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We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…

Probability · Mathematics 2022-09-20 Xin Guo , Huyên Pham , Xiaoli Wei

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

In this article, we construct loop soliton solutions and mixed soliton - loop soliton solution for the Degasperis-Procesi equation. To explore these solutions we adopt the procedure given by Matsuno. By appropriately modifying the…

Mathematical Physics · Physics 2012-07-23 S. Stalin , M. Senthilvelan

We aim to completely formalize the rough topological analysis of integrable Hamiltonian systems admitting analytical solutions such that the initial phase variables along with the time derivatives of the auxiliary variables are expressed as…

Exactly Solvable and Integrable Systems · Physics 2013-09-30 Mikhail P. Kharlamov

With the modified Riemann-Liouville fractional derivative, a fractional Tu formula is presented to investigate generalized Hamilton structure of fractional soliton equations. The obtained results can be reduced to the classical Hamilton…

Exactly Solvable and Integrable Systems · Physics 2015-05-20 Guo-cheng Wu , Sheng Zhang

We are concerned with the tensor equations whose coefficient tensor is an M-tensor. We first propose a Newton method for solving the equation with a positive constant term and establish its global and quadratic convergence. Then we extend…

Optimization and Control · Mathematics 2021-01-28 Dong-Hui Li Jie-Feng Xu , Hong-Bo Guan

We study the dynamics of soliton solutions to the perturbed mKdV equation $\partial_t u = \partial_x(-\partial_x^2 u -2u^3) + \epsilon V u$, where $V\in \mathcal{C}^1_b(\mathbb{R})$, $0<\epsilon\ll 1$. This type of perturbation is…

Analysis of PDEs · Mathematics 2011-11-01 Quanhui Lin

In this paper we provide a method capable of producing an infinite number of solutions for Einstein's equation on static spacetimes with perfect fluid as a matter field. All spacetimes of this type which are symmetric with respect to a…

Differential Geometry · Mathematics 2018-02-08 Marcelo Barbosa , Benedito Leandro , Romildo Pina

The Tutte polynomial is a fundamental invariant associated to a graph, matroid, vector arrangement, or hyperplane arrangement. This short survey focuses on some of the most important results on Tutte polynomials of hyperplane arrangements.…

Combinatorics · Mathematics 2017-10-05 Federico Ardila

We compare performances of well-known numerical time-stepping methods that are widely used to compute solutions of the doubly-infinite Fermi-Pasta-Ulam-Tsingou (FPUT) lattice equations. The methods are benchmarked according to (1) their…

Numerical Analysis · Mathematics 2017-09-29 Deniz Bilman , Thomas Trogdon

The integration-by-parts formula discovered by Malliavin for the Ito map on Wiener space is proved using the two-parameter stochastic calculus. It is also shown that the solution of a one-parameter stochastic differential equation driven by…

Probability · Mathematics 2009-03-24 J. R. Norris

We consider natural algebraic differential operations acting on geometric quantities over smooth manifolds. We introduce a method of study and classification of such operations, called IT-reduction. It reduces the study of natural…

Differential Geometry · Mathematics 2007-05-23 Pavel I. Katsylo , Dmitri A. Timashev

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…

Differential Geometry · Mathematics 2018-05-09 María Barbero-Liñán , Marta Farré Puiggalí , Sebastián Ferraro , David Martín de Diego

We give an analytic approach to the translating soliton equation with a special emphasis in the study of the Dirichlet problem in convex domains of the plane.

Differential Geometry · Mathematics 2018-12-04 Rafael López

We assign some kind of invariant manifolds to a given integrable PDE (its discrete or semi-discrete variant). First, we linearize the equation around its arbitrary solution $u$. Then we construct a differential (respectively, difference)…

Exactly Solvable and Integrable Systems · Physics 2018-04-25 Ismagil Habibullin , Aigul Khakimova

The Korteweg-de Vries equation is a fundamental nonlinear equation that describes solitons with constant velocity. On the contrary, here we show that this equation also presents accelerated wavepacket solutions. This behavior is achieved by…

Exactly Solvable and Integrable Systems · Physics 2024-09-17 Maricarmen A. Winkler , Felipe A. Asenjo

The article is devoted to the construction of effective procedures of the mean-square approximation of iterated Ito stochastic integrals of multiplicities 1 to 5 from the Taylor-Ito expansion based on multiple Fourier-Legendre series. The…

Probability · Mathematics 2022-08-31 Dmitriy F. Kuznetsov

We give a proof of the soliton resolution conjecture for the Benjamin--Ono equation, namely every solution with sufficiently regular and decaying initial data can be written as a finite sum of soliton solutions with different velocities up…

Analysis of PDEs · Mathematics 2026-01-16 Louise Gassot , Patrick Gérard , Peter D. Miller

This article investigates a new gauge theoretic approach to Einstein's equations in dimension 4. Whilst aspects of the formalism are already explained in various places in the mathematics and physics literature, our first goal is to give a…

Differential Geometry · Mathematics 2016-08-09 Joel Fine , Kirill Krasnov , Dmitri Panov
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