Researchers propose a stochastic differential equation model that simulates how musical performers in a large ensemble sustain tempo and phase while responding to a conductor, other musicians, and ...
We consider a rough differential equation indexed by a small parameter ε > 0. When the rough differential equation is driven by fractional Brownian motion with Hurst parameter H (1/4 < H < 1/2), we ...
This is the 2nd part of a two course graduate sequence in analytical methods to solve partial differential equations of mathematical physics. Review of Separation of variables. Laplace Equation: ...