Results 11 to 20 of about 561,284 (332)
Data‐driven performance metrics for neural network learning
International Journal of Adaptive Control and Signal Processing, EarlyView., 2023 Summary Effectiveness of data‐driven neural learning in terms of both local mimima trapping and convergence rate is addressed. Such issues are investigated in a case study involving the training of one‐hidden‐layer feedforward neural networks with the extended Kalman filter, which reduces the search for the optimal network parameters to a state ...
Angelo Alessandri +2 more
wiley +1 more source
Optimal harvesting for a stochastic competition system with stage structure and distributed delay
Electronic Journal of Qualitative Theory of Differential Equations, 2021 A stochastic competition system with harvesting and distributed delay is investigated, which is described by stochastic differential equations with distributed delay.
Yue Zhang, Jing Zhang
doaj +1 more source
Complexity, 2021 In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained.
Pengju Duan, Hao Li, Jie Li, Pei Zhang
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Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations [PDF]
SIAM Journal on Scientific Computing, 2018 We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve in a unified manner forward, inverse and mixed stochastic problems based on a limited number of scattered measurements.
Liu Yang, Dongkun Zhang, G. Karniadakis
semanticscholar +1 more source
Models of stochastic dynamics of development of industrial enterprises with lagging internal and external investments [PDF]
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2021 The article proposes new stochastic models of the dynamic development of enterprises that restore their production at the expense of internal and external lagging investments.
Alexander L. Saraev, Leonid A. Saraev
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STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS [PDF]
Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Jonathan C. Mattingly +3 more
openaire +2 more sources
AIMS Mathematics, 2017 It is well-known that under suitable conditions there exists a unique solution of a ddimensional linear stochastic differential equation. The explicit expression of the solution, however, is not given in general.
Hiroshi Takahashi, Ken-ichi Yoshihara
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Studying Some Stochastic Differential Equations with trigonometric terms with Application
Zanco Journal of Pure and Applied Sciences, 2022 In this paper we look at several (trigonometric) stochastic differential equations, we find the general form for such nonlinear stochastic differential equation by using the I'to formula.
Abdulghafoor Jasim Salim , Ali A. Asmael
doaj +1 more source
Features of application of the Lanchester-type mathematical models in stochastic formulation when assessing the realities of air-land battle [PDF]
INCAS Bulletin, 2021 This study provides a brief overview of the application of possible modifications of Lanchester-type models, namely, the representation of differential equations of such models in stochastic form.
Oleh SEMENENKO +4 more
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SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
Journal of Function Spaces, 2016 The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by ...
Pengju Duan
doaj +1 more source