3 resultados para Stochastic differential equation with hysteresis

em Universidade Complutense de Madrid


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We prove global existence of nonnegative solutions to the one dimensional degenerate parabolic problems containing a singular term. We also show the global quenching phenomena for L1 initial datums. Moreover, the free boundary problem is considered in this paper.

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This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

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We analyze the behavior of solutions of the Poisson equation with homogeneous Neumann boundary conditions in a two-dimensional thin domain which presents locally periodic oscillations at the boundary. The oscillations are such that both the amplitude and period of the oscillations may vary in space. We obtain the homogenized limit problem and a corrector result by extending the unfolding operator method to the case of locally periodic media.