Stability of numerical method for semi-linear stochastic pantograph differential equations

Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results

SAID-BALL POLYNOMIALS FOR SOLVING LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

Said-Ball polynomials with collocation method are used to numerically solve a system of linear ordinary differential equations. The matrix forms of Said-Ball polynomials of the solution, derivatives, and conditions are done. The linear system of ordinary differential equations with appropriate conditions is reduced to the linear algebraic equations system with unknown Said-Ball coefficients. Solving the resulting system determines the coefficients of Said-Ball polynomials. By Substituting these values in the polynomial, we get the problem\u27s exact and approximate solutions. The obtaining numerical results show the proposed method\u27s accuracy and reliability when compared with the other works and exact solution

Essays in Problems in Sequential Decisions and Large-Scale Randomized Algorithms

In the first part of this dissertation, we consider two problems in sequential decision making. The first problem we consider is sequential selection of a monotone subsequence from a random permutation. We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length $n$. The second problem we consider deals with the multiplicative relaxation or constriction of the classical problem of the number of records in a sequence of $n$ independent and identically distributed observations. In the relaxed case, we find a central limit theorem (CLT) with a different normalization than Renyi\u27s classical CLT, and in the constricted case we find convergence in distribution to an unbounded random variable. In the second part of this dissertation, we put forward two large-scale randomized algorithms. We propose a two-step sensing scheme for the low-rank matrix recovery problem which requires far less storage space and has much lower computational complexity than other state-of-art methods based on nuclear norm minimization. We introduce a fast iterative reweighted least squares algorithm, \textit{Guluru}, based on subsampled randomized Hadamard transform, to solve a wide class of generalized linear models

Proceedings of the YIC 2021 - VI ECCOMAS Young Investigators Conference

The 6th ECCOMAS Young Investigators Conference YIC2021 will take place from July 7th through 9th, 2021 at Universitat Politècnica de València, Spain. The main objective is to bring together in a relaxed environment young students, researchers and professors from all areas related with computational science and engineering, as in the previous YIC conferences series organized under the auspices of the European Community on Computational Methods in Applied Sciences (ECCOMAS). Participation of senior scientists sharing their knowledge and experience is thus critical for this event.YIC 2021 is organized at Universitat Politécnica de València by the Sociedad Española de Métodos Numéricos en Ingeniería (SEMNI) and the Sociedad Española de Matemática Aplicada (SEMA). It is promoted by the ECCOMAS.The main goal of the YIC 2021 conference is to provide a forum for presenting and discussing the current state-of-the-art achievements on Computational Methods and Applied Sciences,including theoretical models, numerical methods, algorithmic strategies and challenging engineering applications.Nadal Soriano, E.; Rodrigo Cardiel, C.; Martínez Casas, J. (2022). Proceedings of the YIC 2021 - VI ECCOMAS Young Investigators Conference. Editorial Universitat Politècnica de València. https://doi.org/10.4995/YIC2021.2021.15320EDITORIA

Differential-Algebraic Equations

Differential-Algebraic Equations (DAE) are today an independent field of research, which is gaining in importance and becoming of increasing interest for applications and mathematics itself. This workshop has drawn the balance after about 25 years investigations of DAEs and the research aims of the future were intensively discussed

A non-conservative Harris ergodic theorem

We consider non-conservative positive semigroups and obtain necessary and sufficient conditions for uniform exponential contraction in weighted total variation norm. This ensures the existence of Perron eigenelements and provides quantitative estimates of the spectral gap, complementing Krein-Rutman theorems and generalizing probabilistic approaches. The proof is based on a non-homogenous $h$-transform of the semigroup and the construction of Lyapunov functions for this latter. It exploits then the classical necessary and sufficient conditions of Harris's theorem for conservative semigroups and recent techniques developed for the study of absorbed Markov processes. We apply these results to population dynamics. We obtain exponential convergence of birth and death processes conditioned on survival to their quasi-stationary distribution, as well as estimates on exponential relaxation to stationary profiles in growth-fragmentation PDEs

The Effect of Malaysia General Election on Financial Network: An Evidence from Shariah-Compliant Stocks on Bursa Malaysia

Instead of focusing the volatility of the market, the market participants should consider on how the general election affects the correlation between the stocks during 14th general election Malaysia. The 14th general election of Malaysia was held on 9th May 2018. This event has a great impact towards the stocks listed on Bursa Malaysia. Thus, this study investigates the effect of 14th general election Malaysia towards the correlation between stock in Bursa Malaysia specifically the shariah-compliant stock. In addition, this paper examines the changes in terms of network topology for the duration, sixth months before and after the general election. The minimum spanning tree was used to visualize the correlation between the stocks. Also, the centrality measure, namely degree, closeness and betweenness were computed to identify if any changes of stocks that plays a crucial role in the network for the duration of before and after 14th general election Malaysia

14th Conference on Dynamical Systems Theory and Applications DSTA 2017 ABSTRACTS

From Preface: This is the fourteen time when the conference “Dynamical Systems – Theory and Applications” gathers a numerous group of outstanding scientists and engineers, who deal with widely understood problems of theoretical and applied dynamics. Organization of the conference would not have been possible without a great effort of the staff of the Department of Automation, Biomechanics and Mechatronics. The patronage over the conference has been taken by the Committee of Mechanics of the Polish Academy of Sciences and the Ministry of Science and Higher Education. It is a great pleasure that our invitation has been accepted by so many people, including good colleagues and friends as well as a large group of researchers and scientists, who decided to participate in the conference for the first time. With proud and satisfaction we welcome nearly 250 persons from 38 countries all over the world. They decided to share the results of their research and many years experiences in the discipline of dynamical systems by submitting many very interesting papers. This booklet contains a collection of 375 abstracts, which have gained the acceptance of referees and have been qualified for publication in the conference proceedings [...]