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We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent…
We establish stability criterion for a two-class retrial system with Poisson inputs, general class-dependent service times and class-dependent constant retrial rates. We also characterise an interesting phenomenon of partial stability when…
A generalized Black-Scholes equation is considered on the semi-axis. It is transformed on the interval (0,1) in order to make the computational domain finite. The new parabolic operator degenerates at the both ends of the interval and we…
This paper presents a fully automatic approach to the scansion of Classical Greek hexameter verse. In particular, the paper describes an algorithm that uses deterministic finite-state automata and local linguistic rules to implement a…
We develop a high order cut finite element method for the Stokes problem based on general inf-sup stable finite element spaces. We focus in particular on composite meshes consisting of one mesh that overlaps another. The method is based on…
In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…
We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…
A desirable property of control systems is to be robust to inputs, that is small perturbations of the inputs of a system will cause only small perturbations on its outputs. But it is not clear whether this property is maintained at the…
In this paper we discuss the adjoint stabilised finite element method introduced in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive and ill-posed problems. Part I: elliptic equations, SIAM Journal on Scientific…
For a family of stabilized mixed finite element methods for the Stokes equations a complete a priori and a posteriori error analysis is given.
This two-part paper proposes a compositional and equilibrium-free approach to analyzing power system stability. In Part I, we have established the stability theory and proposed stability conditions based on the delta dissipativity. In Part…
For the stationary advection-diffusion problem the standard continuous Galerkin method is unstable without some additional control on the mesh or method. The interior penalty discontinuous Galerkin method is stable but at the expense of an…
In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…
Cyclic reduction is a method for the solution of (block-)tridiagonal linear systems. In this note we review the method tailored to hermitian positive definite banded linear systems. The reviewed method has the following advantages: It is…
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…
A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…
This article shows that the unconditional stability of the Dual-Finite Volume Method, which is at least valid for linear problems, is not true for generic nonlinear differential equations including the PMEs unless the coefficient appearing…
We discuss the necessity of using non-standard boson operators for diagonalizing quadratic bosonic forms which are not positive definite and its convenience for describing the temporal evolution of the system. Such operators correspond to…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
This paper provides two results that are useful in the study of the existence and the stability properties of a periodic solution for a given dynamical system. The first result deals with scalar time-periodic systems and establishes the…