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The stability analysis of elastic rings subjected to various loading conditions is examined, focusing on stable and unstable configurations. The harmonic balance method is employed to investigate the stability range under different loading…

Classical Physics · Physics 2025-08-26 Muhammad Sami Siddiqui

Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…

Probability · Mathematics 2018-06-21 Josef Janák

The purpose of this review it to present a renewed perspective of the problem of self-gravitating elastic bodies under spherical symmetry. It is also a companion to the papers [Phys. Rev. D105, 044025 (2022)], [Phys. Rev. D106, L041502…

General Relativity and Quantum Cosmology · Physics 2024-04-05 Artur Alho , José Natário , Paolo Pani , Guilherme Raposo

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

Optimization and Control · Mathematics 2021-11-30 Johanna Burtscheidt , Matthias Claus , Sergio Conti , Martin Rumpf , Josua Sassen , Rüdiger Schultz

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

Dynamical Systems · Mathematics 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

We establish a Lipschitz stability inequality for the problem of determining the nonlinear term in a quasilinear elliptic equation by boundary measurements. We give a proof based on a linearization procedure together with special solutions…

Analysis of PDEs · Mathematics 2022-11-28 Mourad Choulli

Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…

Numerical Analysis · Mathematics 2020-11-24 He Zhang , John Harlim , Xiantao Li

The LATIN method has been developed and successfully applied to a variety of deterministic problems, but few work has been developed for nonlinear stochastic problems. This paper presents a stochastic LATIN method to solve stochastic and/or…

Numerical Analysis · Mathematics 2023-09-06 Zhibao Zheng , David Néron , Udo Nackenhorst

We are concerned with the well-posedness of linear elliptic systems posed on $\mathbb{R}^d$. The concrete problem of interest, for which we require this theory, arises from the linearization of the equations of anisotropic finite…

Analysis of PDEs · Mathematics 2012-04-16 Christoph Ortner , Endre Suli

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…

Statistical Mechanics · Physics 2015-05-13 José Gómez-Ordóñez , José M. Casado , Manuel Morillo , Christoph Honisch , Rudolf Friedrich

When a thick cylindrical coin is tossed in the air and lands without bouncing on an inelastic substrate, it ends up on its face or its side. We account for the rigid body dynamics of spin and precession and calculate the probability…

Classical Physics · Physics 2011-09-20 Ee Hou Yong , L. Mahadevan

In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…

Optimization and Control · Mathematics 2026-05-08 Tapas Mondal , Akshay Kumar Ojha , Sabyasachi Pani

We consider time-harmonic elastodynamic problems in heterogeneous media.cWe focus on scattering problems in the high-frequency regime and incnearly incompressible media, where the the angular frequency $\omega$ and ratio of the Lam\'e…

Analysis of PDEs · Mathematics 2024-03-13 T. Chaumont-Frelet , S. Nicaise

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

We consider the two-sided stable matching setting in which there may be uncertainty about the agents' preferences due to limited information or communication. We consider three models of uncertainty: (1) lottery model --- in which for each…

Computer Science and Game Theory · Computer Science 2016-07-12 Haris Aziz , Péter Biró , Serge Gaspers , Ronald de Haan , Nicholas Mattei , Baharak Rastegari

Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…

Analysis of PDEs · Mathematics 2022-10-20 Gang Bao , Yiwen Lin , Xiang Xu

We investigate equilibrium properties of two very different stochastic collision models: (i) the Rayleigh particle and (ii) the driven Maxwell gas. For both models the equilibrium velocity distribution is a L\'evy distribution, the Maxwell…

Statistical Mechanics · Physics 2009-11-10 Eli Barkai
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