Related papers: Infinite-dimensional Stochastic Differential Equat…
We investigate convex polytopes of doubly stochastic matrices having special structures: symmetric, Hankel symmetric, centrosymmetric, and both symmetric and Hankel symmetric. We determine dimensions of these polytopes and classify their…
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…
We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.
We point out that the field equations in 5D, with spatial spherical symmetry, possess an extra symmetry that leaves them invariant. This symmetry corresponds to certain simultaneous interchange of coordinates and metric coefficients. As a…
We study a class of nonlinear evolution systems of time fractional partial differential equations using Lie symmetry analysis. We obtain not only infinitesimal symmetries but also a complete group classification and a classification of…
It is known that many equations of interest in Mathematical Physics display solutions which are only asymptotically invariant under transformations (e.g. scaling and/or translations) which are not symmetries of the considered equation. In…
We review the basic ideas lying at the foundation of the recently developed theory of twisted symmetries of differential equations, and some of its developments.
This paper opens the series of articles supplemental to the series (hep-th/9405050,q-alg/9610026,q-alg/9611003,q-alg/9611019,funct-an/9611003), which also lies in lines of general ideology exposed in the review (mp_arc/96-477). The main…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
This paper develops a theory of symplectic reduction in the infinite-dimensional setting, covering both the regular and singular case. Extending the classical work of Marsden, Weinstein, Sjamaar and Lerman, we address challenges unique to…
In this work we present a novel framework for the computation of finite dimensional invariant sets of infinite dimensional dynamical systems. It extends a classical subdivision technique [Dellnitz/Hohmann 1997] for the computation of such…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
We show the absence of continuous symmetry breaking in 2D lattice systems without any smoothness assumptions on the interaction. We treat certain cases of interactions with integrable singularities. We also present cases of singular…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
In this survey we discuss the results on the finitistic dimension of various stratified algebras. We describe what is already known, present some recent estimates, and list some open problems.
Using the adjoint action of the infinitesimal translations (with respect to some (in)dependant variables) on specific finite-dimensional subspaces of the space of generalized symmetries of some system of partial differential equations, we…
This article is devoted to discovering Lie symmetry algebra of a (3+1)-dimensional Davey-Stewartson system which appears in the field of plasma physics. It is found that the algebra is an infinite dimensional one and of Kac-Moody type.…
After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…