相关论文: A note on Asymptotic mean-square stability of stoc…

We present a construction of a perturbatively stable non-supersymmetric type II closed string model in four dimensions. It is based on a freely acting Scherk-Schwarz Z2-deformation of a supersymmetric construction which is recovered in…

The Navier-Stokes equations in a two-dimensional exterior domain are considered. The asymptotic stability of stationary solutions satisfying a general hypothesis is proven under any $L^2$-perturbation. In particular the general hypothesis…

In this paper, we consider a class of backward doubly stochastic differential equations (BDSDE for short) with general terminal value and general random generator. Those BDSDEs do not involve any forward diffusion processes. By using the…

In the context of state-space models, skeleton-based smoothing algorithms rely on a backward sampling step which by default has a $\mathcal O(N^2)$ complexity (where $N$ is the number of particles). Existing improvements in the literature…

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…

In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…

In this paper, we study the asymptotic stability of two wave equations coupled by velocities of anti-symmetric type via only one damping. We adopt the frequency domain method to prove that the system with smooth initial data is…

In this work, we study the well-posedness of a system of partial differential equations that model the dynamics of a two-dimensional Stokes bubble immersed in two-dimensional ambient Stokes fluid of the same viscosity that extends to…

We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

Magnetization dynamics in magnetic materials is often modeled by the Landau-Lifshitz equation, which is solved numerically in general. In micromagnetic simulations, the computational cost relies heavily on the time-marching scheme and the…

This article shows that the unconditional stability of the Dual-Finite Volume Method, which is at least valid for linear problems, is not true for generic nonlinear differential equations including the PMEs unless the coefficient appearing…

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

We diagnose the stability of the Migdal-Eliashberg theory for a Fermi surface coupled to a gapless boson in 2+1 dimensions. We provide a scheme for diagonalizing the Bethe-Salpeter ladder when small-angle scattering mediated by the boson…

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

In this study a stabilized finite element method for solving advection-diffusion-reaction equation with spatially variable coefficients has been carried out. Here subgrid scale approach along with algebraic approximation to the sub-scales…