In this paper, a stochastic Hantavirus infection model is constructed. The existence, uniqueness, and boundedness of the positive solution are derived. conditions for extinction from system obtained. Furthermore, criteria presence unique ergodic stationary distribution established using suitable Lyapunov function. Finally, importance environmental noise in illustrated Milstein method.

Hybrid hybridomas (also termed quadromas or tetradomas) are man-made cell lines that secrete bispecific antibodies (bsAb) with two different specificities being able to crosslink two distinct molecules. Such antibodies do not occur in nature and have been originally developed to improve immunohistochemical staining procedures and immunoassays (Milstein and Cuello 1983; Suresh et al. 1986). Inte...

We consider stability properties of a class of adaptive time-stepping schemes based upon the Milstein method for stochastic differential equations with a single scalar forcing. In particular we focus upon mean-square stability for a class of linear test problems with multiplicative noise. We demonstrate that highly desirable stability properties can be induced in the numerical solution by the u...

In this paper the derivation of the second differentiation of a general yield surface implicit time stepping method along with its consistent elastic-plastic modulus is studied. Moreover, the explicit, trapezoidal implicit and fully implicit time stepping schemes are compared in rate-dependant plasticity. It is shown that implementing fully implicit time stepping scheme in rate-dependant plasti...

We study discrete-time simulation schemes for stochastic Volterra equations, namely the Euler and Milstein schemes, corresponding Multilevel Monte-Carlo method. By using adapting some results from Zhang (2008), together with Garsia–Rodemich–Rumsey lemma, we obtain convergence rates of scheme under supremum norm. then apply these to approximate expectation functionals such equations by (Multilev...

In this paper, we study a reducible method which is called linearization(Linear-transform) for some non-linear stochastic differential equations (SDEs) to linear by using the Ito-integrated formula. And then finding their analytic solution, compare obtained solution nonlinear SDEs with approximate numerical (Euler -Maruyama and Milstein) Methods.

Semi-contraction is a withdrawal operation defined by Fermé in “On the logic of theory change: Contraction without recovery.” In this paper we propose: (1) an axiomatic characterization of semi-contraction; (2) an alternative construction for semi-contraction based on semi-saturatable sets, inspired by Levi’s saturatable sets; (3) a special kind of semi-contraction that satisfies the Lindström ...

Let us suppose G is right-multiply prime. Is it possible to extend hulls? We show that every semi-Gaussian subalgebra is measurable. It is not yet known whether Y 6= ∞, although [31] does address the issue of invertibility. Here, admissibility is clearly a concern.