Search results for "equation"
showing 10 items of 4219 documents
Rough linear PDE's with discontinuous coefficients - existence of solutions via regularization by fractional Brownian motion
2020
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a regularizing effect on the equations in the sense that we can prove existence of solutions for almost all paths of the fractional Brownian motion.
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
Macroscopic Dynamic Effects of Migrations in Patchy Predator-prey Systems
1997
Abstract Different mechanisms at the behaviourial or physiological levels determine many properties of predator-prey systems at the population level. In this paper, we present a method of obtaining complex predator-prey dynamic models from models at a detailed, behaviourial level of description. We consider a multi-patch predator-prey model, the dynamics of which contains two time-scales: a fast one, associated with migrations between patches, and a slow one, on which interactions, reproduction and mortality occur. We use methods of perturbation theory in order to aggregate the multi-patch system into a reduced system of two differential equations for the total prey and predator populations…
On the derivation of a linear Boltzmann equation from a periodic lattice gas
2004
We consider the problem of deriving the linear Boltzmann equation from the Lorentz process with hard spheres obstacles. In a suitable limit (the Boltzmann-Grad limit), it has been proved that the linear Boltzmann equation can be obtained when the position of obstacles are Poisson distributed, while the validation fails, also for the "correct" ratio between obstacle size and lattice parameter, when they are distributed on a purely periodic lattice, because of the existence of very long free trajectories. Here we validate the linear Boltzmann equation, in the limit when the scatterer's radius epsilon vanishes, for a family of Lorentz processes such that the obstacles have a random distributio…
Premature conclusions about the signal‐to‐noise ratio in structural equation modeling research : A commentary on Yuan and Fang (2023)
2023
In a recent article published in this journal, Yuan and Fang (British Journal of Mathematical and Statistical Psychology, 2023) suggest comparing structural equation modeling (SEM), also known as covariance-based SEM (CB-SEM), estimated by normal-distribution-based maximum likelihood (NML), to regression analysis with (weighted) composites estimated by least squares (LS) in terms of their signal-to-noise ratio (SNR). They summarize their findings in the statement that “[c]ontrary to the common belief that CB-SEM is the preferred method for the analysis of observational data, this article shows that regression analysis via weighted composites yields parameter estimates with much smaller stan…
Wardowski conditions to the coincidence problem
2015
In this article we first discuss the existence and uniqueness of a solution for the coincidence problem: Find p ∈ X such that Tp = Sp, where X is a nonempty set, Y is a complete metric space, and T, S:X → Y are two mappings satisfying a Wardowski type condition of contractivity. Later on, we will state the convergence of the Picard-Juncgk iteration process to the above coincidence problem as well as a rate of convergence for this iteration scheme. Finally, we shall apply our results to study the existence and uniqueness of a solution as well as the convergence of the Picard-Juncgk iteration process toward the solution of a second order differential equation. Ministerio de Economía y Competi…
Dissipation and entanglement dynamics for two interacting qubits coupled to independent reservoirs
2008
We derive the master equation of a system of two coupled qubits by taking into account their interaction with two independent bosonic baths. Important features of the dynamics are brought to light, such as the structure of the stationary state at general temperatures and the behaviour of the entanglement at zero temperature, showing the phenomena of sudden death and sudden birth as well as the presence of stationary entanglement for long times. The model here presented is quite versatile and can be of interest in the study of both Josephson junction architectures and cavity-QED.
Hitting straight lines by compound Poisson process paths
1990
In a recent article Mallows and Nair (1989,Ann. Inst. Statist. Math.,41, 1–8) determined the probability of intersectionP{X(t)=αt for somet≥0} between a compound Poisson process {X(t), t≥0} and a straight line through the origin. Using four different approaches (direct probabilistic, via differential equations and via Laplace transforms) we extend their results to obtain the probability of intersection between {X(t), t≥0} and arbitrary lines. Also, we display a relationship with the theory of Galton-Watson processes. Additional results concern the intersections with two (or more) parallel lines.
Exact and approximate calculations for the conductivity of sandstones
1999
We analyze a three-dimensional pore space reconstruction of Fontainebleau sandstone and calculate from it the eective conductivity using local porosity theory. We compare this result with an exact calculation of the eective conductivity that solves directly the disordered Laplace equation. The prediction of local porosity theory is in good quantitative agreement with the exact result. c 1999 Elsevier Science B.V. All rights reserved.
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model
2016
We formulate simple criteria for positive Harris recurrence of strongly degenerate stochastic differential equations with smooth coefficients on a state space with certain boundary conditions. The drift depends on time and space and is periodic in the time argument. There is no time dependence in the diffusion coefficient. Control systems play a key role, and we prove a new localized version of the support theorem. Beyond existence of some Lyapunov function, we only need one attainable inner point of full weak Hoermander dimension. Our motivation comes from a stochastic Hodgkin−Huxley model for a spiking neuron including its dendritic input. This input carries some deterministic periodic si…