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In this article we formulate and prove sufficient conditions for the existence of trajectories of nonstationary periodic solutions of autonomous Hamiltonian systems in a neighbourhood of equilibria. It is worth pointing out that assumptions…

经典分析与常微分方程 · 数学 2024-06-21 A. Gołębiewska , S. Rybicki

We prove a global continuation result for $T$-periodic solutions of a $T$-periodic parametrized second order retarded functional differential equation on a boundaryless compact manifold with nonzero Euler-Poincare' characteristic. The…

动力系统 · 数学 2010-05-12 P. Benevieri , A. Calamai , M. Furi , M. P. Pera

This paper is concerned with the problem of existence of periodic solutions for perturbative Carath\'{e}odory differential equations. The main result provides sufficient conditions on the averaged equation that guarantee the existence of…

动力系统 · 数学 2022-05-02 Douglas D. Novaes

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

偏微分方程分析 · 数学 2012-08-30 C. M. Elliott , M. Hairer , M. R. Scott

General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these procedures.

概率论 · 数学 2017-02-09 Johannes T. N. Krebs

This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…

数值分析 · 数学 2024-09-24 Zhaoyang Wang , Ping Lin

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

数值分析 · 数学 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…

动力系统 · 数学 2022-11-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

概率论 · 数学 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…

偏微分方程分析 · 数学 2020-03-05 Carsten Hartmann , Lara Neureither , Upanshu Sharma

This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm)…

概率论 · 数学 2020-12-21 Ruifang Wang , Yong Xu , Hongge Yue

In this paper, we prove the validity of an averaging principle for multi-valued stochastic differential equations (MSDEs) driven by G-Brownian motion with non-Lipschitz coefficients. The convergence theorem between the solution of the…

概率论 · 数学 2023-08-09 Min Han , Bin Pei

We apply the topology of convergence on compact sets to define unpredictable functions [5, 6]. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and…

混沌动力学 · 物理学 2016-11-17 Marat Akhmet , Mehmet Onur Fen

By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…

概率论 · 数学 2010-07-12 Samuel N. Cohen , Robert J. Elliott

We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…

数论 · 数学 2021-11-15 Alexander P. Mangerel

We study the retarded field sourced by a uniformly accelerated particle in a non-local scalar field theory. While the presence of non-locality regularizes the field at the location of the source, we also show that Lorentz-invariant…

高能物理 - 理论 · 物理学 2021-05-12 Ivan Kolář , Jens Boos

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…

概率论 · 数学 2016-02-05 R. Catellier , M. Gubinelli

The auxiliary function method allows computation of extremal long-time averages of functions of dynamical variables in autonomous nonlinear ordinary differential equations via convex optimization. For dynamical systems defined by autonomous…

动力系统 · 数学 2020-08-19 Charles R. Doering , Andrew McMillan

We generalize the Brezzi-Rappaz-Raviart approximation theorem, which allows to obtain existence and a priori error estimates for approximations of solutions to some nonlinear partial differential equations. Our contribution lies in the fact…

数值分析 · 数学 2026-05-08 Jules Berry , Olivier Ley , Francisco José Silva

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

最优化与控制 · 数学 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang