Levakov, A. A.; Dolzhenkova, D. A. Existence and uniqueness theorems for stochastic differential-difference hybrid systems. (English. Russian original) Zbl 07915880 Differ. Equ. 60, No. 5, 576-589 (2024); translation from Differ. Uravn. 60, No. 5, 604-617 (2024). MSC: 34K50 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yanfang; Zhao, Guohuan Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift. (English) Zbl 07913945 Stat. Probab. Lett. 215, Article ID 110220, 6 p. (2024). MSC: 39A50 60H10 60H20 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khanh, Tra Quoc; Khieu, Tran Thi Reconstructing the historical distribution of diffusion equation with poly-fractional operator in multi-dimensional space. (English) Zbl 07908355 Commun. Pure Appl. Anal. 23, No. 8, 1064-1086 (2024). MSC: 65N20 65N06 65T50 65N15 35R25 60G50 60G51 60J60 60J22 35B65 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Soundararajan, Ashwini; Barbhuiya, F. P. Transient analysis of a bulk stream queue with arbitrarily distributed arrival intervals. (English) Zbl 07902487 RAIRO, Oper. Res. 58, No. 4, 2767-2782 (2024). MSC: 60K25 60H35 90B22 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Liu, Xuewei; Yang, Zhanwen; Ma, Qiang; Ding, Xiaohua A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation. (English) Zbl 07901870 Appl. Numer. Math. 204, 1-25 (2024). MSC: 65M60 65M06 65N30 65P10 65M12 65M15 35Q53 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Huicheng The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation. (English) Zbl 07896879 Discrete Contin. Dyn. Syst., Ser. B 29, No. 9, 3690-3730 (2024). MSC: 37L55 37H10 37D10 60H40 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Daxin; Sun, Jing; Deng, Weihua Numerical methods for forward fractional Feynman-Kac equation. (English) Zbl 07896657 Adv. Comput. Math. 50, No. 3, Paper No. 58, 40 p. (2024). MSC: 65M60 65M06 65N30 65D32 65M12 65M15 26A33 35R11 35B65 82C31 35Q84 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Tan, Cheng; Zhu, Binlian; Qi, Qingyuan; Chen, Ziran Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case. (English) Zbl 07892472 Asian J. Control 26, No. 1, 456-470 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi Temporal difference learning for high-dimensional PIDEs with jumps. (English) Zbl 07883829 SIAM J. Sci. Comput. 46, No. 4, C349-C368 (2024). MSC: 65C30 65R20 60H20 60H35 60J76 45K05 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hong, Jialin; Jin, Diancong; Sheng, Derui Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. (English) Zbl 07872157 Math. Comput. 93, No. 349, 2215-2264 (2024). MSC: 60H35 65C30 60H15 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cruz, Maricela; Wei, Austin; Hardin, Johanna; Radunskaya, Ami Long-term averages of the stochastic logistic map. (English) Zbl 07870889 J. Difference Equ. Appl. 30, No. 6, 677-705 (2024). MSC: 39A28 39A50 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gao, Xinyue; Qin, Yi; Li, Jian Optimally convergent mixed finite element methods for the time-dependent 2D/3D stochastic closed-loop geothermal system with multiplicative noise. (English) Zbl 07870805 Adv. Comput. Math. 50, No. 3, Paper No. 46, 48 p. (2024). MSC: 35Q35 35Q79 76S05 76E20 35K05 65M60 65M06 65N30 65C30 76M10 76M20 35R60 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Nitin; Barbhuiya, F. P. Transient behavior of a discrete-time renewal population growth model subject to geometric catastrophes. (English) Zbl 07859864 J. Ind. Manag. Optim. 20, No. 7, 2500-2515 (2024). MSC: 60K05 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Walton, Steven; Tran, Minh-Binh; Bensoussan, Alain A deep learning approximation of non-stationary solutions to wave kinetic equations. (English) Zbl 07856332 Appl. Numer. Math. 199, 213-226 (2024). MSC: 35Q82 82C40 82C31 82M12 68T07 35A20 35B44 35R09 45K05 65M08 65M06 65N08 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Horodnii, M. F. Bounded in the mean and stationary solutions of second-order difference equations with operator coefficients. (English) Zbl 07854699 Theory Probab. Math. Stat. 110, 159-165 (2024). MSC: 60H99 39A10 × Cite Format Result Cite Review PDF Full Text: DOI
