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We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

Probability · Mathematics 2016-08-03 Anthony Le Cavil , Nadia Oudjane , Francesco Russo

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Jungbae Chun , Sengiyumva Kisole , Matthew M. Peet , Peter Seiler

The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…

Quantum Physics · Physics 2026-03-02 Győző Egri , Marton Gomori , Balazs Gyenis , Gábor Hofer-Szabó

In this paper, a novel inversion mechanism of functional extrema model via the differential evolution algorithms(DE), is proposed to exactly identify time-delays fractional order chaos systems. With the functional extrema model, the unknown…

Chaotic Dynamics · Physics 2013-08-14 Fei Gao , Xue-jing Lee , Feng-xia Fei , Heng-qing Tong

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

Optimization and Control · Mathematics 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

Machine Learning · Computer Science 2022-08-29 Xunbi A. Ji , Gabor Orosz

This chapter presents a dynamical systems point of view of the study of systems with delays. The focus is on how advanced tools from bifurcation theory, as implemented for example in the package DDE-BIFTOOL, can be applied to the study of…

Dynamical Systems · Mathematics 2021-08-06 Bernd Krauskopf , Jan Sieber

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

We deal with a class of second order in time nonlinear evolution equations with state-dependent delay. This class covers several important PDE models arising in the theory ofnonlinear plates. Our first result states well-posedness in a…

Analysis of PDEs · Mathematics 2016-03-22 Igor Chueshov , Alexander Rezounenko

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…

Classical Analysis and ODEs · Mathematics 2018-07-10 Teresa Faria , Rafael Obaya , Ana M. Sanz

A new delay equation is introduced to describe the punctuated evolution of complex nonlinear systems. A detailed analytical and numerical investigation provides the classification of all possible types of solutions for the dynamics of a…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 V. I. Yukalov , E. P. Yukalova , D. Sornette

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

Active agents with time-delayed interactions arise naturally in various real-world systems, such as biological systems, transportation networks and robotic swarms. Such systems are typically modeled as Delay Differential Equations (DDEs)…

Dynamical Systems · Mathematics 2025-09-03 Yu Wang , Andreas Amann , Jinde Cao , Jürgen Kurths , Serhiy Yanchuk

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

Traditionally, Probability theory was dealing with limit theorems where 'limit" means that time tends to infinity. Questions about finite time dynamics (evolution) were always considered as, although important for practical applications,…

Chaotic Dynamics · Physics 2025-12-19 Leonid Bunimovich , Kirill Kovalenko

Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…

Dynamical Systems · Mathematics 2025-11-06 Anthony Pasion , Felicia Magpantay