نتایج جستجو برای: Neutral stochastic delay differential equations

تعداد نتایج: 768659  

Journal: :caspian journal of mathematical sciences 2012
a. gokdogan m. merdan a. yildirim

in this article differential transformation method (dtms) has been used to solve neutral functional-differential equations with proportional delays. the method can simply be applied to many linear and nonlinear problems and is capable of reducing the size of computational work while still providing the series solution with fast convergence rate. exact solutions can also be obtained from the kno...

Journal: :caspian journal of mathematical sciences 0
a. gokdogan m. merdan a. yildirim

in this article differential transformation method (dtms) has been used to solve neutral functional-differential equations with proportional delays. the method can simply be applied to many linear and nonlinear problems and is capable of reducing the size of computational work while still providing the series solution with fast convergence rate. exact solutions can also be obtained from the kno...

2015
Diem Dang Hongjun Gao

Abstract: The current paper is concerned with the controllability of nonlocal secondorder impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a ne...

Journal: :Journal of Computational and Applied Mathematics 2017

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علوم پایه دامغان 1389

in this thesis, ‎‎using‎‎ ‎concept‎s‎ ‎of‎ ‎wavelet‎s‎ ‎theory ‎‎‎som‎e‎ ‎methods‎‎ ‎of‎ ‎th‎e ‎solving‎‎ ‎optimal‎‎ ‎‎con‎tr‎ol‎ problems ‎(ocps)‎‎. ‎g‎overned by time-delay systems is investigated. ‎th‎is‎ thesis contains ‎tw‎o parts. ‎‎first, the method of obtaining ‎o‎f ‎the‎ ‎‎ocps‎ in time delay systems by linear legendre multiwavelets is ‎ ‎presented‎.‎‎‎‎ the main advantage of the meth...

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered‎. ‎The coefficients are assumed to have linear growth‎. ‎We do not impose coercivity conditions on coefficients‎. ‎A novel method of proof for establishing existence and uniqueness of the mild solution is proposed‎. ‎Examples on stochastic partial differentia...

Journal: :Journal of Mathematical Analysis and Applications 2007

Journal: :International Journal of Robust and Nonlinear Control 2021

In this article, we study the -stability in qth moment (.s.q.m) of hybrid neutral stochastic differential equations with infinite delay (HNSDEID) using Lyapunov techniques and method M-matrix. Finally, apply main result to some examples.

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