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Physical Sciences and Mathematics Commons

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Applied Mathematics

Wayne State University Dissertations

2018

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Full-Text Articles in Physical Sciences and Mathematics

Switching Diffusion Systems With Past-Dependent Switching Having A Countable State Space, Hai Dang Nguyen Jan 2018

Switching Diffusion Systems With Past-Dependent Switching Having A Countable State Space, Hai Dang Nguyen

Wayne State University Dissertations

Emerging and existing applications in wireless communications, queueing networks, biological models, financial engineering, and social networks demand the

mathematical modeling and analysis of hybrid models in which continuous dynamics and discrete events coexist.

Assuming that the systems are in continuous times,

stemming from stochastic-differential-equation-based models and random discrete events,

switching diffusions come into being. In such systems, continuous states and discrete events

(discrete states)

coexist and interact.

A switching diffusion is a two-component process $(X(t),\alpha(t))$, a continuous component and a discrete component taking values in a discrete set (a set consisting of isolated points).

When the discrete component takes a …


Monotonicity Of Set-Valued Mappings And Full Stability Of General Parametrical Variational Systems, Dat Pham Jan 2018

Monotonicity Of Set-Valued Mappings And Full Stability Of General Parametrical Variational Systems, Dat Pham

Wayne State University Dissertations

The dissertation introduces and studies the notions of Lipschitzian and Holderian full stability of solutions to three-parametric variational systems described in the generalized equation formalism involving nonsmooth base mappings and partial subgradients of prox-regular functions acting in Hilbert spaces. Employing advanced tools and techniques of second-order variational analysis allows us to establish complete characterizations of, as well as directly variable sufficient conditions for, such full stability properties under mild assumptions. Furthermore, we derive exact formulas and effective quantitative estimates for the corresponding moduli.