Search · four archives
Search · four archives
18 papers · ranked by Valyu relevance
Yu Zhang, Longsuo Li
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the…
Weijun Meng, Tianxiao Wang, Ji-Feng Zhang
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost functional. The closed-loop outcome control of this delayed problem is given by a…
David Baños, Francesco Cordoni, Giulia Di Nunno, Luca Di Persio + 1 more
'Elin Engen Røse'] Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our results concern existence and uniqueness of strong solutions…
Francesco Cordoni, Luca Di Persio, Immacolata Oliva
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated measure. We lift the problem in the infinite dimensional space of square integrable…
Wantao Jia, Yong Xu, Dongxi Li
We investigate the stochastic dynamics of a prey-predator type ecosystem with time delay and the discrete random environmental fluctuations. In this model, the delay effect is represented by a time delay parameter and the effect of the environmental randomness is modeled as Poisson white noise. The stochastic averaging…
Shuo Li, Sami Ullah Khan, Muhammad Bilal Riaz, Salman A. AlQahtani + 1 more
'Atif M. Alamri'] The fractional stochastic delay differential equation (FSDDE) is a powerful mathematical tool for modeling complex systems that exhibit both fractional order dynamics and stochasticity with time delays. The purpose of this study is to explore the stability analysis of a system of FSDDEs. Our study…
Ling Zhang
The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs). It is proved that the exponential Euler approximation solution converges to the analytic solution with the…
Mengqi Xie, Sami Ullah Khan, Wojciech Sumelka, Atif M. Alamri + 1 more
'Salman A. AlQahtani'] In recent years, there has been a growing interest in incorporating fractional calculus into stochastic delay systems due to its ability to model complex phenomena with uncertainties and memory effects. The fractional stochastic delay differential equations are conventional in modeling such…
Shakti Nath Singh, Athokpam Langlen Chanu, Md. Zubbair Malik, R.K. Brojen Singh
Delay is everywhere, no matter how small or big it is. Experimental evidences show the existence and importance of time delayed reactions specially in biological systems. The role of delay is found to be multifunctional and is seemed to be system dependent. The analytically solved P(X, t) of gene regulatory process…
Brahim Boufoussi, Salah Hajji, Soufiane Mouchtabih
In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven by a fractional Brownian motion and with non-deterministic diffusion coefficient. We suppose that the linear part has a resolvent operator…
El Hassan Lakhel
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1). Sufficient conditions are established using the theory of resolvent operators developed by R. Grimmer in [8] combined with a…
Brahim Boufoussi, Soufiane Mouchtabih
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with Hurst parameter lesser than 1/2 in a Hilbert space. We employ the theory of resolvent operators developed by Grimmer. (1982) combined with…
Christoph Frei, Thomas Hillen, Adam Rhodes
We introduce a new stochastic model for metastatic growth, which takes the form of a branching stochastic process with settlement. The moving particles are interpreted as clusters of cancer cells while stationary particles correspond to micro-tumors and metastases. The analysis of expected particle location, their…
Corentin Briat, Mustafa Khammash
Delays are an important phenomenon arising in a wide variety of real world systems. They occur in biological models because of diffusion effects or as simplifying modeling elements. We propose here to consider delayed stochastic reaction networks. The difficulty here lies in the fact that the state-space of a delayed…
Rohul Amin, Shah Nazir, Iván García-Magariño
Wireless sensor network and industrial internet of things have been a growing area of research which is exploited in various fields such as smart home, smart industries, smart transportation, and so on. There is a need of a mechanism which can easily tackle the problems of nonlinear delay integro-differential equations…
Dario Schöbi, Cao-Tri Do, Stefan Frässle, Marc Tittgemeyer + 2 more
Dynamic causal models (DCMs) of electrophysiological data allow, in principle, for inference on hidden, bulk synaptic function in neural circuits. The directed influences between the neuronal elements of modeled circuits are subject to delays due to the finite transmission speed of axonal connections. Ordinary…
Jiajun Zhang, Tianshou Zhou
Modeling stochastic dynamics of intracellular processes has long rested on Markovian (i.e., memoryless) hypothesis. However, many of these processes are non-Markovian (i.e., memorial) due to, e.g., small reaction steps involved in synthesis or degradation of a macroscopic molecule. When interrogating aspects of a…
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Exploring the potential energy surface to sample transition state regions is crucial to understand the atomic processes that govern chemical reactivity. Ideally, the exploration does not require any collective variables that are based on prior chemical domain knowledge. With this in mind, we adapt the stochastic saddle…