 more source

Backward Stochastic Linear Quadratic Optimal Control with Expectational Equality Constraint

Mathematics
This paper investigates a backward stochastic linear quadratic control problem with an expected-type equality constraint on the initial state. By using the Lagrange multiplier method, the problem with a uniformly convex cost functional is first ...
Yanrong Lu, Jize Li, Yonghui Zhou
doaj   +1 more source

Implicit Numerical Solutions for Solving Stochastic Differential Equations with Jumps

Abstract and Applied Analysis, 2014
To realize the applications of stochastic differential equations with jumps, much attention has recently been paid to the construction of efficient numerical solutions of the equations.
Ying Du, Changlin Mei
doaj   +1 more source

Fractional Stochastic Differential Equation Approach for Spreading of Diseases. [PDF]

Entropy (Basel), 2022
Lima LDS.
europepmc   +1 more source

Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials

Advanced Engineering Materials, EarlyView.
This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani, Surabhi Nadigotti, Erfan Fatehi, Derek Aranguren van Egmond, Behnam Ashrafi   +4 more
wiley   +1 more source

Hybrid Neural Networks for Solving Fully Coupled, High-Dimensional Forward–Backward Stochastic Differential Equations

Mathematics
The theory of forward–backward stochastic differential equations occupies an important position in stochastic analysis and practical applications. However, the numerical solution of forward–backward stochastic differential equations, especially for high ...
Mingcan Wang, Xiangjun Wang
doaj   +1 more source

On a smooth and nowhere equal to zero distribution density of a stochastic differential equation’s solution on manifold

Известия высших учебных заведений. Поволжский регион: Физико-математические науки, 2021
Background. E. Nelson [1-3] introduced derivatives on the average in the works and over time, they began to be studied as a separate class of stochastic differential equations.
O.O. Zheltikova
doaj   +1 more source

Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry. [PDF]

Entropy (Basel), 2022
Thiruthummal AA, Kim EJ.
europepmc   +1 more source