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We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

Analytical analysis of spatially extended autocatalytic and hypercyclic systems is presented. It is shown that spatially explicit systems in the form of reaction-diffusion equations with global regulation possess the same major qualitative…

Populations and Evolution · Quantitative Biology 2009-01-26 Alexander S. Bratus' , Vladimir P. Posvyanskii , Artem S. Novozhilov

In this paper we study the existence of continuous solutions and their constructions for a second order iterative functional equation, which involves iterate of the unknown function and a nonlinear term. Imposing Lipschitz conditions to…

Classical Analysis and ODEs · Mathematics 2018-03-13 Xiao Tang , Weinian Zhang

This work is divided into two parts. First, we analyze the existence of positive bound and ground states for a second order stationary system coming from a coupled system of nonlinear Schr\"odinger--Korteweg-de Vries equations. Second, we…

Analysis of PDEs · Mathematics 2016-10-19 Rasiel Fabelo

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin

The inflow problem for the full two-phase model in a half line is investigated in this paper. The existence and uniqueness of the stationary solution is shown by applications of center manifold theory, and its nonlinear stablility of the…

Analysis of PDEs · Mathematics 2021-08-25 Hai-Liang Li , Shuang Zhao

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2008-02-19 Pascal Moyal

We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's…

Probability · Mathematics 2024-11-08 Fraser Daly

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on a stratified set and present a first-order algorithm designed to find a stationary point of that problem. Our assumptions on the…

Optimization and Control · Mathematics 2023-03-29 Guillaume Olikier , Kyle A. Gallivan , P. -A. Absil

In this paper, the compressible quantum model with the given mass source and the external force of general form in three-dimensional whole space is considered. Based on the weighted $L^2$ method and $L^\infty$ estimates, the existence and…

Analysis of PDEs · Mathematics 2021-10-27 Xiaoyu Xi

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…

Probability · Mathematics 2010-06-15 D. Hay , R. Rastegar , A. Roitershtein

We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…

Analysis of PDEs · Mathematics 2021-09-17 Alexander Menovschikov , Anastasia Molchanova , Luca Scarpa

We study the fixed point problem for a system of multivariate operators that are coordinate-wise monotone (i.e., nondecreasing or nonincreasing in each of the variables, independently), in the setting of quasi-ordered sets. We show that…

General Topology · Mathematics 2012-09-03 Mircea-Dan Rus

The inherently homogeneous stationary-state and time-dependent Schroedinger equations are often recast into inhomogeneous form in order to resolve their solution nonuniqueness. The inhomogeneous term can impose an initial condition or, for…

General Physics · Physics 2013-01-09 Steven Kenneth Kauffmann

We consider a mass-conserving bistable equation with a saturating flux on an interval. This is the quasilinear analogue of the Rubinstein-Steinberg equation, suitable for description of order parameter conserving solid-solid phase…

Dynamical Systems · Mathematics 2011-10-12 Martin Burns , Michael Grinfeld

In this paper, we consider the class of generalized {\Phi}-strongly monotone mappings and the methods of approximating a solution of equations of Hammerstein type. Auxiliary mapping is defined for nonlinear integral equations of Hammerstein…

Functional Analysis · Mathematics 2021-02-15 M. O. Aibinu , O. T. Mewomo

It is known that the construction of a completely stable solution in Horndeski theory is restricted very strongly by the so-called no-go theorem. Previously, various techniques have been used to avoid the conditions of the theorem. In this…

General Relativity and Quantum Cosmology · Physics 2023-06-23 S. Mironov , A. Shtennikova

The dynamics of a one-degree of freedom oscillator with arbitrary polynomial non-linearity subjected to an external periodic excitation is studied. The sequences (cascades) of harmonic and subharmonic stationary solutions to the equation of…

Chaotic Dynamics · Physics 2015-01-28 Vasyl P. Lukomsky , Ivan S. Gandzha
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