Shang, Wenpeng; Cheng, Xiujun; Li, Xiaofan; Wang, Xiao Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises. (English) Zbl 07850283 Stoch. Dyn. 24, No. 1, Article ID 2450003, 20 p. (2024). MSC: 65M06 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI
Du, Ziyu; Xie, Yantong; Zhou, Zhennan A synchronization-capturing multiscale solver to the noisy integrate-and-fire neuron networks. (English) Zbl 07844039 Multiscale Model. Simul. 22, No. 1, 561-587 (2024). MSC: 65-XX 35M13 65C99 65M06 92B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Busovikov, V. M.; Orlov, Yu. N.; Sakbaev, V. Zh. Unitary representation of walks along random vector fields and the Kolmogorov-Fokker-Planck equation in a Hilbert space. (English. Russian original) Zbl 1536.37070 Theor. Math. Phys. 218, No. 2, 205-221 (2024); translation from Teor. Mat. Fiz. 218, No. 2, 238-257 (2024). MSC: 37K65 37H10 47H40 35Q84 58J65 × Cite Format Result Cite Review PDF Full Text: DOI
Lyu, Meng-Ze; Feng, De-Cheng; Chen, Jian-Bing; Li, Jie A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method. (English) Zbl 1539.74530 Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116443, 15 p. (2024). MSC: 74S60 37N15 74H50 65C30 37H10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Junyilang; Shen, Jun; Lu, Kening Persistence of \(C^1\) inertial manifolds under small random perturbations. (English) Zbl 07818497 J. Dyn. Differ. Equations 36, No. 1, Suppl., S333-S385 (2024). MSC: 60H15 60H40 35K58 37H10 37L55 35B42 × Cite Format Result Cite Review PDF Full Text: DOI
Aniţa, Ştefana-Lucia Controlling a generalized Fokker-Planck equation via inputs with nonlocal action. (English) Zbl 1533.35335 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 241, Article ID 113476, 22 p. (2024). MSC: 35Q84 35Q83 47H06 35D30 35R09 49J20 49K20 93E20 35R60 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Trogdon, Thomas; Zhang, Yiting Computing the Tracy-Widom distribution for arbitrary \(\beta>0\). (English) Zbl 1532.65057 SIGMA, Symmetry Integrability Geom. Methods Appl. 20, Paper 005, 26 p. (2024). MSC: 65M06 65N06 65N35 65N25 60B20 60H25 60K40 60G15 15B52 35R60 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Pulch, Roland; Sète, Olivier The Helmholtz equation with uncertainties in the wavenumber. (English) Zbl 1533.65233 J. Sci. Comput. 98, No. 3, Paper No. 60, 24 p. (2024). Reviewer: Xue Jiang (Beijing) MSC: 65N30 65N06 65C20 35R60 65F08 65F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Nasiri, T.; Zakeri, A.; Aminataei, A. A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation. (English) Zbl 1527.65088 J. Comput. Appl. Math. 437, Article ID 115441, 20 p. (2024). Reviewer: Abdallah Bradji (Annaba) MSC: 65M32 65M30 65M06 65T60 65K10 65J20 65F22 65M12 65M15 60G22 35A15 41A50 35A01 35A02 35R30 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Na; Liang, Xiao; Wang, Haixia; Zhang, Qiyan; Lu, Xiao Decentralized linear-quadratic-Gaussian control of networked control systems with asymmetric information. (English) Zbl 07892418 Asian J. Control 25, No. 5, 3831-3842 (2023). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Yao; Xie, Yingchao; Zhang, Mengge Ergodicity of a class of mean filed SDEs. (English) Zbl 07869313 Chin. J. Appl. Probab. Stat. 39, No. 6, 897-906 (2023). MSC: 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Lefebvre, Mario A discrete-time homing problem with two optimizers. (English) Zbl 07865471 Games 14, No. 6, Paper No. 68, 10 p. (2023). MSC: 91A15 60G50 39A60 49L20 × Cite Format Result Cite Review PDF Full Text: DOI
