搜索结果: 1-8 共查到“偏微分方程 driven”相关记录8条 . 查询时间(0.109 秒)
Compressible fluid flows driven by stochastic forcing
stochastic Navier-Stokes equations compressible fluid random driving force
2012/6/21
We consider the Navier-Stokes system describing the motion of a compressible barotropic fluid driven by stochastic external forces. Our approach is semi-deterministic, based on solving the system for ...
Fluid accumulation in thin-film flows driven by surface tension and gravity (I): Rigorous analysis of a drainage equation
Fluid accumulation surface tension and gravity drainage equation
2011/9/23
Abstract: We derive a boundary layer equation describing accumulation regions within a thin-film approximation framework where gravity and surface tension balance. As part of the analysis of this prob...
Stability of strategies in payoff-driven evolutionary games on networks
networks payoff-driven evolutionary games strategies
2011/7/6
We consider a network of coupled agents playing the Prisoner's Dilemma game, in which players are allowed to pick a strategy in the interval [0,1], with 0 corresponding to defection, 1 to cooperation,...
Ratchet effect on a relativistic particle driven by external forces
Ratchet effect relativistic particle driven
2011/7/6
We study the ratchet effect of a damped relativistic particle driven by both asymmetric temporal bi-harmonic and time-periodic piecewise constant forces. This system can be formally solved for any ex...
High order weak approximation schemes for Lévy-driven SDEs
Levy-driven stochastic di erential equation Euler scheme
2011/2/28
We propose new jump-adapted weak approximation schemes for stochas-tic di erential equations driven by pure-jump Levy processes.
Well-balanced Levy Driven Ornstein-Uhlenbeck Processes
semimartingale Ornstein-Uhlenbeck process Levy process in nitely divisible distribution
2011/1/18
In this paper we introduce the well-balanced Levy driven Ornstein-Uhlenbeck process as a moving average process of the form Xt = R exp(jtuj)dLu.
Stability of stochastic differential equations driven by variants of stable processes
Stability of stochastic differential equations variants of stable processes
2010/12/14
In this paper we investigate two variants of stable processes, namely tempered stable sub-
ordinators and modified tempered stable process as well as their renormalization. We study
the weak converg...
On zero-sum Stochastic Differential Games with Jump-Diffusion driven state: A viscosity solution framework
Stochastic differential games L´ evy processes dynamic programming
2010/12/13
A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certai...