Results 51 to 60 of about 44,706 (312)

Stochastic parareal algorithm for stochastic differential equations

Numerical Algorithms
This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving linear convergence over unbounded time intervals.
Huanxin Wang, Junhan Lyu, Zicheng Peng, Min Li   +3 more
openaire   +2 more sources

Algorithmic Solution of Stochastic Differential Equations [PDF]

Algorithms, 2010
This brief note presents an algorithm to solve ordinary stochastic differential equations (SDEs). The algorithm is based on the joint solution of a system of two partial differential equations and provides strong solutions for finite-dimensional systems of SDEs driven by standard Wiener processes and with adapted initial data.
openaire   +3 more sources

Small RNA pathways in mammalian oocytes

FEBS Open Bio, EarlyView.
Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley   +1 more source

Lp-solutions Of The Stochastic Transport Equation [PDF]

, 2015
We consider the stochastic transport linear equation and we prove existence and uniqueness of weak Lp-solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation.
Catuogno P., Olivera C.
core   +1 more source

The Optimal Discretization of Stochastic Differential Equations

Journal of Complexity, 2001
The paper studies discrete time pathwise approximations of stochastic differential equations. An adaptive discretization is introduced that reflects local properties of the simulated trajectory. The corresponding error is shown to converge to zero in average with a certain rate.
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter 0001   +2 more
openaire   +1 more source

Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch

International Journal of Adaptive Control and Signal Processing, EarlyView.
This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane, Salama Makni, Mourad Kchaou, Ahmed El Hajjaji   +3 more
wiley   +1 more source

Optimal control of stochastic partial differential equations in Banach spaces [PDF]

, 2010
In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio, o Perdomo, Rafael Antonio   +1 more
core  

Competitive Lotka–Volterra population dynamics with jumps [PDF]

, 2011
This paper considers competitive Lotka–Volterra population dynamics with jumps. The contributions of this paper are as follows. (a) We show that a stochastic differential equation (SDE) with jumps associated with the model has a unique global positive ...
Yuan, Chenggui, Chenggui Yuan, Mao, Xuerong, Bao, Jianhai, Yin, Geroge, Jianhai Bao, Geroge Yin, Yin, George, Xuerong Mao   +8 more
core   +1 more source

Research on Enterprise Investment Decision Based on Linear Quadratic Jump Uncertainty Stochastic Differential Game

IEEE Access
Aiming at the objective uncertainty, subjective uncertainty, and extreme events may be in a dynamic system simultaneously. This paper focuses on the differential game problem of a linear quadratic jump uncertain stochastic system. The system is described
Lu Yang, Chengke Zhang, Tao Wang, Xin Chen   +3 more
doaj   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source