Appleby, John A. D.; Lawless, Emmet On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations. (English) Zbl 1540.39021 Elaydi, Saber (ed.) et al., Advances in discrete dynamical systems, difference equations and applications. ICDEA 26, Sarajevo, Bosnia and Herzegovina, July 26–30, 2021. Proceedings of the 26th international conference on difference equations and applications. Cham: Springer. Springer Proc. Math. Stat. 416, 25-60 (2023). MSC: 39A50 39A22 × Cite Format Result Cite Review PDF Full Text: DOI
Şişman, Şeyma; Merdan, Mehmet On the solution of random linear difference equations with Laplace transform method. (English) Zbl 1534.39009 Math. Methods Appl. Sci. 46, No. 17, 18258-18273 (2023). MSC: 39A50 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Egorov, Aleksandr Dmitrievich On the calculation of functionals from the solution of the linear Skorohod SDE with first-order chaos in the coefficients. (Russian. English summary) Zbl 1532.60120 Vestsi Nats. Akad. Navuk Belarusi, Ser. Fiz.-Mat. Navuk 59, No. 3, 201-212 (2023). MSC: 60H10 37H10 × Cite Format Result Cite Review PDF Full Text: Link
Hwang, Youngjin; Kim, Ildoo; Kwak, Soobin; Ham, Seokjun; Kim, Sangkwon; Kim, Junseok Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation. (English) Zbl 1532.65052 Electron. Res. Arch. 31, No. 8, 5104-5123 (2023). MSC: 65M06 65M75 65C05 60H35 35K05 35A24 35R60 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gerstenberg, Julian; Neininger, Ralph; Spiegel, Denis On solutions of the distributional Bellman equation. (English) Zbl 1534.65020 Electron. Res. Arch. 31, No. 8, 4459-4483 (2023). MSC: 65C30 65Q10 65C40 68Q32 60G10 60H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Fadili, Jalal; Forcadel, Nicolas; Tuyen Nguyen, Thi; Zantout, Rita Limits and consistency of nonlocal and graph approximations to the eikonal equation. (English) Zbl 1534.65131 IMA J. Numer. Anal. 43, No. 6, 3685-3728 (2023). MSC: 65M06 65M50 65M12 65M15 35F21 05C80 49L25 35R02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Morozov, A. A.; Titarev, V. A. Evolution of the shape of a gas cloud during pulsed laser evaporation into vacuum: direct simulation Monte Carlo and the solution of a model equation. (English. Russian original) Zbl 07800793 Comput. Math. Math. Phys. 63, No. 12, 2244-2256 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 12, 1960-1972 (2023). MSC: 76M35 76M28 76M20 76P05 80A22 × Cite Format Result Cite Review PDF Full Text: DOI
Gu, Jie; Nong, Lijuan; Yi, Qian; Chen, An Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation. (English) Zbl 07798677 Netw. Heterog. Media 18, No. 4, 1692-1712 (2023). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G60 65M06 35R11 35G20 65C30 35G25 × Cite Format Result Cite Review PDF Full Text: DOI
Ararat, Çağın; Ma, Jin; Wu, Wenqian Set-valued backward stochastic differential equations. (English) Zbl 1538.60091 Ann. Appl. Probab. 33, No. 5, 3418-3448 (2023). MSC: 60H10 60H05 28B20 60G44 47H04 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Elghribi, Moncef A new characterization of homogeneous functions and applications. (English) Zbl 1541.81092 Rocky Mt. J. Math. 53, No. 4, 1073-1085 (2023). MSC: 81S25 31C05 60H40 60J35 60J45 × Cite Format Result Cite Review PDF Full Text: DOI Link
