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In our manuscript, we develop a new approach for stability analysis of one-dimensional wave equation with time delay. The major contribution of our work is to develop a new method for spectral analysis. We derive sufficient and necessary…
In this paper, we extend the notion of stochastic kinetic solutions introduced in arXiv:2108.08858 to establish the well-posedness of stochastic kinetic solutions of generalized Dean-Kawasaki equations with correlated noise on bounded,…
In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…
Investigating the network stability or synchronization dynamics of multi-agent systems with time delays is of significant importance in numerous real-world applications. Such investigations often rely on solving the transcendental…
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…
A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the distance between the invariant probability measure of a…
This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion coefficients. We…
We study stability of so-called synchronous slowly oscillating periodic solutions (SOPSs) for a system of identical delay differential equations (DDEs) with linear decay and nonlinear delayed negative feedback that are coupled through their…
In this paper, we present a novel explicit analytical solution for the normalized state equations of mutually-coupled simple chaotic systems. A generalized analytical solution is obtained for a class of simple nonlinear electronic circuits…
We provide a self-contained analysis, based entirely on pde methods, of the exponentially long time behavior of solutions to linear uniformly parabolic equations which are small perturbations of a transport equation with vector field having…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…
In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…
We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized…
Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…
In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This…
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
The convergence behavior of Stochastic Gradient Descent (SGD) crucially depends on the stepsize configuration. When using a constant stepsize, the SGD iterates form a Markov chain, enjoying fast convergence during the initial transient…
For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…