Related papers: Well-Posedness, Stability, and Sensitivities for S…
In this paper, we consider a stabilization problem of a generalized thermoelastic system (the so called $\alpha-\beta$ system) with delay in a part of the coupled system. For each case, we prove the well-posedness of the corresponding…
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter of the solutions. Based on the techniques of Malliavin…
We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…
The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…
This paper studies the problem of designing sampled-data observers and observer-based, sampled-data, output feedback stabilizers for systems with both discrete and distributed, state and output time-delays. The obtained results can be…
This paper proposes a generalized passivity sensitivity analysis for power system stability studies. The method uncovers the most effective instability mitigation actions for both device-level and system-level investigations. The particular…
We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…
In this paper we present a generalized analytical solution to the generalized state equations of coupled second-order non-autonomous circuit systems. The analytical solutions thus obtained are used to study the synchronization dynamics of…
Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…
Asymptotic couplings by reflection are constructed for a class of non-linear monotone SPDES (stochastic partial differential equations). As applications, the gradient/H\"older estimates as well as the exponential convergence are derived for…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…
We consider networks of coupled stochastic oscillators. When coupled we find strong collective oscillations, while each unit remains stochastic. In the limit (N\to \infty) we derive a system of integro-delay equations and show analytically…
We consider the stability of synchronized states (including equilibrium point, periodic orbit or chaotic attractor) in arbitrarily coupled dynamical systems (maps or ordinary differential equations). We develop a general approach, based on…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
We study stability of abstract differential equations coupled by means of a general algebraic condition. Our approach is based on techniques from operator theory and systems theory, and it allows us to study coupled systems by exploiting…
We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…