• 제목/요약/키워드: local Lipschitz condition

검색결과 17건 처리시간 0.018초

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

  • Kim, Daewook;Jeong, Jin-Mun
    • 충청수학회지
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    • 제34권4호
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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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    • 제11권1호
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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
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제15권4호
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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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    • 제22권6호
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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
    • 대한수학회논문집
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    • 제38권3호
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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.

MATHEMATICAL ANALYSIS OF CONTACT PROBLEM WITH DAMPED RESPONSE OF AN ELECTRO-VISCOELASTIC ROD

  • LAHCEN OUMOUACHA;YOUSSEF MANDYLY;RACHID FAKHAR;EL HASSAN BENKHIRA
    • Journal of applied mathematics & informatics
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    • 제42권2호
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    • pp.305-320
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    • 2024
  • We consider a mathematical model which describes the quasistatic contact of electro-viscoelastic rod with an obstacle. We use a modified Kelvin-Voigt viscoelastic constitutive law in which the elasticity operator is nonlinear and locally Lipschitz continuous, taking into account the piezoelectric effect of the material. We model the contact with a general damped response condition. We establish a local existence and uniqueness result of the solution by using arguments of time-dependent nonlinear equations and Schauder's fixed-point theorem and obtain a global existence for small enough data.

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

  • 이석환;권성근;권기룡
    • 한국멀티미디어학회논문지
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    • 제16권3호
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    • pp.318-329
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    • 2013
  • 본 논문에서는 DNA 시퀀스의 불법 복제 및 변이 방지를 위한 DNA 워터마킹 기법을 제안한다. 제안한 DNA 워터마킹은 랜덤 맵핑 테이블에 의하여 코돈들을 랜덤 원형 각도로 수치화한 다음, 웨이블릿 국부계수 최대치의 Lipscihtz regularity 상수에 의하여 삽입 대상 코돈들을 탐색한다. 워터마크 삽입과정에서 DNA의 아미노산 코드가 변경되지 않도록 하기위하여 삼중 코돈들의 랜덤 코돈 원형 각도에 워크마크를 삽입한다. 삽입 대상 코돈들의 길이와 위치는 랜덤 맵핑 테이블에 의존하므로, 이 테이블을 알지 못할 경우, 워터마크 추출이 어렵다. 그리고 제안한 방법은 다양한 길이의 DNA 서열에 64개 코돈(종료, 개시 코돈포함)들의 랜덤 맵핑 테이블을 적용함으로써 동일한 길이의 워터마크 키를 적용한다. 본 실험에서는 랜덤 맵핑 테이블과 삽입 위치의 높은 엔트로피를 통하여 워터마크의 보안성을 확인하였다. 또한 기존의 DNA-Crypt 워터마킹과의 유사한 용량 하에서 제안한 방법이 낮은 염기 변화율을 가지며, 포인트 변이, 삽입 및 삭제 변이에 대하여 낮은 에러률를 가지며, ROC 분석을 통하여 우수한 검출 능력을 가짐을 확인하였다.