Results 71 to 80 of about 199,250 (207)

Existence and Stability of Solutions for Nonautonomous Stochastic Functional Evolution Equations

Journal of Inequalities and Applications, 2009
We establish the results on existence and exponent stability of solutions for a semilinear nonautonomous neutral stochastic evolution equation with finite delay; the linear part of this equation is dependent on time and generates a linear evolution ...
Fu Xianlong
doaj  

Stochastic control with state constraints via the Fokker–Planck equation. Application to renewable energy plants with batteries

Comptes Rendus. Mécanique
Although renewable energies are beneficial to reduce carbon emissions, its intermittent characteristics may result in power-supply issues in distribution grid. Battery energy storage system is generally regarded as an effective tool to deal with them. On
Bermúdez, Alfredo, Padín, Iago
doaj   +1 more source

Feynman-Kac theorem in Hilbert spaces

Electronic Journal of Differential Equations, 2014
In this article we study the relationship between solutions to Cauchy problems for the abstract stochastic differential equation $dX(t)=AX(t)dt + BdW(t)$ and solutions to Cauchy problems (backward and forward) for the infinite dimensional ...
Irina V. Melnikova, Valentina S. Parfenenkova   +1 more
doaj  

Reflected backward stochastic partial differential equations driven by Teugels martingales

Boundary Value Problems
In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process.
Hongchao Qian
doaj   +1 more source

Multiscale Stochastic Reaction-Diffusion Algorithms Combining Markov Chain Models with Stochastic Partial Differential Equations. [PDF]

Bull Math Biol, 2019
Kang HW, Erban R.
europepmc   +1 more source

Precision in disease dynamics: Finite difference solutions for stochastic epidemics with treatment cure and partial immunity

Partial Differential Equations in Applied Mathematics
The complex and ever-changing characteristics of epidemic modelling, particularly when considering random elements, provide a substantial obstacle in creating precise and practical numerical methods for solving differential equations.
Muhammad Shoaib Arif, Kamaleldin Abodayeh, Yasir Nawaz   +2 more
doaj   +1 more source

A Concise Course on Stochastic Partial Differential Equations

, 2007
Claudia Prévôt, M. Röckner
semanticscholar   +1 more source

Galerkin Spectral Method of Stochastic Partial Differential Equations Driven by Multivariate Poisson Measure

Journal of Mathematics
A considerable body of prior research has been dedicated to devising efficient and high-order numerical methods for solving stochastic partial differential equations (SPDEs) driven by discrete or continuous random variables. The majority of these efforts
Hongling Xie
doaj   +1 more source

Existence of quadratic-mean almost periodic solutions to some stochastic hyperbolic differential equations

Electronic Journal of Differential Equations, 2009
In this paper we obtain the existence of quadratic-mean almost periodic solutions to some classes of partial hyperbolic stochastic differential equations.
Paul H. Bezandry, Toka Diagana
doaj  

The Emergence of Turing Instability and Pattern Formation in a Nonlinear Stochastic Spatiotemporal Epidemic Model with Reinfections. [PDF]

Acta Biotheor
Singh AK, Almsheks R, Kumar M, Ramakrishnan S.   +3 more
europepmc   +1 more source