Articles with "stochastic delay" as a keyword



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A Legendre-based computational method for solving a class of Itô stochastic delay differential equations

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Published in 2018 at "Numerical Algorithms"

DOI: 10.1007/s11075-018-0526-y

Abstract: This paper provides a numerical method for solving a class of Itô stochastic delay differential equations (SDDEs). The method’s novelty is its use of the spectral collocation approach using Legendre polynomials for solving SDDEs. We… read more here.

Keywords: solving class; method solving; stochastic delay; class stochastic ... See more keywords
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Strong convergence of the split-step theta method for neutral stochastic delay differential equations ☆

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Published in 2017 at "Applied Numerical Mathematics"

DOI: 10.1016/j.apnum.2017.05.008

Abstract: Abstract Neutral stochastic delay differential equations often appear in various fields of science and engineering. The aim of this article is to investigate the strong convergence of the split-step theta (SST) method for the neutral… read more here.

Keywords: stochastic delay; neutral stochastic; delay; differential equations ... See more keywords
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The TVICMs method for weak signal detection based on a nonlinear stochastic delay differential system

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Published in 2020 at "International Journal of Non-linear Mechanics"

DOI: 10.1016/j.ijnonlinmec.2020.103557

Abstract: Abstract A nonlinear stochastic delay differential system with symmetry SD oscillator is investigated to detect weak signal. Firstly, the stochastic Melnikov function and the chaos threshold are obtained by using the stochastic mean square criterion.… read more here.

Keywords: nonlinear stochastic; system; stochastic delay; weak signal ... See more keywords
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Dynamic analysis of stochastic delay mutualistic system of leaf-cutter ants with stage structure and their fungus garden

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Published in 2022 at "Journal of Biological Dynamics"

DOI: 10.1080/17513758.2022.2099590

Abstract: In this paper, we propose a stochastic delay mutualistic model of leaf-cutter ants with stage structure and their fungus garden, in which we explore how the discrete delay and white noise affect the dynamic of… read more here.

Keywords: stochastic delay; leaf cutter; cutter ants; ants stage ... See more keywords
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Invariant measures of fractional stochastic delay reaction–diffusion equations on unbounded domains

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Published in 2021 at "Nonlinearity"

DOI: 10.1088/1361-6544/ac0125

Abstract: In this paper, existence of invariant measure is mainly investigated for a fractional stochastic delay reaction–diffusion equation defined on unbounded domains. We first establish the mean-square uniform smallness of the tails of the solutions in… read more here.

Keywords: delay reaction; unbounded domains; stochastic delay; fractional stochastic ... See more keywords
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Equilibrium stochastic delay processes

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Published in 2022 at "New Journal of Physics"

DOI: 10.1088/1367-2630/ac4b91

Abstract: Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is available for… read more here.

Keywords: time; equilibrium stochastic; stochastic delay; delay processes ... See more keywords
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Stochastic Delay Cost Functions to Estimate Delay Propagation Under Uncertainty

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Published in 2022 at "IEEE Access"

DOI: 10.1109/access.2022.3152570

Abstract: We provide a mathematical formulation of flight-specific delay cost functions that enables a detailed tactical consideration of how a given flight delay will interact with all downstream constraints in the respective aircraft rotation. These functions… read more here.

Keywords: delay propagation; cost functions; stochastic delay; delay cost ... See more keywords
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Stochastic Delay Guarantee of Wireless Dual-Hop Networks With Interference-Limited Relay

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Published in 2021 at "IEEE Wireless Communications Letters"

DOI: 10.1109/lwc.2020.3020905

Abstract: In the interference-limited communication scenarios, the interference impairs the data transmission and further degrades the delay performance. In this letter, the stochastic delay guarantee for a wireless dual-hop network with an interference-limited relay is investigated.… read more here.

Keywords: delay guarantee; stochastic delay; interference limited; interference ... See more keywords
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Cluster Synchronization for Neutral Stochastic Delay Networks via Intermittent Adaptive Control

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Published in 2019 at "IEEE Transactions on Neural Networks and Learning Systems"

DOI: 10.1109/tnnls.2018.2890269

Abstract: This paper studies the problem of cluster synchronization at exponential rates in both the mean square and almost sure senses for neutral stochastic coupled neural networks with time-varying delay via a periodically intermittent pinning adaptive… read more here.

Keywords: stochastic delay; adaptive control; delay; neutral stochastic ... See more keywords
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The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching

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Published in 2019 at "International Journal of Computational Methods"

DOI: 10.1142/s0219876219500142

Abstract: A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to investigate the convergence and stability properties of partially truncated Euler–Maruyama… read more here.

Keywords: stochastic delay; differential equations; partially truncated; delay differential ... See more keywords