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In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…

Differential Geometry · Mathematics 2014-03-21 Pedro J. Catuogno , Diego S. Ledesma , Paulo R. Ruffino

This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…

Probability · Mathematics 2018-06-22 Eduardo Abi Jaber , Bruno Bouchard , Camille Illand , Eduardo Jaber

This text is about geometric structures imposed by robust dynamical behaviour. We explain recent results towards the classification of partially hyperbolic systems in dimension 3 using the theory of foliations and its interaction with…

Dynamical Systems · Mathematics 2018-02-16 Rafael Potrie

We study differential geometric properties of cuspidal edges with boundary. There are several differential geometric invariants which are related with the behavior of the boundary in addition to usual differential geometric invariants of…

Differential Geometry · Mathematics 2016-11-01 Luciana F. Martins , Kentaro Saji

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Fractional action-like variational problems have recently gained importance in studying dynamics of nonconservative systems. In this note we address multi-dimensional fractional action-like problems of the calculus of variations.

Mathematical Physics · Physics 2008-05-20 Rami Ahmad El-Nabulsi , Delfim F. M. Torres

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

Forest transitions, characterized by dynamic shifts between forest, agricultural, and abandoned lands, are complex phenomena. This study developed a stochastic differential equation model to capture the intricate dynamics of these…

Machine Learning · Statistics 2025-07-30 Satoshi Kumabe , Tianyu Song , Ton Viet Ta

In this work, we give a variation of parameters formula for nonautonomous linear impulsive differential equations with piecewise constant arguments of generalized type. We cover several cases of differential equations with deviated…

Dynamical Systems · Mathematics 2024-03-01 Ricardo Torres , Manuel Pinto

We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…

Probability · Mathematics 2011-02-23 Fabrice Baudoin , Cheng Ouyang

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

Numerical Analysis · Mathematics 2017-11-23 Sabyasachi Chatterjee , Amit Acharya , Zvi Artstein

Nonlinear integrable equations serve as a foundation for nonlinear dynamics, and fractional equations are well known in anomalous diffusion. We connect these two fields by presenting the discovery of a new class of integrable fractional…

Exactly Solvable and Integrable Systems · Physics 2022-10-21 Mark J. Ablowitz , Joel B. Been , Lincoln D. Carr

The aim of the present paper is to study the existence, uniqueness and some other properties of solutions of a certain partial dynamic integrodifferential equations. The Banach fixed point theorem and certain fundamental inequality with…

Dynamical Systems · Mathematics 2016-05-03 Deepak B. Pachpatte

Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

Methodology · Statistics 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

Partial differential equations are a convenient way to describe reaction- advection-diffusion processes of signalling models. If only one cell type is present, and tissue dynamics can be neglected, the equations can be solved directly.…

Quantitative Methods · Quantitative Biology 2015-09-29 Simon Tanaka

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

The present article studies variational principles for the formulation of static and dynamic problems involving Kirchhoff rods in a fully nonlinear setting. These results, some of them new, others scattered in the literature, are presented…

Mathematical Physics · Physics 2020-05-14 Ignacio Romero , Cristian G. Gebhardt