Related papers: Exponential growth rate for a singular linear stoc…
The almost sure rate of exponential-polynomial growth or decay of affine stochastic Volterra and affine stochastic finite-delay equations is investigated. These results are achieved under suitable smallness conditions on the intensities of…
We prove the uniform in space and time convergence of the scaled heights of large classes of deterministic growth models that are monotone and equivariant under translations by constants. The limits are characterized as the unique…
The exponential decay rate of $L^2-$norm related to the Korteweg-de Vries equation with localized damping posed on whole real line will be established. In addition, by using classical arguments we determine the $H^1-$norm of the solution…
Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator…
We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state,…
We consider stochastic difference equation x_{n+1} = x_n (1 - h f(x_n) + \sqrt{h} g(x_n) \xi_{n+1}), where functions f and g are nonlinear and bounded, random variables \xi_i are independent and h>0 is a nonrandom parameter. We establish…
Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…
We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The…
The existence of stationary radial solutions to a partial differential equation arising in the theory of epitaxial growth is studied. Our results depend on the size of a parameter that plays the role of the velocity at which mass is…
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…
We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
Regularity properties of solutions for a class of quasi-stationary models in one spatial dimension for stress-modulated growth in the presence of a nutrient field are proven. At a given point in time the configuration of a body after pure…
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…
The dynamical evolution of the surface height is controlled by either a linear or a nonlinear Langevin equation, depending on the underlying microscopic dynamics, and is often done theoretically using stochastic coarse-grained growth…
We give an alternative and simpler method for getting pointwise estimate of meromorphic solutions of homogeneous linear differential equations with coefficients meromorphic in a finite disk or in the open plane originally obtained by Hayman…
This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…
We follow up on a companion work that considered growth rates of populations growing at different sites, with different randomly varying growth rates at each site, in the limit as migration between sites goes to 0. We extend this work here…
In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…