Company, Rafael; Egorova, Vera N.; Jódar, Lucas An ETD method for multi-asset American option pricing under jump-diffusion model. (English) Zbl 1531.91273 Math. Methods Appl. Sci. 46, No. 9, 10332-10347 (2023). MSC: 91G60 65C30 65M06 35Q91 35R35 45K05 91G20 60G40 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Bauzet, Caroline; Nabet, Flore; Schmitz, Kerstin; Zimmermann, Aleksandra Finite volume approximations for non-linear parabolic problems with stochastic forcing. (English) Zbl 1529.65026 Franck, Emmanuel (ed.) et al., Finite volumes for complex applications X – Volume 1. Elliptic and parabolic problems. FVCA 10, Strasbourg, France, October 30 – November 3, 2023. Invited contributions. Cham: Springer. Springer Proc. Math. Stat. 432, 157-166 (2023). MSC: 65M08 65M06 65N08 35K55 35A15 35R09 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Liu, Xinfei; Yang, Xiaoyuan Conforming finite element method for the time-fractional nonlinear stochastic fourth-order reaction diffusion equation. (English) Zbl 1535.65200 Numer. Methods Partial Differ. Equations 39, No. 5, 3657-3676 (2023). MSC: 65M60 65M06 65N30 65M12 65M15 33E12 60J65 60G55 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Dong, Bozhang; Nie, Tianyang; Wu, Zhen A maximum principle for discrete-time stochastic optimal control problemE20 with delay. (English) Zbl 1530.93543 Syst. Control Lett. 181, Article ID 105631, 9 p. (2023). MSC: 93E20 93C55 34K50 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Teng Stochastic optimal control problems of discrete-time Markov jump systems. (English) Zbl 1531.93443 Optim. Control Appl. Methods 44, No. 5, 2551-2570 (2023). MSC: 93E20 93C55 49N10 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Satur, O. R. Convergence to equilibrium attractor in models of dynamic conflict systems with attractive interaction. (Ukrainian. English summary) Zbl 1538.91002 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2023, No. 3, 3-8 (2023). MSC: 91A10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Yoshioka, Hidekazu; Tanaka, Tomomi; Aranishi, Futoshi Limit equations of adaptive Erlangization and their application to environmental management. (English) Zbl 1538.93048 Comput. Math. Appl. 146, 271-293 (2023). MSC: 93E20 65M06 49L25 91B76 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wenjing; Xu, Juanjuan; Zhang, Huanshui Exact controllability of forward and backward stochastic difference system. (English) Zbl 1522.93042 Automatica 157, Article ID 111267, 9 p. (2023). MSC: 93B05 93C30 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Qianhong; Ouyang, Miao; Pan, Bairong; Lin, Fubiao Qualitative analysis of second-order fuzzy difference equation with quadratic term. (English) Zbl 07734289 J. Appl. Math. Comput. 69, No. 2, 1355-1376 (2023). MSC: 62Mxx 39Axx × Cite Format Result Cite Review PDF Full Text: DOI OA License
Shananin, Alexander; Trusov, Nikolai The group behaviour modelling of workers in the labor market. (English) Zbl 1522.65151 Russ. J. Numer. Anal. Math. Model. 38, No. 4, 219-229 (2023). MSC: 65M06 60G51 91B39 93C20 37A50 35Q84 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI
Ge, Meibao; Xu, Dinghua Biparametric identification for a free boundary of ductal carcinoma in situ. (English) Zbl 1522.35516 Appl. Anal. 102, No. 10, 2774-2794 (2023). MSC: 35Q92 92C37 92C32 92C50 35R30 35R35 35R60 35A01 35A02 35K05 65K10 90C56 65M32 65M30 65F22 65J20 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Derevich, I. V.; Panova, A. A. Stochastic model of movement of a group of individuals in a space with boundaries taking into account their social behavior. (Russian. English summary) Zbl 1529.76014 Mat. Model. 35, No. 6, 51-62 (2023). MSC: 76A30 76M35 76M20 91D10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Miao, Zhi-Qiang; Zheng, Guang-Hui On uniqueness and nonuniqueness for internal potential reconstruction in quantum fields from one measurement. II: The non-radial case. (English) Zbl 1527.65087 J. Inverse Ill-Posed Probl. 31, No. 3, 337-350 (2023). MSC: 65M32 65N06 65K10 81U40 35Q55 33C10 35A02 35J05 35J15 35R30 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zheng, Chuqi; Qiu, Jiayu; Li, Qin; Zhong, Xinghui Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients. (English) Zbl 1516.65109 J. Sci. Comput. 94, No. 3, Paper No. 68, 26 p. (2023). MSC: 65M70 65M06 65L06 65N35 65M15 35B65 35B45 85A25 80A21 62C10 35Q86 × Cite Format Result Cite Review PDF Full Text: DOI
