Results 51 to 60 of about 1,797,896 (242)

Theoretical Estimates of the Critical Reynolds Number in the Flow around the Sphere on the Basis of Theory of Stochastic Equations and Equivalence of Measures

open access: yesFluids, 2023
The aim of this investigation is to show the solution for the critical Reynolds number in the flow around the sphere on the basis of theory of stochastic equations and equivalence of measures between turbulent and laminar motions.
Artur V. Dmitrenko   +1 more
doaj   +1 more source

Small RNA pathways in mammalian oocytes

open access: yesFEBS Open Bio, EarlyView.
Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley   +1 more source

Stochastic Equations of Hydrodynamic Theory of Plasma

open access: yesFluids
Stochastic equations of the hydrodynamic theory of plasma are presented in relation to strong external fields. It is shown that the use of these stochastic equations makes it possible to obtain new theoretical solutions for plasma as a result of its ...
Artur V. Dmitrenko
doaj   +1 more source

Identification and characterisation of calcitonin receptor isoforms expressed in glioblastoma derived glioma stem and U‐87 MG cells

open access: yesFEBS Open Bio, EarlyView.
Glioblastoma cells express calcitonin receptor variants (CT receptor isoforms) that may help them survive stress. Using qPCR, transcript‐specific long‐read nanopore sequencing, immunofluorescence co‐localisation and comparative sequence analysis, this study identifies a novel alternatively spliced CALCR transcript that encodes the CTb receptor isoform ...
Pragya Gupta   +7 more
wiley   +1 more source

Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises

open access: yesAbstract and Applied Analysis, 2013
This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed,
Jianhua Huang, Yuhong Li, Jinqiao Duan
doaj   +1 more source

Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch

open access: yesInternational Journal of Adaptive Control and Signal Processing, EarlyView.
This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane   +3 more
wiley   +1 more source

Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2002
The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given.
P. Balasubramaniam, J. P. Dauer
doaj   +1 more source

dynoGP: Deep Gaussian Processes for Dynamic System Identification

open access: yesInternational Journal of Adaptive Control and Signal Processing, EarlyView.
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli   +3 more
wiley   +1 more source

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]

open access: yes, 2011
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke   +5 more
core   +3 more sources

On the almost sure running maxima of solutions of affine stochastic functional differential equations [PDF]

open access: yes, 2010
This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations.
Wu, H., Appleby, John A.D., Mao, Xuerong
core   +3 more sources

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