发布求助
文献互助 智能选刊 最新文献

Stochastics and Dynamics最新文献

筛选
英文 中文
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas 未经治疗的人胶质母细胞瘤的一种新的随机Gompertz扩散模型分析
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-03-21 DOI: 10.1142/s0219493722500198
Tuan A. Phan, Shuxun Wang, J. Tian
{"title":"Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas","authors":"Tuan A. Phan, Shuxun Wang, J. Tian","doi":"10.1142/s0219493722500198","DOIUrl":"https://doi.org/10.1142/s0219493722500198","url":null,"abstract":"In this paper, we analyze a new Ito stochastic differential equation model for untreated human glioblastomas. The model was the best fit of the average growth and variance of 94 pairs of a data set. We show the existence and uniqueness of solutions in the positive spatial domain. When the model is restricted in the finite domain [Formula: see text], we show that the boundary point 0 is unattainable while the point [Formula: see text] is reflecting attainable. We prove there is a unique ergodic stationary distribution for any non-zero noise intensity, and obtain the explicit probability density function for the stationary distribution. By using Brownian bridge, we give a representation of the probability density function of the first passage time when the diffusion process defined by a solution passes the point [Formula: see text] firstly. We carry out numerical studies to illustrate our analysis. Our mathematical and numerical analysis confirms the soundness of our randomization of the deterministic model in that the stochastic model will set down to the deterministic model when the noise intensity approaches zero. We also give physical interpretation of our stochastic model and analysis.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42349027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
On the stability of mean-field stochastic differential equations with irregular expectation functional 具有不规则期望泛函的平均场随机微分方程的稳定性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-03-15 DOI: 10.1142/s0219493722500204
Oussama Elbarrimi
{"title":"On the stability of mean-field stochastic differential equations with irregular expectation functional","authors":"Oussama Elbarrimi","doi":"10.1142/s0219493722500204","DOIUrl":"https://doi.org/10.1142/s0219493722500204","url":null,"abstract":"In this paper, we consider multidimensional mean-field stochastic differential equations where the coefficients depend on the law in the form of a Lebesgue integral with respect to the measure of the solution. Under the pathwise uniqueness property, we establish various strong stability results. As a consequence, we give an application for optimal control of diffusions. Namely, we propose a result on the approximation of the solution associated to a relaxed control.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44272461","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains 有色噪声驱动的FitzHugh–Nagumo方程在无界薄域上的极限行为
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-03-12 DOI: 10.1142/s0219493722400093
Lin Shi, K. Lu, Xiaohu Wang
{"title":"Limiting behavior of FitzHugh–Nagumo equations driven by colored noise on unbounded thin domains","authors":"Lin Shi, K. Lu, Xiaohu Wang","doi":"10.1142/s0219493722400093","DOIUrl":"https://doi.org/10.1142/s0219493722400093","url":null,"abstract":"We investigate the limiting behavior of dynamics of non-autonomous stochastic FitzHugh–Nagumo equations driven by a nonlinear multiplicative colored noise on unbounded thin domains. We first establish the existence and uniqueness of random attractors for the equations on the thin domains and their limit equations. Then, we establish the upper semicontinuity of these attractors when the thin domains collapse into a lower-dimensional unbounded domain.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49551845","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The limit behavior of SEIRS model in spatial grid 空间网格中SEIRS模型的极限行为
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-03-12 DOI: 10.1142/s0219493722400081
Hongjun Gao, Shuaipeng Liu, Yeyu Xiao
{"title":"The limit behavior of SEIRS model in spatial grid","authors":"Hongjun Gao, Shuaipeng Liu, Yeyu Xiao","doi":"10.1142/s0219493722400081","DOIUrl":"https://doi.org/10.1142/s0219493722400081","url":null,"abstract":"In this paper, we study a SEIRS model with Neumann boundary condition for a population distributed in a spatial grid. We first discuss the existence and uniqueness of global positive solution with any given positive initial value. Next, we introduce the basic reproduction number of this model. Then we consider the relation between the system of PDE and the discrete ODE model. Finally, we consider the stochastic model and give two laws of large numbers.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48727975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems 强单调动力系统中可观测混沌的不存在性及其鲁棒性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-03-06 DOI: 10.1142/s0219493722400408
Yi Wang, Jinxiang Yao
{"title":"Nonexistence of observable chaos and its robustness in strongly monotone dynamical systems","authors":"Yi Wang, Jinxiang Yao","doi":"10.1142/s0219493722400408","DOIUrl":"https://doi.org/10.1142/s0219493722400408","url":null,"abstract":"For strongly monotone dynamical systems on a Banach space, we show that the largest Lyapunov exponent λ max > 0 holds on a shy set in the measure-theoretic sense. This exhibits that strongly monotone dynamical systems admit no observable chaos, the notion of which was formulated by L.S. Young. We further show that such phenomenon of no observable chaos is robust under the C 1 -perturbation of the systems.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43171298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations It–Doob随机分数微分方程的最优指标及其平均原理
