924 resultados para Stochastic differential equation with hysteresis
Resumo:
This paper investigates stability and asymptotic properties of the error with respect to its nominal version of a nonlinear time-varying perturbed functional differential system subject to point, finite-distributed, and Volterra-type distributed delays associated with linear dynamics together with a class of nonlinear delayed dynamics. The boundedness of the error and its asymptotic convergence to zero are investigated with the results being obtained based on the Hyers-Ulam-Rassias analysis.
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For some species, hereditary factors have great effects on their population evolution, which can be described by the well-known Volterra model. A model developed is investigated in this article, considering the seasonal variation of the environment, where the diffusive effect of the population is also considered. The main approaches employed here are the upper-lower solution method and the monotone iteration technique. The results show that whether the species dies out or not depends on the relations among the birth rate, the death rate, the competition rate, the diffusivity and the hereditary effects. The evolution of the population may show asymptotic periodicity, provided a certain condition is satisfied for the above factors. (c) 2006 Elsevier Ltd. All rights reserved.
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The main aim of this paper is to investigate the effects of the impulse and time delay on a type of parabolic equations. In view of the characteristics of the equation, a particular iteration scheme is adopted. The results show that Under certain conditions on the coefficients of the equation and the impulse, the solution oscillates in a particular manner-called "asymptotic weighted-periodicity".
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Gough, John, (2004) 'Holevo-Ordering and the Continuous-Time Limit for Open Floquet Dynamics', Letters in Mathematical Physcis 67(3) pp.207-221 RAE2008
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Plakhov, A.Y.; Cruz, P., (2004) 'A stochastic approximation algorithm with step size adaptation', Journal of Mathematical Science 120(1) pp.964-973 RAE2008
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A novel method that combines shape-based object recognition and image segmentation is proposed for shape retrieval from images. Given a shape prior represented in a multi-scale curvature form, the proposed method identifies the target objects in images by grouping oversegmented image regions. The problem is formulated in a unified probabilistic framework and solved by a stochastic Markov Chain Monte Carlo (MCMC) mechanism. By this means, object segmentation and recognition are accomplished simultaneously. Within each sampling move during the simulation process,probabilistic region grouping operations are influenced by both the image information and the shape similarity constraint. The latter constraint is measured by a partial shape matching process. A generalized parallel algorithm by Barbu and Zhu,combined with a large sampling jump and other implementation improvements, greatly speeds up the overall stochastic process. The proposed method supports the segmentation and recognition of multiple occluded objects in images. Experimental results are provided for both synthetic and real images.
Resumo:
The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.