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In this note we study the asymptotic mean-square stability for two-step schemes applied to a scalar stochastic differential equation (sde) and applied to systems of sdes. We derive necessary and sufficient conditions for the asymptotic…

Numerical Analysis · Mathematics 2017-04-28 Ioannis S. Stamatiou

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

Numerical Analysis · Mathematics 2024-02-28 Jan Scheffel

Compounding error, where small prediction mistakes accumulate over time, presents a major challenge in learning-based control. For example, this issue often limits the performance of model-based reinforcement learning and imitation…

Systems and Control · Electrical Eng. & Systems 2025-04-03 Anne Somalwar , Bruce D. Lee , George J. Pappas , Nikolai Matni

We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…

Systems and Control · Computer Science 2018-06-06 B. T. Polyak , P. S. Shcherbakov , G. Smirnov

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

An optoelectronic oscillator exhibiting a large delay in its feedback loop is studied both experimentally and theoretically. We show that multiple square-wave oscillations may coexist for the same values of the parameters…

Optics · Physics 2015-01-14 Lionel Weicker , Thomas Erneux , David P. Rosin , Daniel J. Gauthier

Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…

Numerical Analysis · Mathematics 2021-08-13 Assyr Abdulle , Giacomo Rosilho de Souza

This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…

Numerical Analysis · Mathematics 2017-01-16 Wolf-Jürgen Beyn , Elena Isaak , Raphael Kruse

The stability of the Nystr\"om method for the double layer potential equation on simple closed piecewise smooth contours is studied. Necessary and sufficient conditions of the stability of the method are established. It is shown that the…

Numerical Analysis · Mathematics 2014-10-14 Victor D. Didenko , Anh My Vu

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We consider the linearized instability of 2D irrotational solitary water waves. The maxima of energy and the travel speed of solitary waves are not obtained at the highest wave, which has a 120 degree angle at the crest. Under the…

Analysis of PDEs · Mathematics 2008-03-05 Zhiwu Lin

We study the limiting behavior of large-amplitude standing waves on deep water using high-resolution numerical simulations in double and quadruple precision. While periodic traveling waves approach Stokes's sharply crested extreme wave in…

Fluid Dynamics · Physics 2011-10-27 Jon Wilkening

This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…

Optimization and Control · Mathematics 2016-11-03 Ashish Cherukuri , Bahman Gharesifard , Jorge Cortes

Active nematics exhibit spontaneous flows through a well-known linear instability of the uniformly-aligned quiescent state. Here we show that even a linearly stable uniform state can experience a nonlinear instability, resulting in a…

Soft Condensed Matter · Physics 2026-03-19 Ido Lavi , Ricard Alert , Jean-François Joanny , Jaume Casademunt

The theory of backward bifurcations provides a criterion for the existence of positive steady states in epidemiological models with parameters where the basic reproductive ratio is less than one. It is often seen in simulations that this…

Dynamical Systems · Mathematics 2025-10-22 Alexis Nangue , Alan D. Rendall

This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…

Dynamical Systems · Mathematics 2016-12-12 David J. W. Simpson

Complex numbers are basic. An inconsistency would question Wigner's unreasonable effectiveness of mathematics. A vehicle to study this question is Kirchoff's scalar diffraction theory. In the paper, an inconsistency in complex phase angle…

General Physics · Physics 2022-08-29 Han Geurdes

We examine examples of weakly nonlinear systems whose steady states undergo a bifurcation with increasing forcing, such that a forced subsystem abruptly ceases to absorb additional energy, instead diverting it into an initially quiescent,…

Pattern Formation and Solitons · Physics 2018-05-15 H. G. Wood , A. Roman , J. A. Hanna

The rigidity theorems of Llarull and Marques-Neves, which show two different ways scalar curvature can characterize the sphere, have associated stability conjectures. Here we produce the first examples related to these stability…

Differential Geometry · Mathematics 2023-03-10 Paul Sweeney