Related papers: On cubic difference equations with variable coeffi…
In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
In this paper, we introduce $n$-variables mappings which are cubic in each variable. We show that such mappings satisfy a functional equation. The main purpose is to extend the applications of a fixed point method to establish the…
In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, \pi]^d, with d \in {1,2,3}. This equation is driven by a space-time white noise. The…
We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…
This paper investigates the stochastic Ricker difference equation $X_{n+1} = X_n \exp(r(1-X_n)) \varepsilon_n$, where $X_n$ is a random variable representing the population size and $\{\varepsilon_n\}$ denotes independent random…
In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
Discrete differential equations appear most prominently in planar map and lattice path enumeration. In this work we consider discrete differential equations with an additional parameter $x$, where the order of the equation is $1$ for $x=0$…
As a first step towards a theory of differential equations involving para-Grassmann variables the linear equations with constant coefficients are discussed and solutions for equations of low order are given explicitly. A connection to…
A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…
We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…
We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…
We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…
In this paper, we study the existence of solutions to sweeping processes in the presence of stochastic perturbations, where the moving set takes uniformly prox-regular values and varies continuously with respect to the Hausdorff distance,…
We consider a class of nonlinear fractional equations having the Caputo fractional derivative of the time variable $t$, the fractional order of the self-adjoint positive definite unbounded operator in a Hilbert space and a singular…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
Let $\nu_1,\nu_2,\dots$ be a sequence of probabilities on the nonnegative integers, and $X=(X_1,X_2, \dots)$ be a sequence of independent random variables $X_i$ with law $\nu_i$. For $\lambda>0$ denote $Z^\lambda_i:= \sum_x…
The inherently homogeneous stationary-state and time-dependent Schroedinger equations are often recast into inhomogeneous form in order to resolve their solution nonuniqueness. The inhomogeneous term can impose an initial condition or, for…
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain.…