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This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in…

Numerical Analysis · Mathematics 2023-10-12 Hauke Gravenkamp , Simon Pfeil , Ramon Codina

In this paper, we consider a coupled PDE system describing phase separation and damage phenomena in elastically stressed alloys in the presence of inertial effects. The material is considered on a bounded Lipschitz domain with mixed…

Analysis of PDEs · Mathematics 2016-09-16 Christian Heinemann , Christiane Kraus

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

This paper addresses the stabilization issue for fractional order switching systems. Common Lyapunov method is generalized for fractional order systems and frequency domain stability equivalent to this method is proposed to prove the…

Adaptation and Self-Organizing Systems · Physics 2012-05-29 S. Hassan HosseinNia , Inés Tejado , Blas M. Vinagre

A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…

Numerical Analysis · Mathematics 2025-10-20 Mihai Anitescu , William J. Layton , Faranak Pahlevani

The differential equations involving two discrete delays are helpful in modeling two different processes in one model. We provide the stability and bifurcation analysis in the fractional order delay differential equation $D^\alpha x(t)=a…

Dynamical Systems · Mathematics 2024-09-25 Sachin Bhalekar , Pragati Dutta

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…

Probability · Mathematics 2020-12-29 Xing Huang , Panpan Ren , Feng-Yu Wang

Necessary and sufficient stability and instability conditions are obtained for multi-term homogeneous linear fractional differential equations with three Caputo derivatives and constant coefficients. In both cases,…

Analysis of PDEs · Mathematics 2020-11-03 Oana Brandibur , Eva Kaslik

This technical report replies to the comments of [2] in detail, and corrects a possible mis-interpretation of [1] in terms of the conventional robust stability concept. After defining the robust stability and quadratic stability concepts,…

Optimization and Control · Mathematics 2014-07-15 Hyo-Sung Ahn , Young-Hun Lim , Kwang-Kyo Oh , YangQuan Chen

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…

Optimization and Control · Mathematics 2019-07-17 Tarek Ahmed-Ali , Iasson Karafyllis , Fouad Giri

This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…

Probability · Mathematics 2021-08-23 Dang Nguyen , Duy Nguyen , Nhu Nguyen , George Yin

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

Standard finite difference (SFD) schemes often suffer from limited stability regions, especially when applied in explicit setup to partial differential equations. To address this challenge, this study investigates the efficacy of…

Numerical Analysis · Mathematics 2025-08-20 Shweta Kumari , Mani Mehra

One of the most popular methods of controlling dynamical systems is feedback. It can be used without acquiring detailed knowledge of the underlying system. In this work, we study the stability of fractional-order linear difference equations…

Dynamical Systems · Mathematics 2023-04-26 Divya D. Joshi , Sachin Bhalekar , Prashant M. Gade

This paper investigates a well-posedness property of parametric constraint systems named here Robinson stability. Based on advanced tools of variational analysis and generalized differentiation, we derive first-order and second-order…

Optimization and Control · Mathematics 2016-12-02 Helmut Gfrerer , Boris Mordukhovich

We consider an interlinked production model consisting of conservation laws (PDE) coupled to ordinary differential equations (ODE). Our focus is the analysis of control laws for the coupled system and corresponding stabilization questions…

Optimization and Control · Mathematics 2019-12-13 Vanessa Baumgärtner , Simone Göttlich , Stephan Knapp

Dynamics in delayed differential equations (DDEs) is a well studied problem mainly because DDEs arise in models in many areas of science including biology, physiology, population dynamics and engineering. The change of nature in the…

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

The stability of a complex system generally decreases with increasing system size and interconnectivity, a counterintuitive result of widespread importance across the physical, life, and social sciences. Despite recent interest in the…

Populations and Evolution · Quantitative Biology 2020-05-20 A. Bradley Duthie
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