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We present reduction and reconstruction procedures for the solutions of symmetric stochastic differential equations, similar to those available for ordinary differential equations. Additionally, we use the local tangent-normal…

Probability · Mathematics 2011-11-09 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

The Hamiltonian representation for the hierarchy of Lax-type flows on a dual space to the Lie algebra of shift operators coupled with suitable eigenfunctions and adjoint eigenfunctions evolutions of associated spectral problems is found by…

Exactly Solvable and Integrable Systems · Physics 2010-04-20 Oksana Ye. Hentosh

In this work, the Riemann-Hilbert problem for the 3-component Manakov system is formulated on the basis of the corresponding $4\times 4$ matrix spectral problem. Furthermore, by applying the nonlinear steepest descent techniques to an…

Analysis of PDEs · Mathematics 2021-12-24 Xiu-Bin Wang , Bo Han

We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…

Mathematical Physics · Physics 2009-04-02 F. Bagarello

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…

Numerical Analysis · Mathematics 2018-01-22 Hermann Mena , Alexander Ostermann , Lena-Maria Pfurtscheller , Chiara Piazzola

We consider the application of regularization by dimensional reduction to NLO corrections of hadronic processes. The general collinear singularity structure is discussed, the origin of the regularization-scheme dependence is identified and…

High Energy Physics - Phenomenology · Physics 2009-02-02 Adrian Signer , Dominik Stöckinger

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

The classification of 4-dimensional naturally reductive pseudo-Riemannian spaces is given. This classification comprises symmetric spaces, the product of 3-dimensional naturally reductive spaces with the real line and new families of…

Differential Geometry · Mathematics 2014-07-14 Wafaa Batat , Marco Castrillon Lopez , Eugenia Rosado Maria

Dressing technique is used to construct commuting Lax operators which provide an integrable (canonical) structure behind Witten--Dijkgraaf--Verlinde--Verlinde equations. The commuting flows are related to the isomonodromic flows. Examples…

Mathematical Physics · Physics 2007-05-23 H. Aratyn , J. F. Gomes , J. W. van de Leur , A. H. Zimerman

A constructive procedure is proposed for formulation of linear differential equations invariant under global symmetry transformations forming a semi-simple Lie algebra f. Under certain conditions f-invariant systems of differential…

High Energy Physics - Theory · Physics 2007-05-23 O. V. Shaynkman , I. Yu. Tipunin , M. A. Vasiliev

The dressing procedure for the Generalised Zakharov--Shabat system is well known for systems, related to sl(N) algebras. We extend the method, constructing explicitly the dressing factors for some systems, related to orthogonal and…

Mathematical Physics · Physics 2010-04-05 Rossen I. Ivanov

We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…

Numerical Analysis · Mathematics 2026-01-21 Kevin Schäfers , Michael Günther

We solve the inverse scattering problem for multidimensional vector fields and we use this result to construct the formal solution of the Cauchy problem for the second heavenly equation of Plebanski, a scalar nonlinear partial differential…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 S. V. Manakov , P. M. Santini

We propose a duality scheme for solving constrained nonsmooth and nonconvex optimization problems in a reflexive Banach space. We establish strong duality for a very general type of augmented Lagrangian, in which we assume a less…

Optimization and Control · Mathematics 2023-02-07 Regina S. Burachik , Xuemei Liu

By application of the coinduction method as well as Magri method to the ideal of real Hilbert-Schmidt operators we construct the hierarchies of integrable Hamiltonian systems on the Banach Lie-Poisson spaces which consist of these type of…

Mathematical Physics · Physics 2015-05-18 Anatol Odzijewicz , Alina Dobrogowska

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We consider Hamiltonians associated with 3 dimensional conformally flat spaces, possessing 2, 3 and 4 dimensional isometry algebras. We use the conformal algebra to build additional {\em quadratic} first integrals, thus constructing a large…

Exactly Solvable and Integrable Systems · Physics 2020-05-20 Allan P. Fordy , Qing Huang

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…

Optimization and Control · Mathematics 2018-08-14 Tony Stillfjord

An alternative characterization of Minkowski--Lyapunov functions is derived. The derived characterization enables a computationally efficient utilization of Minkowski--Lyapunov functions in arbitrary finite dimensions. Due to intrinsic…

Optimization and Control · Mathematics 2021-12-10 Saša V. Raković