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By analogue of [1,2] we define a cubic stochastic process and study evolution (dynamics) of a system $E$ which contains at least three elements.

Dynamical Systems · Mathematics 2010-03-15 B. Mamurov

Quasistatic evolutions of critical points of time-dependent energies exhibit piecewise smooth behavior, making them useful for modeling continuum mechanics phenomena like elastic-plasticity and fracture. Traditionally, such evolutions have…

Optimization and Control · Mathematics 2026-01-09 Stefano Almi , Massimo Fornasier , Jona Klemenc , Alessandro Scagliotti

The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…

Mathematical Physics · Physics 2021-07-20 Anastasia Doikou , Simon J. A. Malham , Anke Wiese

We develop a comprehensive framework in which the existence of solutions to the semiclassical Einstein equation (SCE) in cosmological spacetimes is shown. Different from previous work on this subject, we do not restrict to the conformally…

Mathematical Physics · Physics 2021-12-01 Hanno Gottschalk , Daniel Siemssen

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

Probability · Mathematics 2009-09-14 Mark Veraar

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

Analysis of PDEs · Mathematics 2019-05-09 Stefan Neukamm , Mario Varga , Marcus Waurick

We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…

Functional Analysis · Mathematics 2025-04-17 Robert Denk , Markus Kunze , Michael Kupper

In this article we study the differentiability of solutions of parabolic semilinear stochastic evolution equations (SEEs) with respect to their initial values. We prove that if the nonlinear drift coefficients and the nonlinear diffusion…

Probability · Mathematics 2021-11-02 Adam Andersson , Arnulf Jentzen , Ryan Kurniawan , Timo Welti

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…

Analysis of PDEs · Mathematics 2023-01-20 Ruimeng Hu , Quyuan Lin

In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

Numerical Analysis · Mathematics 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…

Methodology · Statistics 2026-02-17 Satyaki Mazumder , Sayantan Banerjee , Sourabh Bhattacharya

In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…

Analysis of PDEs · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

In this paper, we consider the dynamics of solutions to complex-valued evolutionary partial differential equations (PDEs) and show existence of heteroclinic orbits from nontrivial equilibria to zero via computer-assisted proofs. We also…

Dynamical Systems · Mathematics 2022-03-02 Jonathan Jaquette , Jean-Philippe Lessard , Akitoshi Takayasu

Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

Methodology · Statistics 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

We propose a 2+1d simulation of Energetic Causal Sets (ECS). These are a class of Causal Sets where the agency of time and its irreversibility are taken as fundamental. Events are endowed with energy-momentum conservation laws being applied…

General Relativity and Quantum Cosmology · Physics 2025-02-12 Vasco Gil Gomes

We introduce the correlation-efficient time-evolution (CETE) algorithm for simulating quantum many-body dynamics. CETE recasts each step of time evolution as a time-independent correlation problem: the ansatz begins from a mean-field single…

Quantum Physics · Physics 2025-11-19 Michael Rose , David A. Mazziotti

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the…

High Energy Astrophysical Phenomena · Physics 2017-03-31 R. Du Toit Strauss , Frederic Effenberger