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This paper is concerned with boundary stabilization of two-dimensional hyperbolic systems of partial differential equations. By adapting the Lyapunov function previously proposed by the second author for linearized hyperbolic systems with…

Optimization and Control · Mathematics 2023-10-17 Haitian Yang , Wen-An Yong

Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…

Statistical Mechanics · Physics 2022-03-02 Viktor Holubec , Artem Ryabov , Sarah A. M. Loos , Klaus Kroy

The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz…

Probability · Mathematics 2024-01-02 Huijie Qiao , Jun Gong

We derive a novel deterministic equivalence for the two-point function of a random matrix resolvent. Using this result, we give a unified derivation of the performance of a wide variety of high-dimensional linear models trained with…

Disordered Systems and Neural Networks · Physics 2026-05-08 Alexander Atanasov , Blake Bordelon , Jacob A. Zavatone-Veth , Courtney Paquette , Cengiz Pehlevan

We propose a new second-order accurate lattice Boltzmann formulation for linear elastodynamics that is stable for arbitrary combinations of material parameters under a CFL-like condition. The construction of the numerical scheme uses an…

Numerical Analysis · Mathematics 2025-01-22 Oliver Boolakee , Martin Geier , Laura De Lorenzis

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

Probability · Mathematics 2016-02-29 Qiong Wu

This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops ergodicity of the fast component and obtains a strong limit…

Probability · Mathematics 2015-08-31 Jianhai Bao , Qingshuo Song , George Yin , Chenggui Yuan

We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

The objective of this paper is to investigate the stability of limit cycles of a mathematical model with a distributed delay which describes the interaction between p53 and mdm2. Choosing the delay as a bifurcation parameter we study the…

Dynamical Systems · Mathematics 2007-05-23 M. Neamtu , D. Opris , R. F. Horhat

When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze…

Numerical Analysis · Mathematics 2018-08-23 Siyang Wang , Anna Nissen , Gunilla Kreiss

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

Probability · Mathematics 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

We are concerned with the solvability of linear second order elliptic partial differential equations with nonlinear boundary conditions at resonance, in which the nonlinear boundary conditions perturbation is not necessarily required to…

Analysis of PDEs · Mathematics 2014-10-29 Alzaki Fadlallah

In this work we analyze the boundedness properties of the solutions of a nonautonomous parabolic degenerate logistic equation in a bounded domain. The equation is degenerate in the sense that the logistic nonlinearity vanishes in a moving…

Analysis of PDEs · Mathematics 2024-02-07 José M. Arrieta , Marcos Molina-Rodríguez , Lucas A. Santos

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

Probability · Mathematics 2017-07-26 Kai Liu

In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

Probability · Mathematics 2015-11-25 Yanting Ji , Qingshuo Song , Chenggui Yuan

This paper is concerned with the existence of positive solutions of second-order impulsive differential equations with integral boundary conditions on an infinite interval. As an application, an example is given to demonstrate our main…

Classical Analysis and ODEs · Mathematics 2020-07-15 Ilkay Yaslan Karaca , Sezgi Aksoy

A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…

Numerical Analysis · Mathematics 2009-06-23 M. Paramasivam , S. Valarmathi , J. J. H. Miller

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

This paper proposes a new method, in the frequency domain, to define absorbing boundary conditions for general two-dimensional problems. The main feature of the method is that it can obtain boundary conditions from the discretized equations…

Classical Physics · Physics 2015-05-14 Denis Duhamel , Tien-Minh Nguyen

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities. Exploring…

Methodology · Statistics 2018-11-26 Le-Yu Chen , Sokbae Lee
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