Results 81 to 90 of about 732,831 (345)
Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs
MathematicsThis paper is concerned with the stochastic optimal control problem of a 1-dimensional McKean–Vlasov stochastic differential equation (SDE) with reflection, of which the drift coefficient and diffusion coefficient can be both dependent on the state of ...
Li Ma, Fangfang Sun, Xinfang Han
doaj +1 more source
Hypercomplexification of SDEs Exact integration of some systems of stochastic differential equations through hypercomplexification [PDF]
arXiv, 2017 We leverage commutative hypercomplex analysis to find closed-form solutions of some systems of stochastic differential equations. Specifically, we obtain necessary and sufficient conditions under which a system of stochastic differential equations can be transformed into a scalar one involving processes valued in a commutative hypercomplex.
arxiv
Advanced Engineering Materials, Volume 27, Issue 7, April 2025.The additive manufacturing technology laser powder bed fusion enables the manufacturing of pure Zn thin walls as battery electrodes. Modification of the laser beam parameters allows to tailor the physical characteristics of the as‐deposited thin walls.
Leonardo Caprio +3 more
wiley +1 more source
Stochastic analysis and soliton solutions of the Chaffee–Infante equation in nonlinear optical media
Boundary Value ProblemsThe Chaffee–Infante (CI) equation is a nonlinear equation that may be used to predict the complex dynamics of soliton propagation in a nonlinear optical medium.
Alwaleed Kamel +5 more
doaj +1 more source
Partial Differential Equations in Applied Mathematics, 2022 Backward stochastic differential equation solver was first introduced by Han et al in 2017. A semilinear parabolic partial differential equation is converted into a stochastic differential equation, and then solved by the backward stochastic differential
Evan Davis +4 more
doaj
Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 This paper is concerned with the stability problem of the positive equilibrium of a Nicholson's blowflies model with nonlinear density-dependent mortality rate subject to stochastic perturbations.
Le Van Hien, Nguyen Thi Lan-Huong
doaj +1 more source
A stochastic HJB equation for optimal control of forward-backward SDEs
, 2016 We study optimal stochastic control problems of general coupled systems of forward-backward stochastic differential equations with jumps. By means of the It\^o-Ventzell formula the system is transformed to a controlled backward stochastic partial ...
Sulem, Agnès +2 more
core +1 more source
A regression Monte-Carlo method for Backward Doubly Stochastic Differential Equations [PDF]
arXiv, 2011 This paper extends the idea of E.Gobet, J.P.Lemor and X.Warin from the setting of Backward Stochastic Differential Equations to that of Backward Doubly Stochastic Differential equations. We propose some numerical approximation scheme of these equations introduced by E.Pardoux and S.Peng.
arxiv
Numerical Methods for Stochastic Differential Equations [PDF]
, 2004 Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes for solving stochastic equations in outlined here.
arxiv +1 more source
Mechanical Metamaterials for Bioengineering: In Vitro, Wearable, and Implantable Applications
Advanced Engineering Materials, Volume 27, Issue 7, April 2025.Mechanical metamaterials with engineered architectures exhibit properties that differ from and greatly surpass those of their constituent bulk materials. This review summarizes the applications of mechanical metamaterials in bioengineering, focusing on advances in the last 5 years.
Madihah Kazim +2 more
wiley +1 more source