Stochastic fluid dynamics extends classical fluid mechanics by incorporating randomness and uncertainty directly into the governing equations. This approach utilises stochastic differential equations ...
The study of stochastic differential equations (SDEs) has long been a cornerstone in the modelling of complex systems affected by randomness. In recent years, the extension to G-Brownian motion has ...
ABSTRACT: This paper investigates the relative controllability problem of semilinear stochastic integro-differential systems with a variable delay in control. Under suitable conditions, it is shown ...
This repository contains Python scripts that implement solutions to backward stochastic differential equations (BSDEs) for several high-dimensional partial differential equations using PyTorch. We ...
Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
The main aim of this paper is to develop some basic theories of neutral stochastic functional differential equations (NSFDEs). Firstly, we establish a local existenceuniqueness theorem under the local ...
Mining-induced ground subsidence is a commonly observed geo-hazard that leads to loss of life, property damage, and economic disruption. Monitoring subsidence over time is essential for predicting ...
Abstract: Ultra-short-term probabilistic wind power forecasting provides paramount uncertainty information for power system real-time operation. However, the stochastic dynamics of wind power ...
Abstract: This paper focuses on the performance analysis of time-varying fading channels, introducing a new general metric called fade duration. Fade duration measures the time during which a signal ...