A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes (obstacles or heterogeneities), together with random dynamical boundary condi...

We define two models of hysteresis that generalize the Preisach model. The first model is deterministic, the second model is stochastic and it utilizes discontinuous transition probabilities that satisfy impulsive differential equations. For the first model we prove, among other things, a local version of the "wiping out" property; for the stochastic model, we give methods for the construction ...

In this paper a control problem for a controlled linear stochastic equation in a Hilbert space and an exponential quadratic cost functional of the state and the control is formulated and solved. The stochastic equation can model a variety of stochastic partial differential equations with the control restricted to the boundary or to discrete points in the domain. The solution method does not req...

Mathematical modeling of technical applications often yields systems of differential algebraic equations. Uncertainties of physical parameters can be considered by the introduction of random variables. A corresponding uncertainty quantification requires one to solve the stochastic model. We focus on semiexplicit systems of nonlinear differential algebraic equations with index 1. The stochastic ...

  Performance evaluation of universities is an important issue between researchers. Classic data envelopment analysis (DEA) models with deterministic data have been used by many authors to measure efficiency of universities in different countries. However, DEA with stochastic data are, rarely used to measure efficiency of universities. In this paper, input oriented model in stochastic data env...

We study the spreading of calcium-induced calcium release with the stochastic DeYoung-Keizer-model of the inositol 1,4,5-trisphosphate receptor channel. The model shows a transition from isolated release events to steadily propagating waves with increasing IP3 concentration. A state--stochastic backfiring--was found in the regime of steady propagation. The model can be reduced by an adiabatic e...

We introduce a new approach to model the behavior of neuronal signal transduction networks using stochastic differential equations. We present first a mathematical formulation for a stochastic model of protein kinase C pathway. Different kinds of numerical integration methods, including the explicit and implicit Euler–Maruyama methods, are used to solve the Itô form of the stochastic model. Sto...