Del Moral, Pierre; Horton, Emma A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters. (English) Zbl 1525.60048 Ann. Appl. Probab. 33, No. 2, 1327-1372 (2023). MSC: 60G35 60K35 65C35 60F05 65L07 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Antonelli, Fabio; D’Ambrosio, Raffaele; Gallo, Ivan Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities. (English) Zbl 1538.91096 Comput. Math. Appl. 140, 24-32 (2023). MSC: 91G60 65M06 91G20 91G40 60H30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Baňas, Ľubomír; Vieth, Christian Robust a posteriori estimates for the stochastic Cahn-Hilliard equation. (English) Zbl 1529.65053 Math. Comput. 92, No. 343, 2025-2063 (2023). MSC: 65M60 65M06 65N30 65M15 65M50 65C30 35K91 35R60 60H15 60H35 60H40 35Q35 35A01 35A02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feng, Chunrong; Zhao, Huaizhong; Zhong, Johnny Existence of geometric ergodic periodic measures of stochastic differential equations. (English) Zbl 1541.60037 J. Differ. Equations 359, 67-106 (2023). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60J10 35Q84 37H10 82C31 34F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
El Rafei, Farah Existence, uniqueness and approximation of solutions to the stochastic Landau-Lifshitz-Gilbert equation on the real line. (English) Zbl 1509.35393 Bull. Aust. Math. Soc. 107, No. 1, 171-172 (2023). MSC: 35R60 65B15 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosal, Promit; Silva, Guilherme L. F. Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation. (English) Zbl 1515.37048 Commun. Math. Phys. 397, No. 3, 1237-1307 (2023). Reviewer: Anhui Gu (Chongqing) MSC: 37H10 15B52 60B20 34M55 37J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Leonenko, G.; Phillips, T. N. Transient numerical approximation of hyperbolic diffusions and beyond. (English) Zbl 1503.65263 J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023). MSC: 65M70 65M06 65N35 65F20 60J20 60J65 60H35 35Q84 35R60 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Jiang, Yi; Liu, Jun Fast parallel-in-time quasi-boundary value methods for backward heat conduction problems. (English) Zbl 1510.65229 Appl. Numer. Math. 184, 325-339 (2023). Reviewer: Petr Sváček (Praha) MSC: 65M32 65M06 65N06 65T50 65F50 65F05 60H50 35K05 35Q79 35R30 35R25 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Nan; Liu, Honghu; Lu, Fei Shock trace prediction by reduced models for a viscous stochastic Burgers equation. (English) Zbl 07871095 Chaos 32, No. 4, Article ID 043109, 17 p. (2022). MSC: 35Q35 76L05 65M60 65M70 65M06 65N35 65N30 62M10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duan, Chenghua; Chen, Wenbin; Liu, Chun; Wang, Cheng; Zhou, Shenggao Convergence analysis of structure-preserving numerical methods for nonlinear Fokker-Planck equations with nonlocal interactions. (English) Zbl 1531.65206 Math. Methods Appl. Sci. 45, No. 7, 3764-3781 (2022). MSC: 65M75 65M06 65M12 65M15 35K65 76M20 76M28 35B40 35R60 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Solution of time-fractional stochastic nonlinear sine-Gordon equation via finite difference and meshfree techniques. (English) Zbl 1531.65117 Math. Methods Appl. Sci. 45, No. 7, 3426-3438 (2022). MSC: 65M06 65N35 65D12 60H15 60G22 60J65 26A33 35R11 35R60 35Q53 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Youngkyu; Alcantara, David; Zohdi, Tarek I. Thermal state estimation of fused deposition modeling in additive manufacturing processes using Kalman filters. (English) Zbl 1530.93516 Int. J. Numer. Methods Eng. 123, No. 13, 3021-3033 (2022). MSC: 93E11 93E10 93E35 × Cite Format Result Cite Review PDF Full Text: DOI
