English
Related papers

Related papers: Polynomial stability of exact solution and a numer…

200 papers

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…

Optimization and Control · Mathematics 2014-07-24 Mohammed Benharrat , Delfim F. M. Torres

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

In this paper, we provide the strong rate of convergence for the Euler--Maruyama scheme for multi-dimensional stochastic differential equations with uniformly locally (unbounded) H\"older continuous drift and multiplicative noise. Our…

Probability · Mathematics 2026-01-09 Tsukasa Moritoki , Dai Taguchi

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

Numerical Analysis · Mathematics 2025-07-18 Sergio Gómez

Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…

Numerical Analysis · Computer Science 2015-04-17 P. N. Vabishchevich

In this paper, we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients. The key contributions lie in (i), by means of regularity of non-degenerate Kolmogrov equation, we…

Probability · Mathematics 2016-09-21 Jianhai Bao , Xing Huang , Chenggui Yuan

We show that for continuous time dynamical systems described by polynomial differential equations of modest degree (typically equal to three), the following decision problems which arise in numerous areas of systems and control theory…

Optimization and Control · Mathematics 2012-10-30 Amir Ali Ahmadi , Anirudha Majumdar , Russ Tedrake

In this work we consider a simple, approximate, tending toward exact, solution of the system of two usual Lotka-Volterra differential equations. Given solution is obtained by an iterative method. In any finite approximation order of this…

Quantitative Methods · Quantitative Biology 2007-05-23 Vladan Pankovic , Banjac Dejan , Rade Glavatovic , Milan Predojevic

We consider a class of wave equations of the type $\partial_{tt} u + Lu + B\partial_{t} u = 0$, with a self-adjoint operator $L$, and various types of local damping represented by $B$. By establishing appropriate and raher precise estimates…

Analysis of PDEs · Mathematics 2017-03-07 Otared Kavian , Qiong Zhang

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz

For a large family of nonautonomous scalar-delayed differential equations used in population dynamics, some criteria for permanence are given, as well as explicit upper and lower bounds for the asymptotic behavior of solutions. The method…

Classical Analysis and ODEs · Mathematics 2014-04-10 Teresa Faria

In present paper, we establish sufficient conditions for existence and stability of solutions for system of nonlinear implicit fractional differential equations. The main techniques are based on method of successive approximations. Finally,…

Classical Analysis and ODEs · Mathematics 2017-07-25 D. B. Dhaigude , Sandeep P. Bhairat

In this article, we are interested in the strong well-posedness together with the numerical approximation of some one-dimensional stochastic differential equations with a non-linear drift, in the sense of McKean-Vlasov, driven by a…

Probability · Mathematics 2020-01-22 Noufel Frikha , Libo Li

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan

We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial,…

Optimization and Control · Mathematics 2010-11-08 Didier Henrion , Tomas Vyhlidal

This article shows the geometric decay rate of Euler-Maruyama scheme for one-dimensional stochastic differential equation towards its invariant probability measure under total variation distance. Firstly, the existence and uniqueness of…

Probability · Mathematics 2025-12-02 Yuke Wang , Yinna Ye

A new necessary and sufficient stability test in a tractable number of operations for linear neutral-type delay systems is introduced. It is developed in the Lyapunov-Krasovskii framework via functionals with prescribed derivatives. The…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Gerson Portilla , Mathieu Bajodek , Sabine Mondié

We investigate the stability properties of an abstract class of semi-linear systems. Our main result establishes rational rates of decay for classical solutions assuming a certain non-uniform observability estimate for the linear part and…

Functional Analysis · Mathematics 2026-01-21 Lassi Paunonen , David Seifert

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao
‹ Prev 1 8 9 10 Next ›