• Title/Summary/Keyword: local Lipschitz condition

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CONTROLLABILITY FOR SEMILINEAR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH DELAYS IN HILBERT SPACES

  • Kim, Daewook;Jeong, Jin-Mun
    • Journal of the Chungcheong Mathematical Society
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    • v.34 no.4
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    • pp.355-368
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    • 2021
  • In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.

Euler-Maruyama Numerical solution of some stochastic functional differential equations

  • Ahmed, Hamdy M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.1
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    • pp.13-30
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    • 2007
  • In this paper we study the numerical solutions of the stochastic functional differential equations of the following form $$du(x,\;t)\;=\;f(x,\;t,\;u_t)dt\;+\;g(x,\;t,\;u_t)dB(t),\;t\;>\;0$$ with initial data $u(x,\;0)\;=\;u_0(x)\;=\;{\xi}\;{\in}\;L^p_{F_0}\;([-{\tau},0];\;R^n)$. Here $x\;{\in}\;R^n$, ($R^n$ is the ${\nu}\;-\;dimenional$ Euclidean space), $f\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^n,\;g\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^{n{\times}m},\;u(x,\;t)\;{\in}\;R^n$ for each $t,\;u_t\;=\;u(x,\;t\;+\;{\theta})\;:\;-{\tau}\;{\leq}\;{\theta}\;{\leq}\;0\;{\in}\;C([-{\tau},\;0];\;R^n)$, and B(t) is an m-dimensional Brownian motion.

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A COMPARATIVE STUDY BETWEEN CONVERGENCE RESULTS FOR NEWTON'S METHOD

  • Argyros, Ioannis K.;Hilout, Said
    • The Pure and Applied Mathematics
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    • v.15 no.4
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    • pp.365-375
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    • 2008
  • We present a new theorem for the semilocal convergence of Newton's method to a locally unique solution of an equation in a Banach space setting. Under a gamma-type condition we show that we can extend the applicability of Newton's method given in [12]. We also provide a comparative study between results using the classical Newton-Kantorovich conditions ([6], [7], [10]), and the ones using the gamma-type conditions ([12], [13]). Numerical examples are also provided.

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Estimation of error variance in nonparametric regression under a finite sample using ridge regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1223-1232
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    • 2011
  • Tong and Wang's estimator (2005) is a new approach to estimate the error variance using least squares method such that a simple linear regression is asymptotically derived from Rice's lag- estimator (1984). Their estimator highly depends on the setting of a regressor and weights in small sample sizes. In this article, we propose a new approach via a local quadratic approximation to set regressors in a small sample case. We estimate the error variance as the intercept using a ridge regression because the regressors have the problem of multicollinearity. From the small simulation study, the performance of our approach with some existing methods is better in small sample cases and comparable in large cases. More research is required on unequally spaced points.

HYERS-ULAM STABILITY OF FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM IMPULSE

  • Dumitru Baleanu;Banupriya Kandasamy;Ramkumar Kasinathan;Ravikumar Kasinathan;Varshini Sandrasekaran
    • Communications of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.967-982
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    • 2023
  • The goal of this study is to derive a class of random impulsive non-local fractional stochastic differential equations with finite delay that are of Caputo-type. Through certain constraints, the existence of the mild solution of the aforementioned system are acquired by Kransnoselskii's fixed point theorem. Furthermore through Ito isometry and Gronwall's inequality, the Hyers-Ulam stability of the reckoned system is evaluated using Lipschitz condition.

DNA Watermarking Method based on Random Codon Circular Code (랜덤 코돈 원형 부호 기반의 DNA 워터마킹)

  • Lee, Suk-Hwan;Kwon, Seong-Geun;Kwon, Ki-Ryong
    • Journal of Korea Multimedia Society
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    • v.16 no.3
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    • pp.318-329
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    • 2013
  • This paper proposes a DNA watermarking method for the privacy protection and the prevention of illegal copy. The proposed method allocates codons to random circular angles by using random mapping table and selects triplet codons for embedding target with the help of the Lipschitz regularity value of local modulus maxima of codon circular angles. Then the watermark is embedded into circular angles of triplet codons without changing the codes of amino acids in a DNA. The length and location of target triplet codons depend on the random mapping table for 64 codons that includes start and stop codons. This table is used as the watermark key and can be applied on any codon sequence regardless of the length of sequence. If this table is unknown, it is very difficult to detect the length and location of them for extracting the watermark. We evaluated our method and DNA-crypt watermarking of Heider method on the condition of similar capacity. From evaluation results, we verified that our method has lower base changing rate than DNA-crypt and has lower bit error rate on point mutation and insertions/deletions than DNA-crypt. Furthermore, we verified that the entropy of random mapping table and the locaton of triplet codons is high, meaning that the watermark security has high level.