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Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…

Probability · Mathematics 2025-07-24 Fabio Bugini , Peter K. Friz , Wilhelm Stannat

We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow…

Dynamical Systems · Mathematics 2011-03-10 Nan Lu , Chongchun Zeng

This paper investigates the stability and stabilization of semilinear single-track vehicle models with distributed tire friction dynamics, modeled as interconnections of ordinary differential equations (ODEs) and hyperbolic partial…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Luigi Romano , Ole Morten Aamo , Miroslav Krstić , Jan Åslund , Erik Frisk

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…

Numerical Analysis · Mathematics 2023-03-01 Marco Petrella , Remi Abgrall , Siddhartha Mishra

Definition of generalized normal form for a system of ODEs corresponding to an infinitesimal symplectic or contact transformation near a singular point, with an arbitrary polynomial unperturbed part, and a method of its finding are…

Dynamical Systems · Mathematics 2013-01-15 Arthur S. Vaganyan

Motivated by the statistical description of turbulence, we study statistical conservation laws in the form of kinetic-type PDEs for joint probability density functions (PDFs) and cumulative distribution functions (CDFs) associated with…

Numerical Analysis · Mathematics 2025-09-08 Qian Huang , Christian Rohde

Blow-up in second and fourth order semi-linear parabolic partial differential equations (PDEs) is considered in bounded regions of one, two and three spatial dimensions with uniform initial data. A phenomenon whereby singularities form at…

Analysis of PDEs · Mathematics 2013-12-04 A. E. Lindsay

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

Probability · Mathematics 2024-05-17 François Delarue , Etienne Tanré , Raphaël Maillet

In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…

The flow equation approach is a robust framework applicable to a broad class of singular SPDEs, including those with fractional Laplacians, throughout the entire subcritical regime. Inspired by Wilson's renormalization group, this method…

Probability · Mathematics 2025-11-11 Paweł Duch

In this paper, we first consider the pseudoprimeness of meromorphic solutions $u$ to a family of partial differential equations (PDEs) $H(u_{z_1},u_{z_2},\ldots,u_{z_n})=P(u)$ of Waring's-problem form, where $H(z_1,z_2,\ldots,z_n)$ is a…

Complex Variables · Mathematics 2023-09-29 Qi Han

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…

Numerical Analysis · Mathematics 2022-04-29 Martin Hutzenthaler , Tuan Anh Nguyen

We studied piecewise smooth differential systems of the form $$\dot{z} = Z(z) = \dfrac{1 + \operatorname{sgn}(F)}{2}X(z) + \dfrac{1 - \operatorname{sgn}(F)}{2}Y(z),$$ where $F: \mathbb{R}^{n}\rightarrow \mathbb{R}$ is a smooth map having 0…

Dynamical Systems · Mathematics 2022-05-06 Otavio Henrique Perez , Gabriel Rondón , Paulo Ricardo da Silva

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

Probability · Mathematics 2023-01-02 Sandra Cerrai , Yichun Zhu

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

We provide linearizability criteria for a class of systems of third-order ordinary differential equations (ODEs) that is cubically semi-linear in the first derivative, by differentiating a system of second-order quadratically semi-linear…

Classical Analysis and ODEs · Mathematics 2015-05-13 F. M. Mahomed , I. Naeem , Asghar Qadir

This paper formulates two 3D stochastic differential equations (SDEs) of two microbial populations in a chemostat competing over a single substrate. The two models have two distinct noise sources. One is general noise whereas the other is…

Dynamical Systems · Mathematics 2017-06-23 Dimitrios Voulgarelis , Ajoy Valayudhan , Frank Smith

In this work we study various continuous finite element discretization for two dimensional hyperbolic partial differential equations, varying the polynomial space (Lagrangian on equispaced, Lagrangian on quadrature points (Cubature) and…

Numerical Analysis · Mathematics 2023-06-16 Sixtine Michel , Davide Torlo , Mario Ricchiuto , Rémi Abgrall