Results 1 to 10 of about 184,298 (338)

Stochastic calculus of variations for stochastic partial differential equations

Journal of Functional Analysis, 1988
Malliavin calculus is developed for some abstract evolution equations which satisfy an appropriate coercivity condition. Since these equations generally contain unbounded operators in Hilbert spaces, Galerkin approximations are used for the proof of the smoothness of correlation functionals on Wiener spaces [cf. \textit{E. Pardoux}, Stochastics 3, 127-
Daniel Ocone
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Invariant manifolds for stochastic partial differential equations

The Annals of Probability, 2004
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for stochastic ordinary differential equations is relatively mature. In this paper, we present a unified theory of invariant
Jinqiao Duan, Kening Lu, Bjoern Schmalfuss   +2 more
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Stochastic modelling of viral infection spread via a Partial Integro-Differential Equation [PDF]

Infectious Disease Modelling
In the present article we propose a Partial Integro-Differential Equation (PIDE) model to approximate a stochastic SIS compartmental model for viral infection spread.
Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez   +2 more
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Amplitude Equations for Stochastic Partial Differential Equations [PDF]

, 2007
Dirk Blömker
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Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise

Nonlinear Analysis, 2021
The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for
Gregory Amali Paul Rose, Murugan Suvinthra, Krishnan Balachandran   +2 more
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On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula

Mathematics, 2023
The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics.
Byoung Seon Choi, Moo Young Choi
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Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus

Complexity, 2023
In this article, we consider the Nash equilibrium of stochastic differential game where the state process is governed by a controlled stochastic partial differential equation and the information available to the controllers is possibly less than the ...
Gaofeng Zong
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The Wick-type explicit solutions of the nonlinear stochastic Wick-type fractional Gardner equation

Results in Physics, 2021
In this article, we consider the nonlinear stochastic Wick-type fractional Gardner equation and the generalized fractional Gardner equation with coefficient variables.
Jin Hyuk Choi, Hyunsoo Kim
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Dynamic Behavior of a Stochastic Amensalism Population Model

Journal of Harbin University of Science and Technology, 2022
Aiming at the problem of biased symbiosis dynamics affected by environmental factors, according to the theory of stochastic differential equation, the stochastic biased symbiosis dynamics model is established by introducing white noise, and the dynamic ...
AI Xiao-hui, DENG Wen-bo, LI Peng-zhe
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Using Nonlinear Diffusion Model to Identify Music Signals

Advances in Mathematical Physics, 2021
In this paper, combined with the partial differential equation music signal smoothing model, a new music signal recognition model is proposed. Experimental results show that this model has the advantages of the above two models at the same time, which ...
Qiang Li
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