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In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

In this paper we present a fast algorithm for the numerical solution of systems of reaction-diffusion equations, $\partial_t u + a \cdot \nabla u = \Delta u + F (x, t, u)$, $x \in \Omega \subset \mathbf{R}^3$, $t > 0$. Here, $u$ is a…

Numerical Analysis · Mathematics 2025-10-20 M. Garbey , H. G. Kaper , N. Romanyukha

We consider nonnegative solutions to $-\Delta u=f(u)$ in half-planes and strips, under zero Dirichlet boundary condition. Exploiting a rotating$\&$sliding line technique, we prove symmetry and monotonicity properties of the solutions, under…

Analysis of PDEs · Mathematics 2017-02-12 Alberto Farina , Berardino Sciunzi

Consider a dynamical system $u \mapsto x, \dot{x} = f_{nl}(x,u)$ where $f_{nl}$ is a nonlinear (convex or nonconvex) function, or a combination of nonlinear functions that can eventually switch. We present, in this preliminary work, a…

Optimization and Control · Mathematics 2018-03-13 Loïc Michel

This contribution deals with identification of fractional-order dynamical systems. We consider systems whose mathematical description is a three-member differential equation in which the orders of derivatives can be real numbers. We give a…

Optimization and Control · Mathematics 2007-05-23 L. Dorcak , V. Lesko , I. Kostial

The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…

Numerical Analysis · Mathematics 2018-08-03 Christoph Lehrenfeld , Maxim A. Olshanskii

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

We study the Cauchy problem for the incompressible Navier-Stokes equations (NS) in three and higher spatial dimensions: \begin{align} u_t -\Delta u+u\cdot \nabla u +\nabla p=0, \ \ {\rm div} u=0, \ \ u(0,x)= u_0(x). \label{NSa} \end{align}…

Analysis of PDEs · Mathematics 2016-08-25 Kuijie Li , Tohru Ozawa , Baoxiang Wang

Dynamical models estimate and predict the temporal evolution of physical systems. State Space Models (SSMs) in particular represent the system dynamics with many desirable properties, such as being able to model uncertainty in both the…

Machine Learning · Computer Science 2021-09-14 Changhao Chen , Chris Xiaoxuan Lu , Bing Wang , Niki Trigoni , Andrew Markham

This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0<t<T,\\ &u(0)=u_{0}, \end{aligned} which is a multivalued deterministic differential equation with a singular…

Dynamical Systems · Mathematics 2014-02-05 Aurel Rascanu

Newtonian dynamical systems accepting the normal shift on an arbitrary Riemannian manifold are considered. Partial differential equations forming the weak and additional normality conditions for them are reported.

solv-int · Physics 2008-02-03 R. A. Sharipov

We consider a nonlinear non-autonomous system with time-varying delays $$ \dot{x_i}(t)=-a_i(t)x_{i}(h_i(t))+\sum_{j=1}^mF_{ij}(t,x_j(g_{ij}(t))) $$ which has a large number of applications in the theory of artificial neural networks. Via…

Dynamical Systems · Mathematics 2013-09-10 Leonid Berezansky , Elena Braverman , Lev Idels

In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $ D^{\alpha}_Cu(t)=Au(t)+f(t), u(0)=x, 0<\alpha\le1, ( *) $ where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in the…

Classical Analysis and ODEs · Mathematics 2025-09-05 Vu Trong Luong , Nguyen Duc Huy , Nguyen Van Minh , Nguyen Ngoc Vien

This paper derives a free analog of the Euler-Maruyama method (fEMM) to numerically approximate solutions of free stochastic differential equations (fSDEs). Simply speaking fSDEs are stochastic differential equations in the context of…

Probability · Mathematics 2025-01-13 Georg Schluechtermann , Michael Wibmer

Deploying robots in household environments requires safe, adaptable, and interpretable behaviors that respect the geometric structure of tasks. Often represented on Lie groups and Riemannian manifolds, this includes poses on SE(3) or…

Robotics · Computer Science 2026-03-06 Saray Bakker , Martin Schonger , Tobias Löw , Javier Alonso-Mora , Sylvain Calinon

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on the associated {\it solution manifold} $X\subset C^1([-h,0],\mathbb{R}^n)$. For systems with discrete…

Dynamical Systems · Mathematics 2026-01-05 Hans-Otto Walther

The dynamics of many systems from physics, economics, chemistry, and biology can be modelled through polynomial functions. In this paper, we provide a computational means to find positively invariant sets of polynomial dynamical systems by…

Dynamical Systems · Mathematics 2022-08-25 Elias August , Mauricio Barahona

The aim of this note is to present a numerical method to solve the Stokes problem in a bounded domain with a Dirac source term, which preserves optimality for any approximation order by the finite-element method. It is based on the…

Numerical Analysis · Mathematics 2015-05-20 Loïc Lacouture