Related papers: Exponential stability of modified truncated EM met…
The paper is devoted to the study of stability of equilibrium solutions of a delay differential equation that models leukemia. The equation was previously studied in [5] and [6], where the emphasis is put on the numerical study of periodic…
We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done using the recently developed tamed Euler method, which…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
A novel method of exponentially stable adaptive control to compensate for matched parametric uncertainty under a mild condition of semi-persistent excitation (s-PE) of a regressor with piecewise-constant rank and nullspace is proposed. It…
The aim of this paper is to investigate the response of this system/scheme in terms of stability in presence of explicitly treated residual terms, as it inevitably occurs in the reality of NWP. This sudy is restricted to the impact of…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…
In this work we consider a stochastic differential equation (SDEs) with jump. We prove the existence and the uniqueness of solution of this equation in the strong sense under global Lipschitz condition. Generally, exact solutions of SDEs…
In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays,…
We consider the numerical approximation of linear damped wave systems by Galerkin approximations in space and appropriate time-stepping schemes. Based on a dissipation estimate for a modified energy, we prove exponential decay of the…
This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stohchastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First, under general assumptions, the results about propagation…
Discrete time evolution of one-dimensional maps is embedded in continuous time by truncating the Taylor series expansion of the time evolution operator to a finite order N. Truncations with N > 4 leads to unconditional instability.…
This paper studies explicit numerical approximations of the invariant probability measures (IPMs) for stochastic functional differential equations (SFDEs) with infinite delay under one-sided Lipschitz condition on the drift coefficient. To…
In recent years tamed schemes have become an important technique for simulating SDEs and SPDEs whose continuous coefficients display superlinear growth. The taming method, which involves curbing the growth of the coefficients as a function…
In this paper, we discuss some limitations of the modified equations approach as a tool for stability analysis for a class of explicit linear schemes to scalar partial derivative equations. We show that the infinite series obtained by…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…
In this paper we study the controllability and the stability for a degenerate beam equation in divergence form via the energy method. The equation is clamped at the left end and controlled by applying a shearing force or a damping at the…