We establish the convergence of a stochastic global optimization algorithm for general non-convex, smooth functions. The algorithm follows the trajectory of an appropriately defined stochastic differential equation (SDE). In order to achieve feasibility of the trajectorywe introduce information from the Lagrangemultipliers into the SDE. The analysis is performed in two steps. We first give a ch...

This paper is an attempt to raise awareness about the similarities between the efforts of the software development environment (SDE) community and the electronic computer-aided design (CAD) framework community. Apparently, SDE and CAD engineers are not aware of what is happening in each other's fields, yet cross-pollenization of efforts would assist progress. Both communities are addressing the...

Connections between a "SDE decomposition" to other frameworks constructing landscape in non-equilibrium processes were discussed by Zhou and Li [J. Chem. Phys. 144, 094109 (2016)]. It was speculated that the SDE decomposition would not be generally unique. In this comment, we demonstrate both mathematically and physically that the speculation is incorrect and the uniqueness is guaranteed under ...

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the proposed fuzzy arithmetic in [2] is used as a tool to handle Fuzzy Stochastic Differential Equation (FSDE). In particular, a system of Ito stochastic diff...

We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one-dimensional, time-homogeneous stochastic differential equation (SDE). The proof relies on both analytic and probabilistic arguments and it is based on a contradict...

Automated support such as the one provided by Software Development Environments (SDEs) is a key requirement for the systematization of large-scale component-based software development. However, to provide a Component-Based SDE, adequate software development process, methods and tools that consider Component-Based Development (CBD) activities must be previously defined. Moreover, CBD can be a hi...