Results 61 to 70 of about 355,119 (383)
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.
Bakhtin, Y, Mattingly, JC
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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
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Fractional Skyrmion Tubes in Chiral‐Interfaced 3D Magnetic Nanowires
Advanced Functional Materials, EarlyView.In chiral 3D helical magnetic nanowires, the coupling between the geometric and magnetic chirality provides a way to create topological spin states like vortex tubes. Here, it is demonstrated how the breaking of this coupling in interfaced 3D nanowires of opposite chirality leads to even more complex topological spin states, such as fractional ...
John Fullerton +11 more
wiley +1 more source
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations [PDF]
Journal of Scientific Computing, 2017 Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering.
Weinan E +3 more
semanticscholar +1 more source
Hörmander’s theorem for stochastic partial differential equations [PDF]
St. Petersburg Mathematical Journal, 2016 We prove H rmander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of partially observable diffusion processes, when even if the initial system is autonomous, the observation process ...
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Effective action for stochastic partial differential equations [PDF]
Physical Review E, 1999 Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. In this paper we set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise.
Hochberg, David +3 more
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Light‐Controlled Reversible Coassembly of Hybrid Functional Nanostructures
Advanced Functional Materials, EarlyView.Light‐responsive hybrid nanostructures are formed by coassembling azobenzene‐ and PAH‐functionalized nanoparticles through reversible an tunable π interactions. The system enables tunable coupling between distinct components such as gold and magnetite or carbon nanotubes, producing switchable optical and magnetic properties under light and magnetic ...
Michal Sawczyk +5 more
wiley +1 more source
Optimal Exploitation of a General Renewable Natural Resource under State and Delay Constraints
Mathematics, 2020 In this work, we study an optimization problem arising in the management of a natural resource over an infinite time horizon. The resource is assumed to evolve according to a logistic stochastic differential equation.
M’hamed Gaïgi +2 more
doaj +1 more source
, 2012 We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a double-obstacle quasi-
Cosso, Andrea
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Mild solutions to semilinear stochastic partial differential equations\n with locally monotone coefficients [PDF]
, 2021 Stefan Tappe
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