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This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random…

Probability · Mathematics 2018-06-18 Michael Röckner , Yi Wang

The family of quads of interrelated functions holomorphic on the universal cover of the complex plane without zero (for brevity, pqrs-functions), revealing a number of remarkable properties, is introduced. In particular, under certain…

Complex Variables · Mathematics 2021-05-25 S. I. Tertychniy

This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…

Numerical Analysis · Mathematics 2023-12-21 Thomas G. Anderson , Marc Bonnet , Luiz M. Faria , Carlos Pérez-Arancibia

Darboux transformations in one independent variable have found numerous applications in various field of mathematics and physics. In this paper we show that the extension of these transformations to two dimensions can be used to decouple…

Mathematical Physics · Physics 2015-05-27 Mayer Humi

We introduce a new class of nonlinear equations admitting a representation in terms of Darboux-covariant compatibility conditions. Their special cases are, in particular, (i) the "general" von Neumann equation $i\dot\rho=[H,f(\rho)]$, with…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Nikolai V. Ustinov , Marek Czachor

This paper explores a geometric approach to constructing quasi-sure solutions for $G$-stochastic differential equations (G-SDEs) under model uncertainty. We propose a pathwise patching methodology that systematically combines…

Probability · Mathematics 2025-11-10 Guangqian Zhao

In this thesis three topics on the model theory of partial differential fields are considered: the generalized Galois theory for partial differential fields, geometric axioms for the theory of partial differentially closed fields, and the…

Logic · Mathematics 2013-09-26 Omar Leon Sanchez

Kahan introduced an explicit method of discretization for systems of first order differential equations with nonlinearities of degree at most two (quadratic vector fields). Kahan's method has attracted much interest due to the fact that it…

Numerical Analysis · Mathematics 2020-01-01 A. N. W. Hone , G. R. W. Quispel

We define generalized double affine Hecke algebras (GDAHA) of higher rank, attached to a non-Dynkin star-like graph D. This generalizes GDAHA of rank 1 defined in math.QA/0406480 and math.QA/0409261. If the graph is extended D4, then GDAHA…

Quantum Algebra · Mathematics 2007-05-23 Pavel Etingof , Wee Liang Gan , Alexei Oblomkov

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi

We revisit duality-covariant higher-derivative corrections which arise from the generalized Bergshoeff-de Roo (gBdR) identification, a prescription that gives rise to a two parameter family of $\alpha'$-corrections to the low-energy…

High Energy Physics - Theory · Physics 2024-12-25 Achilleas Gitsis , Falk Hassler

Homogeneous continued fraction algorithms are multidimensional generalizations of the classical Euclidean algorithm, the dissipative map $$ (x_1,x_2) \in \mathbb{R}_+^2 \longmapsto \left\{\begin{array}{ll} (x_1 - x_2, x_2), & \mbox{if $x_1…

Dynamical Systems · Mathematics 2013-07-05 Jonathan Chaika , Arnaldo Nogueira

The paper collates a complete list of nodeless regular almost-everywhere holomorphic (AEH) solutions for a subset of rational canonical Sturm-Liouville equations (RCSLEs) exactly quantized on a finite interval by classical Jacobi…

Mathematical Physics · Physics 2016-11-01 Gregory Natanson

In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduced and applied to simulated data and real data. By solving a…

Methodology · Statistics 2013-07-08 Xiangping Hu , Daniel Simpson , Finn Lindgren , Håvard Rue

Generalized hydrodynamics (GHD) is a large-scale theory for the dynamics of many-body integrable systems. It consists of an infinite set of conservation laws for quasi-particles traveling with effective ("dressed") velocities that depend on…

Statistical Mechanics · Physics 2018-01-19 Benjamin Doyon , Herbert Spohn , Takato Yoshimura

In this paper we study the representation of partial differential equations (PDEs) as abstract differential-algebraic equations (DAEs) with dissipative Hamiltonian structure (adHDAEs). We show that these systems not only arise when there…

Functional Analysis · Mathematics 2024-05-20 Volker Mehrmann , Hans Zwart

The conserved densities of hydrodynamic type system in Riemann invariants satisfy a system of linear second order partial differential equations. For linear systems of this type Darboux introduced Laplace transformations, generalising the…

solv-int · Physics 2009-10-30 E. V. Ferapontov

We prove analogues of several well-known results concerning rational morphisms between quadrics for the class of so-called quasilinear $p$-hypersurfaces. These hypersurfaces are nowhere smooth over the base field, so many of the geometric…

Algebraic Geometry · Mathematics 2013-11-19 Stephen Scully

Partial Differential Equation (PDE)-constrained optimization problems often take the form of an optimization of an objective function given as a sum of loss terms. Each function or gradient evaluation requires one or more PDE solves, which…

Optimization and Control · Mathematics 2026-03-10 Cash Cherry , Samy Wu Fung , Luis Tenorio , Ebru Bozdağ

In this paper, we propose a general numerical framework to derive structure-preserving reduced order models for thermodynamically consistent PDEs. Our numerical framework has two primary features: (a) a systematic way to extract reduced…

Numerical Analysis · Mathematics 2023-12-06 Zengyan Zhang , Jia Zhao
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