Results 71 to 80 of about 50,968 (311)

Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients

, 2022
The work presented in this paper focuses on a type of differential equations called anticipated backward doubly stochastic differential equations (ABDSDEs) whose generators not only depend on the anticipated terms of the solution (Y·,Z·) but also satisfy
Siyu Cui, Tie Wang
core   +1 more source

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

Advanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Tommaso Stecconi, Folkert Horst, Laura Bégon‐Lours, Matteo Galetta, Antonio La Porta, Nikhil Garg, Fabien Alibart, Bert Jan Offrein, Valeria Bragaglia   +11 more
wiley   +1 more source

Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

, 2013
A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs).
Wu, Fuke, Kloeden, Peter E., Mao, Xuerong   +2 more
core   +1 more source

Polynomial asymptotic stability of damped stochastic differential equations. [PDF]

, 2004
The paper studies the polynomial convergence of solutions of a scalar nonlinear Itˆo stochastic differential equation dX(t) = −f(X(t)) dt + (t) dB(t) where it is known, a priori, that limt!1 X(t) = 0, a.s. The intensity of the stochastic perturbation
D. Mackey, Appleby, John A.D., John Appleby, Mackey, Dana   +3 more
core   +1 more source

Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

, 2023
In this paper, we study a kind of Stackelberg game where the controlled systems are described by backward stochastic differential delayed equations (BSDDEs).
Peipei Zhou, Li Chen, Hua Xiao
core   +1 more source

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

Fourier Spectral Methods for Some Linear Stochastic Space-Fractional Partial Differential Equations

Mathematics, 2016
Fourier spectral methods for solving some linear stochastic space-fractional partial differential equations perturbed by space-time white noises in the one-dimensional case are introduced and analysed.
Yanmei Liu, Monzorul Khan, Yubin Yan
doaj   +1 more source

Differential Equation–Constrained Optimization with Stochasticity

SIAM/ASA Journal on Uncertainty Quantification
27 pages, 7 ...
Qin Li 0007, Li Wang 0033, Yunan Yang
openaire   +3 more sources

On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations [PDF]

, 2007
This thesis examines a question of stability in stochastic and deterministic systems with memory, and involves studying the asymptotic properties of Volterra integro-differential equations.
Devin, Siobhan
core  

Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations

, 2011
Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980),
Qi Luo, Luo, Qi, Shen, Yi, Mao, Xuerong, Xuerong Mao, Yi Shen   +5 more
core   +1 more source