Results 61 to 70 of about 175,748 (328)

Stability of solutions to stochastic partial differential equations

Journal of Differential Equations, 2016
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random ...
Gess, Benjamin, Tölle, Jonas M.
openaire   +5 more sources

Numerical Approximation of Stationary Distribution for SPDEs [PDF]

, 2013
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is sufficiently small,
Bao, Jianhai, Yuan, Chenggui
core  

Effective macroscopic dynamics of stochastic partial differential equations in perforated domains

, 2006
An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities.
Allaire G., Brahim‐Otsmane S., Briane M., Cioranescu D., Cioranescu D., Daomin Cao, Jinqiao Duan, Maso G. D., Timofte C., Wei Wang, Zhikov V. V., Zhikov V. V.   +11 more
core   +2 more sources

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, Idris Kharroubi, Thomas Lim   +2 more
doaj   +1 more source

An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation

Fractal and Fractional, 2023
We establish both the uniqueness and the existence of the solutions to a hidden-memory variable-order fractional stochastic partial differential equation, which models, e.g., the stochastic motion of a Brownian particle within a viscous liquid medium ...
Qiao Li, Xiangcheng Zheng, Hong Wang, Zhiwei Yang, Xu Guo   +4 more
doaj   +1 more source

Trans‐Conductive Melt Pool Scaling and its Implications for Parameter Transfer in Laser Powder Bed Fusion for Metals with High Thermal Diffusivity

Advanced Engineering Materials, EarlyView.
Developing process parameters for the laser‐based Powder Bed Fusion of metals can be a tedious task. Based on melt pool depth, the process parameters are transferable to different laser scan speeds. For this, understanding the melt pool scaling behavior is essential, particularly for materials with high thermal diffusivity, as a change in scaling ...
Markus Döring, Matthias Gehring, Michael Schmidt   +2 more
wiley   +1 more source

Variational Principles for Stochastic Soliton Dynamics

, 2016
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field.
Holm, DD, Tyranowski, TM
core   +1 more source

Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

Abstract and Applied Analysis, 2014
We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness ...
Mark A. McKibben, Micah Webster
doaj   +1 more source

Large‐Scale Interlaboratory Study Along the Entire Process Chain of Laser Powder Bed Fusion: Bridging Variability, Standards, and Optimization across Metals and Polymers

Advanced Engineering Materials, EarlyView.
What happens when 32 labs join forces to study nanoparticle‐modified powders? A data‐driven journey through laser powder bed fusion—now openly accessible for the entire additive manufacturing community—is studied. Laser powder bed fusion is a cornerstone technology for additive manufacturing (AM) of metals and polymers, yet challenges in achieving ...
Ihsan Murat Kuşoğlu, Sunidhi Garg, Arvid Abel, Prasanna V. Balachandran, Stephan Barcikowski, Louis Becker, Jan-Simeon Bernsmann, Jonas Boseila, Christoph Broeckmann, Mert Coskun, Malte Dreyer, Mark East, Mark Easton, Nils Ellendt, Stan Gann, Bilal Gökce, Mareen Goßling, Joachim Greiner, Piotr Gruber, Moritz Grünewald, Kopila Gurung, Nick Hantke, Florian Hengsbach, Hannes Holländer, Brecht Van Hooreweder, Kay-Peter Hoyer, Yajiang Huang, Florian Huber, Olaf Kessler, Burçin Özbay Kısasöz, Stefan Kleszczynski, Ebubekir Koc, Tomasz Kurzynowski, Arno Kwade, Simon Leupold, Dongmei Liu, Felix Lomo, Arne Lüddecke, Gerrit A. Luinstra, David A. Mauchline, Fabian Meyer, Lars Meyer, Peter Middendorf, Stefan Nolte, Michał Olejarczyk, Ludger Overmeyer, Andrij Pich, Sebastian Platt, Felix Radtke, Roland Ramm, Silja-Katharina Rittinghaus, Richard Rothfelder, Johannes Rudloff, Mirko Schaper, Marie Luise Scheck, Johannes Henrich Schleifenbaum, Michael Schmidt, Jan T. Sehrt, Yvonne P. Shabanga, Alexander Sommereyns, Rabea Steuer, Layla Shams Tisha, Anastasiya Toenjes, Christopher Tuck, Adrian Vaghar, Bey Vrancken, Zhengze Wang, Sebastian Weber, Jan Wegner, Bai-Xiang Xu, Yangyiwei Yang, Duyao Zhang, Evgeny Zhuravlev, Anna R. Ziefuss   +73 more
wiley   +1 more source

Effect of correlation on bond prices in short rate models of interest rates [PDF]

Mathematica Moravica, 2018
Short rate models of interest rates are formulated in terms of stochastic differential equations which describe the evoution of an instantaneous interest rate, called short rate.
Girová Zuzana, Stehíková Beáta
doaj