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In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present…

Probability · Mathematics 2014-06-30 Shige Peng , Zhe Yang

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

Investigating the network stability or synchronization dynamics of multi-agent systems with time delays is of significant importance in numerous real-world applications. Such investigations often rely on solving the transcendental…

Dynamical Systems · Mathematics 2025-01-08 Shijie Zhou , Yang Luan , Xuzhe Qian , Wei Lin

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable…

Classical Analysis and ODEs · Mathematics 2020-07-09 Vladimir A. Dorodnitsyn , Roman Kozlov , Sergey V. Meleshko , Pavel Winternitz

There exists a well established differential topological theory of singularities of ordinary differential equations. It has mainly studied scalar equations of low order. We propose an extension of the key concepts to arbitrary systems of…

Commutative Algebra · Mathematics 2021-03-12 Markus Lange-Hegermann , Daniel Robertz , Werner M. Seiler , Matthias Seiss

Neural ordinary differential equations (NODEs) treat computation of intermediate feature vectors as trajectories of ordinary differential equation parameterized by a neural network. In this paper, we propose a novel model, delay…

Machine Learning · Computer Science 2020-12-15 Srinivas Anumasa , P. K. Srijith

This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the…

Numerical Analysis · Mathematics 2019-06-20 Mohammad Mousa-Abadian , Sayed Hodjatollah Momeni-Masuleh

Time delay has been incorporated in models to reflect certain physical or biological meaning. The theory of delay differential equations (DDEs), which has seen extensive growth in the last seventy years or so, can be used to examine the…

Dynamical Systems · Mathematics 2022-09-20 Juancho A. Collera

To find consistent initial data points for a system of differential-algebraic equations, requires the identification of its missing constraints. An efficient class of structural methods exploiting a dependency graph for this task was…

Numerical Analysis · Mathematics 2022-11-01 Wenqiang Yang , Wenyuan Wu , Greg Reid

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

We generalize the solution theory for a class of delay type differential equations developed in a previous paper, dealing with the Hilbert space case, to a Banach space setting. The key idea is to consider differentiation as an operator…

Functional Analysis · Mathematics 2012-11-19 Rainer Picard , Sascha Trostorff , Marcus Waurick

This paper is the first of a series in which we develop exact and approximate algorithms for mappings of systems of differential equations. Here we introduce the MapDE algorithm and its implementation in Maple, for mappings relating…

Analysis of PDEs · Mathematics 2019-03-07 Zahra. Mohammadi , Gregory J. Reid , S. -L. Tracy Huang

A method is presented for finding the Lie point symmetry transformations acting simultaneously on difference equations and lattices, while leaving the solution set of the corresponding difference scheme invariant. The method is applied to…

Mathematical Physics · Physics 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

Data Structures and Algorithms · Computer Science 2019-02-19 Dmitrii Avdiukhin , Sergey Pupyrev , Grigory Yaroslavtsev

The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With…

Machine Learning · Statistics 2021-08-25 Yash Kumar , Souvik Chakraborty

We give a quantum algorithm for a novel type of black-box problem: identifying a hidden $d$-regular base graph $G$ on $n$ vertices from oracle access to an obfuscated version of it, rather than traversing it. From $G$ we build the spired…

Quantum Physics · Physics 2026-05-13 Pawel Wocjan

In this paper we study the representation of partial differential equations (PDEs) as abstract differential-algebraic equations (DAEs) with dissipative Hamiltonian structure (adHDAEs). We show that these systems not only arise when there…

Functional Analysis · Mathematics 2024-05-20 Volker Mehrmann , Hans Zwart

A recent line of work in the machine learning community addresses the problem of predicting high-dimensional spatiotemporal phenomena by leveraging specific tools from the differential equations theory. Following this direction, we propose…

Machine Learning · Computer Science 2021-03-24 Jérémie Donà , Jean-Yves Franceschi , Sylvain Lamprier , Patrick Gallinari

We present Decapodes, a diagrammatic tool for representing, composing, and solving partial differential equations. Decapodes provides an intuitive diagrammatic representation of the relationships between variables in a system of equations,…

Numerical Analysis · Mathematics 2024-02-01 Luke Morris , Andrew Baas , Jesus Arias , Maia Gatlin , Evan Patterson , James P. Fairbanks

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su