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The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…

Statistical Mechanics · Physics 2014-10-08 Maciej Janowicz , Filip Krzyżewski , Joanna Kaleta , Marian Rusek , Arkadiusz Orłowski

The multimesh finite element method enables the solution of partial differential equations on a computational mesh composed by multiple arbitrarily overlapping meshes. The discretization is based on a continuous--discontinuous function…

Numerical Analysis · Mathematics 2018-05-02 August Johansson , Mats G. Larson , Anders Logg

Two-dimensional potential flow of the ideal incompressible fluid with free surface and infinite depth can be described by a conformal map of the fluid domain into the complex lower half-plane. Stokes wave is the fully nonlinear gravity wave…

Fluid Dynamics · Physics 2014-07-03 S. A. Dyachenko , P. M. Lushnikov , A. O. Korotkevich

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

Probability · Mathematics 2016-09-07 Jie Xiong

In the present work, we propose to extend to the Stokes problem a fictitious domain approach inspired by eXtended Finite Element Method and studied for Poisson problem in [Renard]. The method allows computations in domains whose boundaries…

Numerical Analysis · Mathematics 2015-06-15 Sébastien Court , Michel Fournié , Alexei Lozinski

We study singularity formation in nonlinear differential equations of order $m\leqslant 2$, $y^{(m)}=A(x^{-1},y)$. We assume $A$ is analytic at $(0,0)$ and $\partial_y A(0,0)=\lambda\ne 0$ (say, $\lambda=(-1)^m$). If $m=1$ we assume…

Classical Analysis and ODEs · Mathematics 2007-05-23 O. Costin

Many versions of the Stokes theorem are known. More advanced of them require complicated mathematical machinery to be formulated which discourages the users. Our theorem is sufficiently simple to suit the handbooks and yet it is pretty…

Classical Analysis and ODEs · Mathematics 2011-11-08 Lech Pasicki

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…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

In this paper we consider the resolvent Stokes problem in the case there is a small perturbation of the domain caused by a perturbed boundary. Firstly, we prove that the solution of Stokes problem is continuous due to this small…

Mathematical Physics · Physics 2013-04-10 T. H. C Luong , C. Daveau

The classical problem of computing a complete system of Stokes multipliers of a linear system of ODEs of rank one in terms of some connection coefficients of an associated hypergeometric system of ODEs, is solved with no genericness…

Classical Analysis and ODEs · Mathematics 2014-08-01 Davide Guzzetti

This is essentially a survey paper in which we solve the global Cauchy problem on causal manifolds for hyperbolic systems of linear partial differential equations in the framework of hyperfunctions. Besides the classical Cauchy-Kowalevsky…

Analysis of PDEs · Mathematics 2015-06-15 Pierre Schapira

The second Stokes problem about behaviour of the rarefied gas filling half-space is formulated. A plane, limiting half-space, makes harmonious oscillations in the plane. The kinetic equation with modelling integral of collisions in the form…

Mathematical Physics · Physics 2011-11-16 V. A. Akimova , A. V. Latyshev , A. A. Yushkanov

For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…

Chaotic Dynamics · Physics 2013-03-07 Quntao Zhuang , Xun Gao , Qi Ouyang , Hongli Wang

The higher-order Stokes phenomenon can emerge in the asymptotic analysis of many problems governed by singular perturbations. Indeed, over the last two decades, the phenomena has appeared in many physical applications, from acoustic and…

Classical Analysis and ODEs · Mathematics 2024-12-10 Josh Shelton , Samuel Crew , Philippe H. Trinh

A rigorous way to obtain sharp bounds for Stokes constants is introduced and illustrated on a concrete problem arising in applications.

Classical Analysis and ODEs · Mathematics 2007-05-23 O. Costin , R. D. Costin , M. Kohut

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova

The theory of holomorphic functions of several complex variables is applied in proving a multidimensional variant of a theorem involving an exponential boundedness criterion for the classical moment problem. A theorem of Petersen concerning…

Quantum Physics · Physics 2009-11-07 Anatolij Dvurecenskij , Pekka Lahti , Kari Ylinen

The existence and analyticity of solutions to linear systems of moment differential equations with analytic coefficients is studied. The relation of solutions of such systems with respect to linear moment differential equations is…

Classical Analysis and ODEs · Mathematics 2025-01-09 Alberto Lastra

Quasilinear systems with piecewise constant arguments of generalized type are under investigation from the asymptotic point of view. The systems have discontinuous right-hand sides which are identified via a discrete-time map. It is…

Dynamical Systems · Mathematics 2025-03-13 Mehmet Onur Fen , Fatma Tokmak Fen

Periodic water waves of permanent form traveling at constant speed, the so-called Stokes waves, are studied in water of fixed finite depth using methods previously used in water of infinite depth. We apply our methods to waves of varying…

Pattern Formation and Solitons · Physics 2026-04-01 Eleanor Byrnes , Bernard Deconinck , Anastassiya Semenova