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-02-25 DOI: 10.1142/s0219493722500186
Wenya Wang, Zhongkai Guo
{"title":"Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations","authors":"Wenya Wang, Zhongkai Guo","doi":"10.1142/s0219493722500186","DOIUrl":"https://doi.org/10.1142/s0219493722500186","url":null,"abstract":"In this paper, a class of Itô–Doob stochastic fractional differential equations (Itô–Doob SFDEs) models are discussed. Using the time scale transformation method, we consider the averaging principle of the transformed equations and establish the relevant results. At the same time, we find that the optimal index for the original Itô–Doob SFDEs can be determined, the selection of such index is similar to the classical stochastic differential equations model.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43631343","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Rate of homogenization for fully-coupled McKean-Vlasov SDEs 全耦合McKean-Vlasov SDEs的匀质率
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-02-15 DOI: 10.1142/s0219493723500132
Zachary Bezemek, K. Spiliopoulos
{"title":"Rate of homogenization for fully-coupled McKean-Vlasov SDEs","authors":"Zachary Bezemek, K. Spiliopoulos","doi":"10.1142/s0219493723500132","DOIUrl":"https://doi.org/10.1142/s0219493723500132","url":null,"abstract":". We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41559762","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Existence of solutions for mean-field integrodifferential equations with delay 具有时滞的平均场积分微分方程解的存在性
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-01-26 DOI: 10.1142/s0219493722500174
M. Dieye, Amadou Diop, M. McKibben
{"title":"Existence of solutions for mean-field integrodifferential equations with delay","authors":"M. Dieye, Amadou Diop, M. McKibben","doi":"10.1142/s0219493722500174","DOIUrl":"https://doi.org/10.1142/s0219493722500174","url":null,"abstract":"In this paper, we study the existence and continuous dependence on coefficients of mild solutions for first-order McKean–Vlasov integrodifferential equations with delay driven by a cylindrical Wiener process using resolvent operator theory and Wasserstein distance. Under the situation that the nonlinear term depends on the probability distribution of the state, the existence and uniqueness of solutions are established. An example illustrating the general results is included.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":"1 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"63840385","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis 具有非凹传染力的Sir流行病随机演化模型:数学建模与分析
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-01-26 DOI: 10.1142/s0219493722500162
A. Lahrouz, A. Settati, M. Jarroudi, H. Mahjour, M. Fatini, M. Merzguioui, A. Tridane
{"title":"A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis","authors":"A. Lahrouz, A. Settati, M. Jarroudi, H. Mahjour, M. Fatini, M. Merzguioui, A. Tridane","doi":"10.1142/s0219493722500162","DOIUrl":"https://doi.org/10.1142/s0219493722500162","url":null,"abstract":"In this paper, we revisit the classical SIR epidemic model by replacing the simple bilinear transmission rate by a nonlinear one. Our results show that in the presence of environmental fluctuations represented by Brownian motion and that mainly act on the transmission rate, the generalized non-concave force of infection adopted here, greatly affects the long-time behavior of the epidemic. Employing the Markov semigroup theory, we prove that the model solutions do not admit a unique stationary distribution but converge to 0 in [Formula: see text]th moment for any [Formula: see text]. Furthermore, we prove that the disease extinguishes asymptotically exponentially with probability 1 without any restriction on the model parameters and we also determine the rate of convergence. This is an unexpected qualitative behavior in comparison with the existing literature where the studied epidemic models have a threshold dynamics behavior. It is also a very surprising behavior regarding the deterministic counterpart that can exhibit a rich qualitative dynamical behaviors such as backward bifurcation and Hopf bifurcation. On the other hand, we show by several numerical simulations that as the intensity of environmental noises becomes sufficiently small, the epidemic tends to persist for a very long time before dying out from the host population. To solve this problem and to be able to manage the pre-extinction period, we construct a new process in terms of the number of infected and recovered individuals which admits a unique invariant stationary distribution. Finally, we discuss the obtained analytical results through a series of numerical simulations.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42915706","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions 具有有界涡度或白噪声初始条件的随机二维旋转欧拉流
IF 1.1 4区 数学
Stochastics and Dynamics Pub Date : 2022-01-26 DOI: 10.1142/s021949372240007x
Hongjun Gao, Xiancheng Gao
{"title":"Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions","authors":"Hongjun Gao, Xiancheng Gao","doi":"10.1142/s021949372240007x","DOIUrl":"https://doi.org/10.1142/s021949372240007x","url":null,"abstract":"In this paper, we consider the stochastic two-dimensional (2D) rotating Euler equations with [Formula: see text] initial conditions and white noise initial conditions, respectively. The existence and uniqueness of the equations with [Formula: see text] vorticity are proved. The stability of [Formula: see text] tending to 0 for [Formula: see text] initial conditions will be proved. At last, the case of white noise initial conditions is considered.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2022-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42986656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信