Zobrazeno 1 - 10
of 779
pro vyhledávání: '"37H10"'
The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness $\frac{1}{3}< \alpha \leq \frac{1}{2}$; (ii) geometric rough paths with roughness $0< \alpha \leq 1$; (iii) branched rough
Externí odkaz:
http://arxiv.org/abs/2412.16479
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a priori bounds f
Externí odkaz:
http://arxiv.org/abs/2411.04590
Autor:
Zhang, Xinze, Li, Yong
This paper investigates the Onsager-Machlup functional of stochastic lattice dynamical systems (SLDSs) driven by time-varying noise. We extend the Onsager-Machlup functional from finite-dimensional to infinite-dimensional systems, and from constant t
Externí odkaz:
http://arxiv.org/abs/2408.08465
Autor:
Sumi, Hiroki
This paper deals with random dynamical systems of polynomial automorphisms (complex generalized H\'{e}non maps and their conjugate maps) of $\Bbb{C}^{2}.$ We show that a generic random dynamical system of polynomial automorphisms has ``mean stablity'
Externí odkaz:
http://arxiv.org/abs/2408.03577
Autor:
Tretyakov, M. V.
It is proposed to use stochastic differential equations with state-dependent switching rates (SDEwS) for sampling from finite mixture distributions. An Euler scheme with constant time step for SDEwS is considered. It is shown that the scheme converge
Externí odkaz:
http://arxiv.org/abs/2407.13389
Autor:
Zhang, Xinze, Li, Yong
This paper is devoted to studying the Onsager-Machlup functional for stochastic differential equations with time-varying noise of the {\alpha}-H\"older, 0<{\alpha}<1/4, dXt =f(t,Xt)dt+g(t)dWt. Our study focuses on scenarios where the diffusion coeffi
Externí odkaz:
http://arxiv.org/abs/2407.04290
We analyze the convergence properties of gradient descent algorithms on Riemannian manifolds. We study randomization of the tangent space directions of Riemannian gradient flows for minimizing smooth cost functions (of Morse--Bott type) to obtain con
Externí odkaz:
http://arxiv.org/abs/2405.12039
We derive and analyze numerical methods for weak approximation of underdamped (kinetic) Langevin dynamics in bounded domains. First-order methods are based on an Euler-type scheme interlaced with collisions with the boundary. To achieve second order,
Externí odkaz:
http://arxiv.org/abs/2404.16584
We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable functions. I
Externí odkaz:
http://arxiv.org/abs/2403.03430
Autor:
Baxendale, Peter H.
This paper considers the effect of additive white noise on the normal form for the supercritical Hopf bifurcation in 2 dimensions. The main results involve the asymptotic behavior of the top Lyapunov exponent lambda associated with this random dynami
Externí odkaz:
http://arxiv.org/abs/2312.03962