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The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables $X_1,...,X_n$, this notion has a preeminent role in the…

Probability · Mathematics 2020-01-14 Emilio De Santis , Yaakov Malinovsky , Fabio Spizzichino

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

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We study the flow map associated to the cubic Schrodinger equation in space dimension at least three. We consider initial data of arbitrary size in $H^s$, where $0<s<s_c$, $s_c$ the critical index, and perturbations in $H^\si$, where…

Analysis of PDEs · Mathematics 2016-08-14 Rémi Carles

Let $Q$ be a nonempty closed and convex subset of a real Hilbert space $% \mathcal{H}$. $T:Q\rightarrow Q$ is a nonexpansive mapping which has a least one fixed point. $f:Q\rightarrow \mathcal{H}$ is a Lipschitzian function, and $%…

Dynamical Systems · Mathematics 2021-12-23 Ramzi May , Zahrah Bin Ali

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

Mathematical Physics · Physics 2009-11-11 V. P. Belavkin , P. Staszewski

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

We study the 1D Klein-Gordon equation with variable coefficient cubic nonlinearity. This problem exhibits a striking resonant interaction between the spatial frequencies of the nonlinear coefficients and the temporal oscillations of the…

Analysis of PDEs · Mathematics 2014-04-08 Hans Lindblad , Avy Soffer

We prove logarithmic Sobolev inequality for measures $$ q^n(x^n)=\text{dist}(X^n)=\exp\bigl(-V(x^n)\bigr), \quad x^n\in \Bbb R^n, $$ under the assumptions that: (i) the conditional distributions $$ Q_i(\cdot| x_j, j\neq i)=\text{dist}(X_i|…

Probability · Mathematics 2015-06-23 Katalin Marton

We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…

Systems and Control · Computer Science 2018-06-06 B. T. Polyak , P. S. Shcherbakov , G. Smirnov

We develop Cresson's nondifferentiable calculus of variations on the space of H\"{o}lder functions. Several quantum variational problems are considered: with and without constraints, with one and more than one independent variable, of first…

Optimization and Control · Mathematics 2011-11-29 Ricardo Almeida , Delfim F. M. Torres

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

Computational Physics · Physics 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

We study the singular series associated to a cubic form with integer coefficients. If the number of variables is at least $10$, we prove the absolute convergence (and hence positivity) under the assumption of Davenport's Geometric…

Number Theory · Mathematics 2023-10-04 Christian Bernert

We study the non-autonomous Riccati difference equation \[x_{n+1}=\frac{a_nx_n+b_n}{c_nx_n+d_n}, \ n=0,1,2,\cdots\] where $(a_n)_{n\geq0}, \ (b_n)_{n\geq0}, \ (c_n)_{n\geq0}, \ \text{and} \ (d_n)_{n\geq0}$ are $k$-periodic sequences, $k\geq…

Dynamical Systems · Mathematics 2016-10-06 Raouf Azizi

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

Probability · Mathematics 2019-08-02 Simon Holbach

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

We describe the sequences {x_n}_n given by the non-autonomous second order Lyness difference equations x_{n+2}=(a_n+x_{n+1})/x_n, where {a_n}_n is either a 2-periodic or a 3-periodic sequence of positive values and the initial conditions…

Dynamical Systems · Mathematics 2013-07-26 Anna Cima , Armengol Gasull , Victor Manosa

Regularity properties of solutions to variational problems are established for a broad class of strictly convex splitting-type energy densities of the principal form $f$: $\mathbb{R}^2 \to \mathbb{R}$, \[ f(\xi_1,\xi_2) = f_1\big( \xi_1…

Analysis of PDEs · Mathematics 2020-08-13 Michael Bildhauer , Martin Fuchs

In the first five sections, we deal with the class of probability measures with asymptotically periodic Verblunsky coefficients of p-type bounded variation. The goal is to investigate the perturbation of the Verblunsky coefficients when we…

Classical Analysis and ODEs · Mathematics 2010-10-26 Manwah Lilian Wong