共查询到20条相似文献,搜索用时 15 毫秒
1.
We study the correlation decay and the expected maximal increments of the exponential processes determined by continuous-time autoregressive moving average (CARMA)-type processes of order (p, q). We consider two background driving processes, namely fractional Brownian motions and Lévy processes with exponential moments. The results presented in this paper are significant extensions of those very recent works on the Ornstein–Uhlenbeck-type case (p = 1, q = 0), and we develop more refined techniques to meet the general (p, q). In the concluding section, we discuss the perspective role of exponential CARMA-type processes in stochastic modelling of the burst phenomena in telecommunications and the leverage effect in financial econometrics. 相似文献
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In this paper, a problem which arises in a class of viscoelasticity is considered. We obtain the decay rate of the energy, for certain class of relaxation functions not necessarily exponentially or polynomially decaying to zero. 相似文献
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We give an explicit formula for exponential decay properties of ground states for a class of quasilinear elliptic equations in the whole space .
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We prove the existence and uniqueness of a global solution of a damped quasilineat hyperbolic equatiion. We apply a method based on a special integral inequality, to show that the solution decays exponentially, and to obtain precise estimates of the constants in estimates. 相似文献
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Baowei Feng 《Applicable analysis》2018,97(2):210-229
In this paper, we consider a one-dimensional porous thermoelasticity system with past history, which contains a porous elasticity in the presence of a visco-porous dissipation, a macrotemperature effect and temperature difference. We establish the exponential stability of the system if and only if the equations have the same wave speeds, and obtain the energy decays polynomially to zero in the case that the wave speeds of the equations are different. 相似文献
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Alfredo Marzocchi Jaime E. Mutoz Rivera Maria Grazia Naso 《Mathematical Methods in the Applied Sciences》2002,25(11):955-980
We show that the solution of a semilinear transmission problem between an elastic and a thermoelastic material, decays exponentially to zero. That is, denoting by ?(t) the sum of the first, second and third order energy associated with the system, we show that there exist positive constants C and γsatisfying ?(t) ? C?(0)e?γt Moreover, the existence of absorbing sets is achieved in the non‐homogeneous case. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
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A. Soufyane 《Applicable analysis》2013,92(4):451-464
Linear systems of porous-thermo-elasticity including a memory term in one dimension are studied. We establish an exponential and polynomial decay results. 相似文献
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In this paper, we give a positive answer to the open question raised in [E. Zuazua, Exponential decay for the semilinear wave equation with localized damping in unbounded domains, J. Math. Pures Appl., 70 (1991) 513–529] on the exponential decay of solutions for the semilinear plate equation with localized damping. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
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Kosuke Ono 《Mathematical Methods in the Applied Sciences》2003,26(8):691-701
We study the decay estimates of solutions to the Cauchy problem for the dissipative wave equation in one, two, and three dimensions. The representation formulas of the solutions provide the sharp decay rates on L1 norms and also Lp norms. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
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Nguyen Anh Triet Le Thi Phuong Ngoc Alain Pham Ngoc Dinh Nguyen Thanh Long 《Mathematical Methods in the Applied Sciences》2021,44(1):668-692
This paper is devoted to the study of a nonlinear wave equation with initial conditions and nonlocal boundary conditions of 2N‐point type, which connect the values of an unknown function u(x,t) at x = 1, x = 0, x = ηi(t) , and x = θi(t), where for all t ≥ 0. First, we prove local existence of a unique weak solution by using density arguments and applying the Banach's contraction principle. Next, under the suitable conditions, we show that the problem considered has a unique global solution u(t) with energy decaying exponentially as t → +∞ . Finally, we present numerical results. 相似文献
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This paper is concerned with the asymptotic behavior of solutions of the critical generalized Korteweg-de Vries equation in a bounded interval with a localized damping term. Combining multiplier techniques and compactness arguments it is shown that the problem of exponential decay of the energy is reduced to prove the unique continuation property of weak solutions. A locally uniform stabilization result is derived.
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Salim A. Messaoudi 《Mathematical Methods in the Applied Sciences》2005,28(15):1819-1828
In this paper, we consider the non‐linear wave equation a,b>0, associated with initial and Dirichlet boundary conditions. Under suitable conditions on α, m, and p, we give precise decay rates for the solution. In particular, we show that for m=0, the decay is exponential. This work improves the result by Yang (Math. Meth. Appl. Sci. 2002; 25 :795–814). Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
16.
Alexander Pankov 《Proceedings of the American Mathematical Society》2008,136(7):2565-2570
We present general results on exponential decay of finite energy solutions to stationary nonlinear Schrödinger equations. Under certain natural assumptions we show that any such solution is continuous and vanishes at infinity. This allows us to interpret the solution as a finite multiplicity eigenfunction of a certain linear Schrödinger operator and, hence, apply well-known results on the decay of eigenfunctions.
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C. P. Massarolo G. P. Menzala A. F. Pazoto 《Mathematical Methods in the Applied Sciences》2007,30(12):1419-1435
The aim of this work is to consider the Korteweg–de Vries equation in a finite interval with a very weak localized dissipation namely the H?1‐norm. Our main result says that the total energy decays locally uniform at an exponential rate. Our analysis improves earlier works on the subject (Q. Appl. Math. 2002; LX (1):111–129; ESAIM Control Optim. Calculus Variations 2005; 11 (3):473–486) and gives a satisfactory answer to a problem suggested in (Q. Appl. Math. 2002; LX (1):111–129). Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
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Antonio Di Crescenzo Barbara Martinucci Nikita Ratanov 《Mathematical Methods in the Applied Sciences》2019,42(13):4606-4626
We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this process is studied. The Esscher transform, which changes only unobservable parameters, is considered in detail. The financial market model based on this transform can price switching risks as well as jump risks of the model. 相似文献
19.
In this note we introduce a process, which we call 'the Poisson broken lines process", and we compute the intensity of a point process which is obtained by intersecting the Poisson broken lines process with an abscissa axis. In the second part we apply this result to compute an explicit lower bound for the time constant of a planar Bernoulli first passage percolation model with the parameter p < pc. 相似文献
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We study in this paper the global existence and exponential decay of solutions of the non‐linear unidimensional wave equation with a viscoelastic boundary condition. We prove that the dissipation induced by the memory effect is strong enough to secure global estimates, which allow us to show existence of global smooth solution for small initial data. We also prove that the solution decays exponentially provided the resolvent kernel of the relaxation function, k decays exponentially. When k decays polynomially, the solution decays polynomially and with the same rate. Copyright © 2000 John Wiley & Sons, Ltd. 相似文献