Results 11 to 20 of about 351,513 (382)
A free stochastic partial differential equation [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2010 We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^\omega\
Y. Dabrowski
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Stationary Solutions of Stochastic Differential Equation with Memory and Stochastic Partial Differential Equations [PDF]
Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Yuri Bakhtin, Jonathan C. Mattingly
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Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model [PDF]
Journal of Applied Probability, 2018 This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental noise.
D. Nguyen, N. Nguyen, G. Yin
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Stochastic partial differential equation models for spatially dependent predator-prey equations [PDF]
Discrete & Continuous Dynamical Systems - B, 2018 Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more versatile.
N. Nguyen, George Yin
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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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Multivariate type G Matérn stochastic partial differential equation random fields [PDF]
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2016 For many applications with multivariate data, random‐field models capturing departures from Gaussianity within realizations are appropriate. For this reason, we formulate a new class of multivariate non‐Gaussian models based on systems of stochastic ...
D. Bolin, J. Wallin
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Renormalisation of Stochastic Partial Differential Equations
EMS Newsletter, 2020 Summary: We present the main ideas of the renormalisation of stochastic partial differential equations, as it appears in the theory of regularity structures. We informally discuss the regularisation of the noise, the transformation of the canonical model to the renormalised one, the space of the models and the underlying algebraic structure.
Bruned, Yvain +2 more
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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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The support of singular stochastic partial differential equations
Forum of Mathematics, Pi, 2022 We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of systems of subcritical singular stochastic partial differential equations driven by a noise that is either white or approximately self-similar.
Martin Hairer, P. Schönbauer
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AIMS Mathematics, 2019 The one dimension Legendre Wavelet is a numerical method to solve one dimension equation. In this paper Black-Scholes equation (B-S), that has applied via single asset American option and Heston Cox- Ingersoll- Ross equation (HCIR), as partial ...
Jafar Biazar, Fereshteh Goldoust
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