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In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…

Numerical Analysis · Mathematics 2022-08-17 Jean-François Chassagneux , Mohan Yang

The application of deep learning to the area of communications systems has been a growing field of interest in recent years. Forward-forward (FF) learning is an efficient alternative to the backpropagation (BP) algorithm, which is the…

Information Theory · Computer Science 2026-02-17 Daniel Seifert , Onur Günlü , Rafael F. Schaefer

We propose a method to identify and classify evolution equations and systems that can be multipotentialised in given target equations or target systems. We refer to this as the {\it converse problem}. Although we mainly study a method for…

Exactly Solvable and Integrable Systems · Physics 2015-05-20 Norbert Euler , Marianna Euler

Multi-Objective Evolutionary Algorithms (MOEAs) have been proved efficient to deal with Multi-objective Optimization Problems (MOPs). Until now tens of MOEAs have been proposed. The unified mode would provide a more systematic approach to…

Neural and Evolutionary Computing · Computer Science 2011-02-01 Bojin Zheng , Yuanxiang Li

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

A choice of first-order variables for the characteristic problem of the linearized Einstein equations is found which casts the system into manifestly well-posed form. The concept of well-posedness for characteristic problems invoked is that…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Simonetta Frittelli

We consider two evolution equations involving space fractional Laplace operator of order $0<s<1$. We first establish some existence and uniqueness results for the considered evolution equations. Next, we give some comparison theorems and…

Analysis of PDEs · Mathematics 2023-03-28 Cyrille Kenne , Gisèle Mophou

In this work we advance the recently-introduced deep learning-powered approach to PDE backstepping control by proposing a method that approximates only the control gain function -- a function of one variable -- instead of the entire kernel…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Rafael Vazquez , Miroslav Krstic

We study linear integro-differential equations in Hilbert spaces with operator-valued kernels and give sufficient conditions for the well-posedness. We show that several types of integro-differential equations are covered by the class of…

Analysis of PDEs · Mathematics 2016-04-05 Sascha Trostorff

We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…

Probability · Mathematics 2025-10-06 Philipp Jettkant , Andreas Sojmark

Forward-backward stochastic differential equations (FBSDEs) have been generalized by introducing jumps for better capturing random phenomena, while the resulting FBSDEs are far more intricate than the standard one from every perspective. In…

Numerical Analysis · Mathematics 2024-10-15 Reiichiro Kawai , Riu Naito , Toshihiro Yamada

It is well known that rather general mutation-recombination models can be solved algorithmically (though not in closed form) by means of Haldane linearization. The price to be paid is that one has to work with a multiple tensor product of…

Classical Analysis and ODEs · Mathematics 2007-05-23 Michael Baake , Ellen Baake

On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter $\alpha\geq0$ to study the well-posedness of the parabolic Anderson model. We show that with rough initial conditions, the…

Probability · Mathematics 2025-12-17 Hongyi Chen , Cheng Ouyang

We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

Analysis of PDEs · Mathematics 2019-03-25 Àngel Calsina , József Z. Farkas

In this paper, we consider the fully coupled forward-backward stochastic functional differential equations (FBSFDEs) with stochastic functional differential equations as the forward equations and the generalized anticipated backward…

Probability · Mathematics 2013-12-05 Xiaoming Xu

We study the well-posedness of the initial value problem for fully nonlinear evolution equations, $u_{t}=f[u],$ where $f$ may depend on up to the first three spatial derivatives of $u.$ We make three primary assumptions about the form of…

Analysis of PDEs · Mathematics 2019-09-04 Timur Akhunov , David M. Ambrose , J. Douglas Wright

The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the…

Analysis of PDEs · Mathematics 2018-03-14 Andronikos Paliathanasis , Michael Tsamparlis

A boundary evolution Algorithm (BEA) is proposed by simultaneously taking into account the bottom and the high-level crossover and mutation, ie., the boundary of the hierarchical genetic algorithm. Operators and optimal individuals based on…

Neural and Evolutionary Computing · Computer Science 2019-03-06 Zhaoyang Ai , Chaodong Fan , Yingjie Zhang , Huigui Rong , Ze'an Tian , Haibing Fu

(Working Paper) Using a purely probabilistic argument, we prove the global well-posedness of multidimensional superquadratic backward stochastic differential equations (BSDEs) without Markovian assumption. The key technique is the interplay…

Probability · Mathematics 2022-01-21 Kihun Nam

Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…

Numerical Analysis · Mathematics 2024-08-27 Petr N. Vabishchevich