Results 41 to 50 of about 351,513 (382)

Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter $H<1/2$ [PDF]

, 2012
In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter ...
Hu, Yaozhong, Lu, Fei, Nualart, David
core   +2 more sources

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Advances in Difference Equations, 2018
In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white noise frame for anisotropic ...
Xuebin Lü, Wanyang Dai
doaj   +1 more source

Postprocessing for Stochastic Parabolic Partial Differential Equations [PDF]

SIAM Journal on Numerical Analysis, 2007
We investigate the strong approximation of stochastic parabolic partial differential equations with additive noise. We introduce postprocessing in the context of a standard Galerkin approximation, although other spatial discretizations are possible. In time, we follow [G. J. Lord and J. Rougemont, IMA J. Numer. Anal., 24 (2004), pp. 587-604] and use an
Shardlow, Tony, Lord, Gabriel
openaire   +2 more sources

Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions

, 2007
A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium.
A. Bensoussan, A. Cherkaev, A. Mikelić, A.K. Nandakumaran, A.K. Nandakumaran, B. Maslowski, B.L. Rozovskii, C. Timofte, D. Cioranescu, D. Cioranescu, D. Cioranescu, D. Cioranescu, D. Yang, E. Pardoux, G. Allaire, G. Allaire, G. Da Prato, G. Prato Da, G.D. Maso, H. Triebel, H. Watanabe, H.J. Kushner, I. Chueshov, J. Duan, J. Escher, J. Escher, J. Souza, J.L. Lions, J.P. Peixoto, Jinqiao Duan, K. Yosida, L.A. Caffarelli, M. Briane, M. Vanninathan, M.B. Taghite, M.L. Kleptsyna, N. Fusco, P.L. Lions, R. Vold, R.E. Langer, R.M. Dudley, S. Albeverio, S. Brahim-Otsmane, S. Wright, S.N. Antontsev, T. Hintermann, T.E. Duncan, V.A. Marchenko, V.V. Jikov, V.V. Zhikov, V.V. Zhikov, W. Wang, Wei Wang, X. Blanc, Z. Huang   +54 more
core   +2 more sources

Integrability of Stochastic Birth-Death processes via Differential Galois Theory [PDF]

, 2019
Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence of the ...
Acosta-Humanez, Primitivo B., Capitan, Jose A., Morales-Ruiz, Juan J.   +2 more
core   +2 more sources

Data‐Driven Distributed Safe Control Design for Multi‐Agent Systems

International Journal of Adaptive Control and Signal Processing, EarlyView.
This paper presents a data‐driven control barrier function (CBF) technique for ensuring safe control of multi‐agent systems (MASs) with uncertain linear dynamics. A data‐driven quadratic programming (QP) optimization is first developed for CBF‐based safe control of single‐agent systems using a nonlinear controller. This approach is then extended to the
Marjan Khaledi, Bahare Kiumarsi
wiley   +1 more source

On a smooth and nowhere equal to zero distribution density of a stochastic differential equation’s solution on manifold

Известия высших учебных заведений. Поволжский регион: Физико-математические науки, 2021
Background. E. Nelson [1-3] introduced derivatives on the average in the works and over time, they began to be studied as a separate class of stochastic differential equations.
O.O. Zheltikova
doaj   +1 more source

On a Stochastic Partial Differential Equation with Non-local Diffusion [PDF]

, 2005
In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one.
P. Azérad, M. Mellouk
semanticscholar   +1 more source

Hybrid deterministic stochastic systems with microscopic look-ahead dynamics [PDF]

, 2010
We study the impact of stochastic mechanisms on a coupled hybrid system consisting of a general advection-diffusion-reaction partial differential equation and a spatially distributed stochastic lattice noise model.
Katsoulakis, M. A., Majda, A. J., Sopasakis, A.   +2 more
core  

A spectral-based numerical method for Kolmogorov equations in Hilbert spaces

, 2016
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces.
Delgado-Vences, Francisco J., Flandoli, Franco   +1 more
core   +1 more source