Fei, Fei; Jenny, Patrick A high-order unified stochastic particle method based on the Bhatnagar-Gross-Krook model for multi-scale gas flows. (English) Zbl 1517.76053 Comput. Phys. Commun. 274, Article ID 108303, 17 p. (2022). MSC: 76M28 76M35 76M20 76P05 × Cite Format Result Cite Review PDF Full Text: DOI
Cheng, Xianjin; Liu, Zhenxin; Zhang, Lixin Small perturbations may change the sign of Lyapunov exponents for linear SDEs. (English) Zbl 1514.37069 Stoch. Dyn. 22, No. 8, Article ID 2240038, 25 p. (2022). MSC: 37H15 37H10 37H30 37A50 60H10 60H15 60H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Da Costa, Paulo Henrique; Högele, Michael A.; Ruffino, Paulo R. Stochastic \(n\)-point \(D\)-bifurcations of stochastic Lévy flows and their complexity on finite spaces. (English) Zbl 1514.37071 Stoch. Dyn. 22, No. 7, Article ID 2240021, 39 p. (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 37H20 37H10 60J65 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Neena, A. S.; Mkhope, Dominic P. Clemence; Awasthi, Ashish Some computational methods for the Fokker-Planck equation. (English) Zbl 1507.65143 Int. J. Appl. Comput. Math. 8, No. 5, Paper No. 261, 17 p. (2022). Reviewer: Qifeng Zhang (Hangzhou) MSC: 65M06 65N06 60J65 60H40 82C31 35B09 35Q84 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Yawen; Li, Hongdan; Zhang, Huanshui Mixed optimal control for discrete-time stochastic systems with random coefficients. (English) Zbl 1505.93291 Syst. Control Lett. 169, Article ID 105383, 7 p. (2022). MSC: 93E20 93C55 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Meng; Luo, Xianbing An MLMCE-HDG method for the convection diffusion equation with random diffusivity. (English) Zbl 1524.65567 Comput. Math. Appl. 127, 127-143 (2022). MSC: 65M60 65N30 65C05 65M12 65C30 35R60 65M15 65M06 × Cite Format Result Cite Review PDF Full Text: DOI
Boehm, Udo; Cox, Sonja; Gantner, Gregor; Stevenson, Rob Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions. (English) Zbl 1507.65137 BIT 62, No. 4, 1355-1382 (2022). Reviewer: Bülent Karasözen (Ankara) MSC: 65M06 65K10 65M12 35A15 35B65 35K08 60H30 65D05 92C20 92D25 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Shan, Xiujie; Sun, Jiebao; Guo, Zhichang; Yao, Wenjuan; Zhou, Zhenyu Fractional-order diffusion model for multiplicative noise removal in texture-rich images and its fast explicit diffusion solving. (English) Zbl 1503.65185 BIT 62, No. 4, 1319-1354 (2022). Reviewer: Kanakadurga Sivakumar (Chennai) MSC: 65M06 65F50 65D18 35K55 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Guo, Yu; Shu, Xiao-Bao; Yin, Qianbao Existence of solutions for first-order Hamiltonian random impulsive differential equations with Dirichlet boundary conditions. (English) Zbl 1507.37087 Discrete Contin. Dyn. Syst., Ser. B 27, No. 8, 4455-4471 (2022). MSC: 37J51 37H10 34F05 34K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Butt, M. M. Numerical solution to 3D bilinear Fokker-Planck control problem. (English) Zbl 1513.65194 Int. J. Comput. Math. 99, No. 12, 2466-2481 (2022). MSC: 65K10 35Q84 35Q93 49K20 49M20 49M41 65N06 × Cite Format Result Cite Review PDF Full Text: DOI
Harutyunyan, R. V. Calculation of the three-dimensional magnetic field of a system of permanent magnets and ferromagnets based on the integral magnetization equation and the Jills-Atterton model. (Russian. English summary) Zbl 1498.78009 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 15, No. 2, 43-55 (2022). MSC: 78A30 82D40 82C31 65R20 78M20 82M20 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Mohan, Manil T. Mild solutions for the stochastic generalized Burgers-Huxley equation. (English) Zbl 1497.60089 J. Theor. Probab. 35, No. 3, 1511-1536 (2022). MSC: 60H15 35K58 35Q35 37H10 60H40 × Cite Format Result Cite Review PDF Full Text: DOI
