中文
相关论文

相关论文: Stochastic equation on compact groups in discrete …

200 篇论文

Under the assumption that the infinite product of evolution process converges almost surely, the set of strong solutions are characterized by a compact space, which may be regarded as the set of possible initial states.

概率论 · 数学 2015-03-17 Takao Hirayama , Kouji Yano

Stochastic equations indexed by negative integers and taking values in compact groups are studied. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied…

概率论 · 数学 2010-03-23 Takao Hirayama , Kouji Yano

We consider the stochastic difference equation $$\eta _k = \xi _k \phi (\eta _{k-1}), ~~~~ k \in \Z $$ on a locally compact group $G$ where $\xi _k$ are given $G$-valued random variables, $\eta _k$ are unknown $G$-valued random variables…

概率论 · 数学 2010-08-06 C. R. E. Raja

We consider stochastic equations of the form $X_k = \phi_k(X_{k+1}) Z_k$, $k \in \mathbb{N}$, where $X_k$ and $Z_k$ are random variables taking values in a compact group $G_k$, $\phi_k: G_{k+1} \to G_k$ is a continuous homomorphism, and the…

概率论 · 数学 2012-03-12 Steven N. Evans , Tatyana Gordeeva

For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result…

概率论 · 数学 2021-04-23 Matija Vidmar

We prove the existence of a weak solution to the equations describing the inertial motions of a coupled system constituted by a rigid body containing a viscous compressible fluid. We then provide a weak-strong uniqueness result that allows…

偏微分方程分析 · 数学 2020-03-18 Giovanni Paolo Galdi , Václav Mácha , Šárka Nečasová

We study weak and strong solutions of nonlinear non-compact operator equations in abstract spaces of adapted random points. The main result of the paper is similar to Schauder's fixed-point theorem for compact operators. The illustrative…

概率论 · 数学 2022-08-02 Arcady Ponosov

Discrete-time dynamical systems can be derived from group actions. In the present work possibility of application of this method to systems of ordinary differential equations is studied. Invertible group actions are considered as possible…

数学物理 · 物理学 2009-05-29 A. Okninski

We study existence, uniqueness, norm estimates and asymptotic time behaviour (in some cases can be claimed to be sharp) for the solution of a general evolutionary integral (differential) equation of scalar type on a locally compact…

偏微分方程分析 · 数学 2024-09-30 Santiago Gómez Cobos , Joel E. Restrepo , Michael Ruzhansky

Methods of Lie group analysis of differential equations are extended to weak solutions of (linear and nonlinear) PDEs, where the term ``weak solution'' comprises the following settings: (a) Distributional solutions. (b) Solutions in…

泛函分析 · 数学 2007-05-23 N. Dapic , M. Kunzinger , S. Pilipovic

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

动力系统 · 数学 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

Let $G$ be a compact Lie group. In this article, we consider the initial value fractional wave equation with power-type nonlinearity on $G$. Mainly, we investigate some $L^{2}-L^{2}$ estimates of the solutions to the homogeneous fractional…

偏微分方程分析 · 数学 2022-07-12 Aparajita Dasgupta , Vishvesh Kumar , Shyam Swarup Mondal

A discretization of the peakons lattice is introduced, belonging to the same hierarchy as the continuous--time system. The construction examplifies the general scheme for integrable discretization of systems on Lie algebras with $r$--matrix…

solv-int · 物理学 2009-10-28 Yuri B. Suris

In this paper, we consider a time independent $C^2$ Hamiltonian, sa\-tisfying the usual hypothesis of the classical Calculus of Variations, on a non-compact connected manifold. Using the Lax-Oleinik semigroup, we give a proof of the…

动力系统 · 数学 2015-02-24 Albert Fathi , Ezequiel Maderna

Partial differential equations with discrete (concentrated) state-dependent delays in the space of continuous functions are investigated. In general, the corresponding initial value problem is not well posed, so we find an additional…

偏微分方程分析 · 数学 2014-12-16 Alexander V. Rezounenko

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

概率论 · 数学 2025-08-12 Thomas Hughes

In this paper we consider a fractional wave equation for hypoelliptic operators with a singular mass term depending on the spacial variable and prove that it has a very weak solution. Such analysis can be conveniently realised in the…

偏微分方程分析 · 数学 2021-06-01 M. Chatzakou , Michael Ruzhansky , Niyaz Tokmagambetov

In this paper, we address the stochastic representation problem in discrete time under (non-linear) g-expectation. We establish existence and uniqueness of the solution, as well as a characterization of the solution. As an application, we…

概率论 · 数学 2022-01-21 Miryana Grigorova , Hanwu Li

This paper is about the rigidity of compact group actions in the Poisson context. The main resut is that Hamiltonian actions of compact semisimple type are rigid. We prove it via a Nash-Moser normal form theorem for closed subgroups of…

辛几何 · 数学 2012-06-12 Eva Miranda , Philippe Monnier , Nguyen Tien Zung

We consider an initial value problem for a nonlocal differential equation with a bistable nonlinearity in several space dimensions. The equation is an ordinary differential equation with respect to the time variable t, while the nonlocal…

偏微分方程分析 · 数学 2016-06-02 Danielle Hilhorst , Hiroshi Matano , Thanh Nam Nguyen , Hendrik Weber
‹ 上一页 1 2 3 10 下一页 ›