Related papers: Stieltjes differential systems with non monotonic …
The Willems' fundamental lemma, which characterizes linear dynamics with measured trajectories, has found successful applications in controller design and signal processing, which has driven a broad research interest in its extension to…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
In this paper we consider an extension of the results in shape differentiation of semilinear equations with smooth nonlinearity presented in J.I. D\'iaz and D. G\'omez-Castro: An Application of Shape Differentiation to the Effectiveness of…
In this paper we study stationary graphs for functionals of geometric nature defined on currents or varifolds. The point of view we adopt is the one of differential inclusions, introduced in this context in the recent paper [De Lellis, De…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…
Understanding sustainability through modeling involves one of the complex and interdisciplinary activities where mathematics plays a key role. We provide arguments favoring the need for developing global models for measuring the status of…
The goal of this note is to improve on the currently available bounds for Stieltjes constants using the method of steepest descent applied by Coffey and Knessl to approximate Stieltjes constants.
In this paper we provided a classification for partitions of intervals on the hyperbolic plane. Given a partition, to be named strong, we define a notion of a hyperbolic-valued functions of bounded variation and a kind of Riemann-Stieltjes…
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
Invariant foliations are complicated random sets useful for describing and understanding the qualitative behaviors of nonlinear dynamical systems. We will consider invariant foliations for stochastic partial differential equation with…
We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…
Classical Stieltjes Transform is modified in a way to generalize both Stieltjes and Fourier transforms. This transform allows to intro- duce new classes of commutative and non-commutative generalized convolutions. Key words: Stieltjes…
A second order finite-difference equation has two linearly independent solutions. It is shown here that, like in the continuous case, at most one of the two can be a polynomial solution. The uniqueness in the classical continuous…
In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…
This paper is concerned with an elliptic system of Kirchhoff type, driven by the variable-order fractional $p(x)$-operator. With the help of the direct variational method and Ekeland variational principle, we show the existence of a weak…
This paper provides a dynamical frame to study non-autonomous parabolic partial differential equations with finite delay. Assuming monotonicity of the linearized semiflow, conditions for the existence of a continuous separation of type II…
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…
We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…