English
Related papers

Related papers: A note on Asymptotic mean-square stability of stoc…

200 papers

We present a construction of a perturbatively stable non-supersymmetric type II closed string model in four dimensions. It is based on a freely acting Scherk-Schwarz Z2-deformation of a supersymmetric construction which is recovered in…

High Energy Physics - Theory · Physics 2025-06-03 Ignatios Antoniadis , Alonzo R. Diaz Avalos , Alon E. Faraggi

The Navier-Stokes equations in a two-dimensional exterior domain are considered. The asymptotic stability of stationary solutions satisfying a general hypothesis is proven under any $L^2$-perturbation. In particular the general hypothesis…

Analysis of PDEs · Mathematics 2017-03-21 Julien Guillod

In this paper, we consider a class of backward doubly stochastic differential equations (BDSDE for short) with general terminal value and general random generator. Those BDSDEs do not involve any forward diffusion processes. By using the…

Probability · Mathematics 2017-02-06 Yaozhong Hu , David Nualart , Xiaoming Song

In the context of state-space models, skeleton-based smoothing algorithms rely on a backward sampling step which by default has a $\mathcal O(N^2)$ complexity (where $N$ is the number of particles). Existing improvements in the literature…

Computation · Statistics 2023-03-08 Hai-Dang Dau , Nicolas Chopin

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

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…

Optimization and Control · Mathematics 2023-09-06 Stefano Di Giovacchino , Desmond J. Higham , Konstantinos Zygalakis

In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…

Dynamical Systems · Mathematics 2025-04-03 Wataru Saito , Ikki Fukuda

In this paper, we study the asymptotic stability of two wave equations coupled by velocities of anti-symmetric type via only one damping. We adopt the frequency domain method to prove that the system with smooth initial data is…

Analysis of PDEs · Mathematics 2020-11-24 Yan Cui , Zhiqiang Wang

In this work, we study the well-posedness of a system of partial differential equations that model the dynamics of a two-dimensional Stokes bubble immersed in two-dimensional ambient Stokes fluid of the same viscosity that extends to…

Analysis of PDEs · Mathematics 2024-06-13 Jae Ho Choi

We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…

Numerical Analysis · Mathematics 2025-12-02 Wenbin Chen , Zhaohui Fu , Shun Wang , Xiaoming Wang

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…

Probability · Mathematics 2023-10-24 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

Machine Learning · Statistics 2024-09-04 Andreas Christmann , Yunwen Lei

This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yihuai Zhang , Jean Auriol , Huan Yu

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

Optimization and Control · Mathematics 2026-01-06 Ruinan Jin , Xiaoyu Wang

Magnetization dynamics in magnetic materials is often modeled by the Landau-Lifshitz equation, which is solved numerically in general. In micromagnetic simulations, the computational cost relies heavily on the time-marching scheme and the…

Numerical Analysis · Mathematics 2022-09-09 Panchi Li , Zetao Ma , Rui Du , Jingrun Chen

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…

Numerical Analysis · Computer Science 2015-07-21 Hidekazu Yoshioka

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

Probability · Mathematics 2009-09-23 Shige Peng , Mingyu Xu

We diagnose the stability of the Migdal-Eliashberg theory for a Fermi surface coupled to a gapless boson in 2+1 dimensions. We provide a scheme for diagonalizing the Bethe-Salpeter ladder when small-angle scattering mediated by the boson…

Strongly Correlated Electrons · Physics 2023-11-09 Haoyu Guo

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

In this study a stabilized finite element method for solving advection-diffusion-reaction equation with spatially variable coefficients has been carried out. Here subgrid scale approach along with algebraic approximation to the sub-scales…

Analysis of PDEs · Mathematics 2018-12-18 Manisha Chowdhury , B. V. Rathish Kumar
‹ Prev 1 8 9 10 Next ›