The aim of this paper is to establish a connecting thread through the probabilistic concepts of pth-moment Lyapunov exponents, the integral averaging method, and Hale’s reduction approach for delay dynamical systems. We demonstrate this connection by studying the stability of perturbed deterministic and stochastic differential equations with fixed time delays in the displacement and derivative ...

We analyze a piecewise deterministic PDE consisting of the diffusion equation on a finite interval Ω with randomly switching boundary conditions and diffusion coefficient. We proceed by spatially discretizing the diffusion equation using finite differences and constructing the Chapman–Kolmogorov (CK) equation for the resulting finite-dimensional stochastic hybrid system. We show how the CK equa...

A complete set of boundary conditions for Grad’s 13 moment equations is derived from Maxwell’s boundary conditions for the Boltzmann equation. The equations are solved for plane Couette flow. The results exhibit temperature jump and slip, and agree well with DSMC calculations for Knudsen numbers Kn ≤ 0.1. Nonlinear effects lead to unphysical results at larger Knudsen numbers, and for very fast ...

An asymptotic-induced scheme for kinetic semiconductor equations with the diiusion scaling is developed. The scheme is based on the asymptotic analysis of the kinetic semiconductor equation. It works uniformly for all ranges of mean free paths. The velocity discretization is done using quadrature points equivalent to a moment expansion method. Numerical results for diierent physical situations ...

In this paper the variational Bayesian approximation for partially observed continuous time stochastic processes is studied. We derive an EM-like algorithm and give its implementations. The variational Expectation step is explicitly solved using the method of conditional moment generating functions and stochastic partial differential equations. The numerical experiments demonstrate that the var...

In this article, we study the existence and asymptotic stability in pth moment of mild solutions to second order neutral stochastic partial differential equations with delay. Our method of investigating the stability of solutions is based on fixed point theorem and Lipchitz conditions being imposed.

In this paper the variational Bayesian approximation for partially observed continuous time stochastic processes is studied. We derive an EM-like algorithm and describe its implementation. The variational Expectation step is explicitly solved using the method of conditional moment generating functions and stochastic partial differential equations. The numerical experiments demonstrate that the ...

How should we model evolution in spatially structured populations? Here, I review an evolutionary ecology approach based on the technique of spatial moment equations. I first provide a mathematical underpinning to the derivation of equations for the densities of various spatial configurations in network-based models. I then show how this spatial ecological framework can be coupled with an adapt...

The convection-radiation effects in thermal fluid flows are studied based on the Lattice Boltzmann method. Nine-velocity flow and temperature distributions are used to obtain the mass, momentum and energy equations in thermal incompressible flows by studying equivalent moment systems. The radiative heat flux in the energy equation is obtained using the discrete-ordinates solution of the radiati...

We consider the problem of minimizing a polynomial over a semialgebraic set defined by polynomial equations and inequalities, which is NP-hard in general. Hierarchies of semidefinite relaxations have been proposed in the literature, involving positive semidefinite moment matrices and the dual theory of sums of squares of polynomials. We present these hierarchies of approximations and their main...