The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying 1021 –
1040 of
1233
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of asymptotic decay. For exponential decay, they are easily resolvable numerically. The analytical method is based on construction of a Lyapunov functional (asymptotic decay) and a forward-backward estimate for the square mean (exponential decay).
We propose and analyze a mathematical model of hematopoietic stem cell dynamics. This model takes
into account a finite number of stages in blood production, characterized by cell maturity levels,
which enhance the difference, in the hematopoiesis process, between dividing cells that
differentiate (by going to the next stage) and dividing cells that keep the same maturity level (by
staying in the same stage). It is described by a system of n nonlinear differential equations
with n delays. We study...
We consider a differential equation with a random rapidly varying coefficient. The random coefficient is a gaussian process with slowly decaying correlations and compete with a periodic component. In the asymptotic framework corresponding to the separation of scales present in the problem, we prove that the solution of the differential equation converges in distribution to the solution of a stochastic differential equation driven by a classical brownian motion in some cases, by a fractional brownian...
We consider a differential equation with a random rapidly varying coefficient.
The random coefficient is a
Gaussian process with slowly decaying correlations and compete with a periodic component. In the
asymptotic framework corresponding to the separation of scales present in the
problem, we prove that the solution of the differential equation
converges in distribution to the solution of a stochastic differential equation
driven by a classical Brownian motion in some cases, by a fractional Brownian
motion...
In the setting of a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution equations ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0, where ∇ϕ is the gradient operator of a convex differentiable potential function ϕ: ,A: is a maximal monotone operator which is assumed to beλ-cocoercive, and γ > 0 is a damping parameter. Potential and non-potential effects are associated respectively to ∇ϕ and A. Under condition...
In the setting of
a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution
equations
ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0,
where ∇ϕ is the gradient operator of a convex
differentiable potential function
ϕ : , A : is a maximal monotone operator which is assumed to be
λ-cocoercive, and γ > 0 is a damping parameter.
Potential and non-potential effects are associated respectively to
∇ϕ and A. Under condition...
Currently displaying 1021 –
1040 of
1233