He, Jie; Guo, Qian An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions. (English) Zbl 1497.65124 Appl. Math. Lett. 134, Article ID 108379, 6 p. (2022). MSC: 65M06 65M12 60G22 60J70 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Goswami, Veena; Panda, Gopinath Synchronized abandonment in discrete-time renewal input queues with vacations. (English) Zbl 1513.60116 J. Ind. Manag. Optim. 18, No. 6, 4373-4391 (2022). MSC: 60K25 68M20 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Mingzhan; Song, Songhe; Zhang, Wei; Qian, Xu Stochastic global momentum-preserving schemes for two-dimensional stochastic partial differential equations. (English) Zbl 1495.65141 East Asian J. Appl. Math. 12, No. 4, 912-927 (2022). MSC: 65M06 35Q55 35R60 65P10 × Cite Format Result Cite Review PDF Full Text: DOI
Braverman, Elena; Rodkina, Alexandra Stabilizing multiple equilibria and cycles with noisy prediction-based control. (English) Zbl 1503.39013 Discrete Contin. Dyn. Syst., Ser. B 27, No. 10, 5419-5446 (2022). Reviewer: Conall Kelly (Cork) MSC: 39A50 39A30 92D25 37H10 37H30 93C55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Bozhang; Nie, Tianyang; Wu, Zhen Maximum principle for discrete-time stochastic control problem of mean-field type. (English) Zbl 1498.93774 Automatica 144, Article ID 110497, 12 p. (2022). MSC: 93E20 49J40 93C55 39A50 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Sequeira, Tiago F.; Lima, Pedro M. Numerical simulations of one- and two-dimensional stochastic neural field equations with delay. (English) Zbl 1494.65084 J. Comput. Neurosci. 50, No. 3, 299-311 (2022). MSC: 65M60 65M06 65N30 65T50 65R20 65M12 65Z05 35R09 92B20 92-08 35Q92 35R07 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Meng; Luo, Xianbing An EMC-HDG scheme for the convection-diffusion equation with random diffusivity. (English) Zbl 1497.35470 Numer. Algorithms 90, No. 4, 1755-1776 (2022). MSC: 35Q86 60H35 65C05 65M75 65M60 65M06 65N30 65M12 65M15 86-08 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Martin, Cameron; Zhang, Hongyuan; Costacurta, Julia; Nica, Mihai; Stinchcombe, Adam R. Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning. (English) Zbl 1491.65015 Methodol. Comput. Appl. Probab. 24, No. 3, 1603-1626 (2022). MSC: 65C30 65C05 65N75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liang, Xiao; Qi, Qingyuan; Zhang, Huanshui; Xie, Lihua Decentralized control for networked control systems with asymmetric information. (English) Zbl 1537.93026 IEEE Trans. Autom. Control 67, No. 4, 2076-2083 (2022). MSC: 93A14 93B70 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Nunes, Cláudia; Pimentel, Rita; Prior, Ana The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process. (English) Zbl 1502.37101 REVSTAT 20, No. 1, 85-100 (2022). MSC: 37N35 37H10 60G40 60J65 × Cite Format Result Cite Review PDF
Benner, Peter; Stillfjord, Tony; Trautwein, Christoph A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation. (English) Zbl 1503.65219 IMA J. Numer. Anal. 42, No. 3, 2118-2150 (2022). Reviewer: Sebastian Franz (Dresden) MSC: 65M60 65M06 65N30 65M12 35K05 80A19 60H50 49M41 35Q79 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Berger, Noam; Criens, David A parabolic Harnack principle for balanced difference equations in random environments. (English) Zbl 1491.60112 Arch. Ration. Mech. Anal. 245, No. 2, 899-947 (2022). MSC: 60H30 60K37 35K05 39A99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Liu, Shu; Li, Wuchen; Zha, Hongyuan; Zhou, Haomin