Non-explosion by Stratonovich noise for ODEs
نویسندگان
چکیده
منابع مشابه
Stabilisation of linear PDEs by Stratonovich noise
Some results concerning the stability of stochastic linear partial differential equations in the sense of Stratonovich are proved. The main result ensures that a deterministic linear PDE can be stabilised by adding a suitable Stratonovich noise provided that the linear partial differential operator has negative trace.
متن کاملInternal stabilization of the Oseen-Stokes equations by Stratonovich noise
(1) ∂X ∂t − ν∆X + (f · ∇)X + (X · ∇)g = ∇p in (0,∞)×O, ∇ ·X = 0 in (0,∞)×O, X(0, ξ) = x(t), ξ ∈ O, X = 0 on (0,∞)× ∂O. Here, O is an open and bounded subset of R, d = 2, 3, with smooth boundary ∂O and f, g ∈ C2(O;Rd) are given functions. In the special case g ≡ 0, system (1) describes the dynamic of a fluid Stokes flow with partial inclusion of convection acceleration (f ·∇)X (X is the velocity...
متن کاملItô versus Stratonovich white-noise limits for systems with inertia and colored multiplicative noise.
We consider the dynamics of systems in the presence of inertia and colored multiplicative noise. We study the limit where the particle relaxation time and the correlation time of the noise both tend to zero. We show that the limiting equation for the particle position depends on the magnitude of the particle relaxation time relative to the noise correlation time. In particular, the limiting equ...
متن کاملNon-auditory Effects Caused by Environmental Noise Pollution
Noise pollution is one of the prominent environmental problems affecting human health especially in developing countries. The impacts of noise on health should not be underestimated. Exposure to acoustical stimuli impairs not only the function of auditory system but also that of many other systems of human body. Previous investigations revealed that noise exposure could result in sleep disturba...
متن کاملNon-negative solutions of ODEs
This paper discusses procedures for enforcing non-negativity in a range of codes for solving ordinary differential equations (ODEs). This codes implement both one-step and multistep methods, all of which use continuous extensions and have event finding capabilities. Examples are given. 2005 Published by Elsevier Inc.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2020
ISSN: 1083-589X
DOI: 10.1214/20-ecp347