1,250 research outputs found

    General existence results for abstract McKean-Vlasov stochastic equations with variable delay

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    Results concerning the global existence and uniqueness of mild solutions for a class of first-order abstract stochastic integro-differential equations with variable delay in a real separable Hilbert space in which we allow the nonlinearities at a given time t to depend not only on the state of the solution at time t, but also on the corresponding probability distribution at time t are established. The classical Lipschitz is replaced by a weaker so-called Caratheodory condition under which we still maintain uniqueness. The time-dependent case is discussed, as well as an extension of the theory to the case of a nonlocal initial condition. Two examples illustrating the applicability of the general theory are provided

    Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion

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    We study a class of nonlinear stochastic partial differential equations arising in themathematicalmodeling of the transverse motion of an extensible beam in the plane. Nonlinear forcing terms of functional-type and those dependent upon a family of probability measures are incorporated into the initial-boundary value problem (IBVP), and noise is incorporated into the mathematical description of the phenomenon via a fractional Brownian motion process. The IBVP is subsequently reformulated as an abstract second-order stochastic evolution equation driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a real separableHilbert space and is studied using the tools of cosine function theory, stochastic analysis, and fixed-point theory. Global existence and uniqueness results for mild solutions, continuous dependence estimates, and various approximation results are established and applied in the context of the model

    Galactic cosmic ray radial gradients and the anomalous He component near maximum solar modulation and to radii beyond 34 AU from the Sun

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    Radial gradients for relativistic galactic cosmic rays (E 70 MeV) remained nearly constant at approx. 2.5%/AU from 1978-84, which includes the period of maximum solar modulation in 1981-82. For energies 30-70 MeV/n, gradients decreased at solar maximum to values of 1%/AU (protons) and 4%/AU (helium), and appear to be increasing again in 1983-84 toward the values found for solar minimum. The anomalous helium component has not reappeared, either at 1 AU or at Pioneer 10 at R 34 AU

    Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

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    We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownianmotion in a real separable Hilbert space.Global existence results concerningmild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory

    Some Comments on: Existence of Solutions of Abstract Nonlinear Second-Order Neutral Functional Integrodifferential Equations

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    We establish the existence of mild solutions for a class of abstract second-order partial neutral functional integro-differential equations with infinite delay in a Banach space using the theory of cosine families of bounded linear operators and Schaefer\u27s fixed-point theorem

    An LDEF 2 dust instrument for discrimination between orbital debris and natural particles in near-Earth space

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    The characteristics of a space dust instrument which would be ideally suited to carry out near-Earth dust measurements on a possible Long Duraction Exposure Facility reflight mission (LDEF 2) is discussed. As a model for the trajectory portion of the instrument proposed for LDEF 2, the characteristics of a SPAce DUSt instrument (SPADUS) currently under development for flight on the USA ARGOS mission to measure the flux, mass, velocity, and trajectory of near-Earth dust is summarized. Since natural (cosmic) dust and man-made dust particles (orbital debris) have different velocity and trajectory distributions, they are distinguished by means of the SPADUS velocity/trajectory information. The SPADUS measurements will cover the dust mass range approximately 5 x 10(exp -12) g (2 microns diameter) to approximately 1 x 10(exp -5) g (200 microns diameter), with an expected mean error in particle trajectory of approximately 7 deg (isotropic flux). Arrays of capture cell devices positioned behind the trajectory instrumentation would provide for Earth-based chemical and isotopic analysis of captured dust. The SPADUS measurement principles, characteristics, its role in the ARGOS mission, and its application to an LDEF 2 mission are summarized

    On a class of backward McKean-Vlasov stochastic equations in Hilbert space: Existence and convergence properties

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    This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov stochastic evolution equations in a Hilbert space. Results concerning the existence and uniqueness of solutions and the convergence of an approximating sequence of solutions (and corresponding probability measures) are established. Examples that illustrate the abstract theory are also provided

    Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion

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    We establish sufficient conditions for the controllability of a certain class of neutral stochastic functional integro-differential evolution equations in Hilbert spaces. The results are obtained using semigroup theory, resolvent operators and a fixed-point technique. An application to neutral partial integro-differential stochastic equations perturbed by fractional Brownian motion is given

    On backward stochastic evolution equations in Hilbert space and optimal control

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    In this paper a new result on the existence and uniqueness of the adapted solution to a backward stochastic evolution equation in Hilbert spaces under non Lipschitz condition is established. The applicability of this result is then illustrated in a discussion of some concrete backward stochastic partial differential equation. Furthermore, stochastic maximum principle for optimal control problems of stochastic systems governed by backward stochastic evolution equations in Hilbert spaces is obtained
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