Neural parametric Fokker-Planck equation. (English) Zbl 1493.65132 SIAM J. Numer. Anal. 60, No. 3, 1385-1449 (2022). Reviewer: Bülent Karasözen (Ankara) MSC: 65M06 65L12 49Q22 68T07 65M15 65M12 60H30 35A24 35R02 35R60 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gefter, S. L.; Piven’, A. L. Implicit linear nonhomogeneous difference equation over \(\mathbb{Z}\) with a random right-hand side. (English) Zbl 1504.39041 J. Math. Phys. Anal. Geom. 18, No. 1, 105-117 (2022). Reviewer: Ioannis P. Stavroulakis (Ioannina) MSC: 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Qi; Zhao, Huaizhong Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations. (English) Zbl 1491.60111 J. Differ. Equations 331, 1-49 (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 60H15 60H10 37H10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ling, Chengcheng; Scheutzow, Michael; Vorkastner, Isabell The perfection of local semi-flows and local random dynamical systems with applications to SDEs. (English) Zbl 1537.37059 Stoch. Dyn. 22, No. 2, Article ID 2240010, 17 p. (2022). MSC: 37H10 37H05 37B05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Carrillo, José A.; Chen, Lin; Wang, Qi An optimal mass transport method for random genetic drift. (English) Zbl 1496.65109 SIAM J. Numer. Anal. 60, No. 3, 940-969 (2022). MSC: 65M06 49M15 92D25 92D20 35B40 35B44 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Abbaszadeh, Mostafa; Dehghan, Mehdi; Khodadadian, Amirreza; Wick, Thomas Legendre spectral element method (LSEM) to simulate the two-dimensional system of nonlinear stochastic advection-reaction-diffusion models. (English) Zbl 1487.65160 Appl. Anal. 101, No. 6, 2279-2294 (2022). MSC: 65M70 65M06 65N35 65M12 65M15 86A05 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duffy, Dean G. Advanced engineering mathematics. A second course. (English) Zbl 1497.00002 Advances in Applied Mathematics (Boca Raton). Boca Raton, FL: CRC Press (ISBN 978-1-032-13342-3/hbk; 978-1-032-22345-2/pbk; 978-1-003-27220-5/ebook). xvii, 447 p. (2022). Reviewer: Adhemar Bultheel (Leuven) MSC: 00A06 44-01 60-01 × Cite Format Result Cite Review PDF Full Text: DOI
Hong, Jialin; Hou, Baohui; Sun, Liying Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise. (English) Zbl 07517148 J. Comput. Phys. 451, Article ID 110829, 20 p. (2022). MSC: 60Hxx 65Mxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Roitershtein, Alexander; Zhou, Zirou Distribution tails of a history-dependent random linear recursion. (English) Zbl 1487.39025 Stoch. Models 38, No. 2, 250-267 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 39A50 34F05 37H12 60H25 60H30 33C15 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Shi; Zhu, Yuhua; Zuazua, Enrique The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term. (English) Zbl 1487.35367 Numer. Math. 150, No. 2, 479-519 (2022). MSC: 35Q83 35Q84 65M70 65C30 65C05 60H15 35R60 41A10 65M06 65N35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guzik, Grzegorz; Kapica, Rafał On the geometric ergodicity for a generalized IFS with probabilities. (English) Zbl 1497.28006 Stoch. Dyn. 22, No. 1, Article ID 2150051, 22 p. (2022). MSC: 28A80 26E25 54A20 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Nan; Wang, Song; Zhang, Kai Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. (English) Zbl 1510.91189 Appl. Math. Comput. 421, Article ID 126937, 14 p. (2022). MSC: 91G60 60H15 65C30 91G50 × Cite Format Result Cite Review PDF Full Text: DOI
Varzaneh, M. Ghani; Riedel, S.; Scheutzow, M. A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces. (English) Zbl 1490.34103 SIAM J. Appl. Dyn. Syst. 21, No. 1, 542-587 (2022). MSC: 34K50 37H10 37H15 60H99 60G15 34K25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv