Zobrazeno 1 - 10
of 612
pro vyhledávání: '"34F05"'
Understanding the interactions between the El Nino-Southern Oscillation (ENSO) and the Madden-Julian Oscillation (MJO) is essential to studying climate variabilities and predicting extreme weather events. Here, we develop a stochastic conceptual mode
Externí odkaz:
http://arxiv.org/abs/2411.05264
We explore Fermi's Paradox via a system of differential equations and using simulations of dispersal and interactions between competing interplanetary civilizations. To quantify the resources and potentials of these worlds, three different state vari
Externí odkaz:
http://arxiv.org/abs/2411.00061
Autor:
Scheutzow, Michael, Grinfeld, Michael
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under noise.
Comment: 26 pages
Comment: 26 pages
Externí odkaz:
http://arxiv.org/abs/2410.22207
In this paper we systematically investigate the stochastic bifurcations of both ergodic stationary measures and global dynamics for stochastic Kolmogorov differential systems, which relate closely to the change of the sign of Lyapunov exponents. It i
Externí odkaz:
http://arxiv.org/abs/2408.01560
Autor:
Schötz, Christof
We study nonparametric estimation in dynamical systems described by ordinary differential equations (ODEs). Specifically, we focus on estimating the unknown function $f \colon \mathbb{R}^d \to \mathbb{R}^d$ that governs the system dynamics through th
Externí odkaz:
http://arxiv.org/abs/2407.14989
Autor:
Li, Hao, Wang, Yuqian
High-order uncertain differential equation (HUDE) was introduced in literature. But the present method to solve a HUDE is incorrect. In this paper, we will rigorously prove some comparion theorems of high-order differential equations, and present a m
Externí odkaz:
http://arxiv.org/abs/2407.03017
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the first-order resp
Externí odkaz:
http://arxiv.org/abs/2405.10236
In this paper we consider adaptive deep neural network approximation for stochastic dynamical systems. Based on the Liouville equation associated with the stochastic dynamical systems, a new temporal KRnet (tKRnet) is proposed to approximate the prob
Externí odkaz:
http://arxiv.org/abs/2405.02810
Autor:
Bot, Radu Ioan, Schindler, Chiara
In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction term. We
Externí odkaz:
http://arxiv.org/abs/2404.17986
In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapunov function such that the origin of the multivariate geometric Brownia
Externí odkaz:
http://arxiv.org/abs/2403.16765