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Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]

Maja Obradovic, Marija Milosevic
2017 Filomat  
Milošević, Almost sure exponential stability of solutions to highly nonlinear neutral stochastics differential equations with time-dependent delay and Euler-Maruyama approximation, Math. Comput.  ...  differential equations with time-dependent delay.  ...  The subject of this paper is consideration of the θ-Euler-Maruyama method, when θ ∈ [0, 1 2 ] , for a class of neutral stochastic differential equations with time-dependent delay under the linear growth  ... 
doi:10.2298/fil1718629o fatcat:i6a3npuje5aazo7utytpva7bsi

On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

Wei Mao, Surong You, Xuerong Mao
2016 Journal of Computational and Applied Mathematics  
The authors would also like to thank the Royal Society of Edinburgh, the National Natural Science  ...  Acknowledgements The authors would like to thank the referees for their valuable comments and suggestions.  ...  Milosevic [22] studied the numerical solution of highly nonlinear neutral SDEs with time-dependent delay under the Khasminskhii-type conditions.  ... 
doi:10.1016/ fatcat:mafwk3whpfayvlqzy6nvhdkwne

Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching

Shuaibin Gao, Junhao Hu
2020 Advances in Difference Equations  
AbstractIn this paper, we establish a partially truncated EulerMaruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching.  ...  We investigate the strong convergence rate and almost sure exponential stability of the numerical solutions under the generalized Khasminskii-type condition.  ...  Acknowledgements The authors would like to thank the anonymous reviewers for their work and constructive comments, which improved the manuscript.  ... 
doi:10.1186/s13662-020-03113-x fatcat:b4xehc5lfbhybdt4i6cvbomn6y

Author Index Volume 235 (2011)

2011 Journal of Computational and Applied Mathematics  
Gray, Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations 1213-1226 Marangi, C., see Blanes, S. 646-659 Marburger, J., N.  ...  Zhang, The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points 3115-3120 Liu, Y.-C., J. Zhang and G.-H.  ... 
doi:10.1016/s0377-0427(11)00383-9 fatcat:iydszqpkezgivirtbnwhpwere4

Modeling biological networks: from single gene systems to large microbial communities [article]

Lana Descheemaeker
2021 arXiv   pre-print
Moreover, we examine different characteristics of experimental time series of microbial communities, such as the noise color and neutrality of the biodiversity, and look at the influence of the parameters  ...  With the first research topic we want to lay a foundation for the understanding of non-monotonic gene regulation and take the first steps toward synthetic biology in archaea.  ...  For short time series and large size of the community, only the details are seen and the result is niche.  ... 
arXiv:2104.10082v1 fatcat:k2yi3nxuvvg37g3z2kbl6swhni

Determinants of Brain Rhythm Burst Statistics

Arthur S. Powanwe, André Longtin
2019 Scientific Reports  
Using the stochastic averaging method, we derive dynamics for the phase and envelope of the amplitude process, and find that they depend on only two meta-parameters that combine all the model parameters  ...  It provides the much needed insight into the biophysical determinants of rhythm burst statistics, and into what needs to be changed to correct rhythms with pathological statistics.  ...  We wish to thank Alexandre Payeur for useful discussions and comments on this work.  ... 
doi:10.1038/s41598-019-54444-z pmid:31797877 pmcid:PMC6892937 fatcat:ssmzcujsove4xmk7aevuersptu

Markovian dynamics on complex reaction networks

J. Goutsias, G. Jenkinson
2013 Physics reports  
Due however to the nonlinear nature of most reactions, the computation and analysis of the resulting stochastic population dynamics is a difficult task.  ...  the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide  ...  The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.  ... 
doi:10.1016/j.physrep.2013.03.004 fatcat:zhdnx5dudzdnppbkcko2pzonmm

Theoretical perspective on the route to turbulence in a pipe

D. Barkley
2016 Journal of Fluid Mechanics  
In the end a picture emerges for all stages of the transition process, from transient turbulence, to the onset of sustained turbulence in a percolation transition, to the modest and then rapid expansion  ...  The paper proceeds step-by-step with increasing detail about the transition process, first discussing the relationship to phase transitions and then exploiting an even deeper connection between pipe flow  ...  These are interpreted in the Itô sense (Doering 1987) , primarily for ease of numerical simulations. Euler-Maruyama time stepping is used.  ... 
doi:10.1017/jfm.2016.465 fatcat:nxxwpa7kqbarzgz3u2wjb35d7q

Abstracts of Working Papers in Economics

1991 Abstracts of Working Papers in Economics  
Brief entries appear for secondary authors, cross-referenced to the primary author.  ...  This section contains abstracts and complete bibliographic information for current working papers, listed alphabetically by primary author.  ...  AB This paper compares experiences with banking crises in seven countries in order to analyze the factors governing the crises and the effectiveness of measures to deal with the problems.  ... 
doi:10.1017/s0951007900002011 fatcat:rw3xwzmgcfeylai6ouokhgnkd4

CFE-CMStatistics 2017 PROGRAMME AND ABSTRACTS 11th International Conference on Computational and Methodological Statistics (CMStatistics 2017) CMStatistics 2017 Co-chairs: CMStatistics 2017 Programme Committee

Ana Colubi, Erricos Kontoghiorghes, Marc Levene, Bernard Rachet, Herman Van, Dijk, Veronika Czellar, Hashem Pesaran, Mike Pitt, Stefan Sperlich, Knut Aastveit, Alessandra Amendola (+81 others)
One widely used approach is to replace unavailable transition densities with an Euler-Maruyama approximation, made sufficiently accurate through the introduction of intermediate times between observations  ...  the Yuima package, a system of S4 classes and methods for the simulation and inference of stochastic processes including stochastic differential equation with or without jumps, fractional Brownian motion  ...  The in-fill asymptotic distribution is also asymmetric, trimodal, dependent on the initial condition, and delivers excellent approximations to the finite sample distribution.  ... 

High-Power Yb-Doped Solid-Core Photonic Bandgap Fiber Amplifier at 1150-1200nm

Hiroki Maruyama, Akira Shirakawa, Ken-ichi Ueda, Christina B. Olausson, Jens K. Lyngsø, Brian Mangan, Jes Broeng
2008 Frontiers in Optics 2008/Laser Science XXIV/Plasmonics and Metamaterials/Optical Fabrication and Testing   unpublished
The power dependence of the zero time delay signal is shown to behave as a two level system. LTuD1 • 10:30 a.m.  ...  We consider modulational stability/instability for the periodic solutions in a system of two coupled Schrödinger equations modeling the nonlinear pulse propagation in a birefringent Kerr medium.  ...  We report the successful test of a 40-GHz comb generated from a 1-GHz source combined with a Fabry-Perot cavity, without compromise on long-term stability, reproducibility and resolution.  ... 
doi:10.1364/fio.2008.ftug5 fatcat:2rman2c7cfczlfuad4o6giy2iq

Editorial Team Manuscript Editor Advisory Board II JAQM Advisory Board

Cristian Amancei, Catalin Boja, Irina Dragan, Eugen Dumitrascu, Matthew Elbeck, Bogdan Ileanu, Miruna Marinescu, Daniel Traian, Ciprian Popescu, Aura Popa, Marius Popa, Mihai Sacala (+20 others)
Acknowledgements The authors would like to thank the PCCC for providing them with the data. Acknowledgements  ...  Acknowledgements This work was partially supported by the Internal Funding Program of the Shamoon College of Engineering (SCE).  ...  (2) , (3) , (4) and (5) form a system of linear stochastic differential equations, to which it is appropriate to apply the Kalman filter.  ...