Results 271 to 280 of about 88,331 (317)

Operational Markov matrix formulation for structures in continuum plasma models. [PDF]

Sci Rep
Panday N, Sharma D.
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Exact Response Theory for Delay Equations. [PDF]

Entropy (Basel)
Gollinucci F, Ortu E, Rondoni L.
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Characterising Epigenetic Tipping Points using a Spectral Dimension Reduction Approach. [PDF]

Bull Math Biol
Alarcón T, Menendez JA, Sardanyés J.
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Stochastic Differential Equations : and the numerical schemes used to solve them

, 2014
Erik Liljas
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On stochastic diffusion equations and stochastic Burgers’ equations

Journal of Mathematical Physics, 1996
In this paper we construct a strong solution for the stochastic Hamilton Jacobi equation by using stochastic classical mechanics before the caustics. We thereby obtain the viscosity solution for a certain class of inviscid stochastic Burgers’ equations.
Truman, A., Zhao, H. Z.
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Stochastic evolution equations

Journal of Soviet Mathematics, 1981
The theory of strong solutions of Ito equations in Banach spaces is expounded. The results of this theory are applied to the investigation of strongly parabolic Ito partial differential equations.
Krylov, N. V., Rozovskij, B. L.
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Stochastic differential equations

Physics Reports, 1976
Abstract In chapter I stochastic differential equations are defined and classified, and their occurrence in physics is reviewed. In chapter II it is shown for linear equation show a differential equation for the averaged solution is obtained by expanding in ατ c , where α measures the size of the fluctuations and τ c their autocorrelation time. This
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On a Stochastic Plate Equation

Applied Mathematics & Optimization, 2001
The author discusses an initial-boundary value problem for an elastic plate driven by a space-time white noise. The existence and uniqueness of a weak solution are established. The author uses a specialized PDE method based upon the results for the deterministic equation.
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Indefinite Stochastic Riccati Equations

SIAM Journal on Control and Optimization, 2003
For some cases where \(R\), \(Q\), and \(H\) can be indefinite, theorems are proved which establish the existence of a unique bounded solution of the matrix stochastic Riccati equation (which arises in stochastic control) \[ \begin{aligned} dP= & \Biggl\{PA+ A'P+ \sum^k_{j=1} (\Lambda_j C_j+ C_j'\Lambda_j+ C_j' PC_j)+ Q\\ & -\Biggl[PB+ \sum^k_{j=1 ...
Ying Hu, Xun Yu Zhou
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