Results 11 to 20 of about 1,797,896 (242)
Stabilisation of hybrid stochastic differential equations by delay feedback control [PDF]
, 2008 This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls.
Lam, James +10 more
core +3 more sources
Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
Fractal and Fractional, 2023 In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are
Xiuyan Li +3 more
doaj +1 more source
Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
core +3 more sources
Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]
, 2010 Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
core +3 more sources
Representing a second-order Ito equation as an equation with a given force structure
Қарағанды университетінің хабаршысы. Математика сериясы, 2023 The problem of constructing equivalent equations with a given structure of forces by the given system of stochastic equations is considered. The equivalence of equations in the sense of almost surely is investigated.
M.I. Tleubergenov +2 more
doaj +1 more source
Fractal and Fractional, 2022 This paper studies the influence of space-fractional and multiplicative noise on the exact solutions of the space-fractional stochastic dispersive modified Benjamin–Bona–Mahony equation, driven in Ito’s sense by a multiplicative Wiener process.
Adel Elmandouh, Emad Fadhal
doaj +1 more source
Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
Results in Applied Mathematics, 2021 In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equations. We introduce a new class of weak second-order stochastic Runge–Kutta methods for finding the numerical approximate solutions to multi-dimensional ...
Priya Nair, Anandaraman Rathinasamy
doaj +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
core +4 more sources
Fluids, 2020 The determination of the flow regime of liquid and gas in power plants is the most important design task. Performing the calculations based on modern calculation methods requires a priori knowledge of the initial and boundary conditions, which ...
Artur V. Dmitrenko
doaj +1 more source
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2008 Construction stochastic difference equations connecting results of supervision of instant values of dynamic processes described by special equation Ricatti, is considered.
A. S. Ovsienko +1 more
doaj +1 more source