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We consider an autonomous differential system in $\mathbb{R}^n$ with a periodic orbit and we give a new method for computing the characteristic multipliers associated to it. Our method works when the periodic orbit is given by the…
Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
This paper investigates the dynamical behavior of periodic solutions for a class of second-order non-autonomous differential equations. First, based on the Lyapunov-Schmidt reduction method for finite-dimensional functions, the…
In this paper it is dealt with the following system of difference equations x_{n+1}=((a_{n})/(x_{n}))+((b_{n})/(y_{n})), y_{n+1}=((c_{n})/(x_{n}))+((d_{n})/(y_{n})), n in N_0, where the initial values x_0,y_0 are positive real numbers and…
New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…
Many astrophysical systems can only be accurately modelled when the behaviour of their baryonic gas components is well understood. The residual distribution (RD) family of partial differential equation (PDE) solvers produce approximate…
In this paper, we give the definition of the random periodic solutions of random dynamical systems. We prove the existence of such periodic solutions for a $C^1$ perfect cocycle on a cylinder using a random invariant set, the Lyapunov…
We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…
In this work we provide conditions for the existence of periodic solutions to nonlinear, second-order difference equations of the form \begin{equation*} y(t+2)+by(t+1)+cy(t)=g(t,y(t)) \end{equation*} where $c\neq 0$, and…
We consider several models (including both multidimensional ordinary differential equations (ODEs) and partial differential equations (PDEs), possibly ill-posed), subject to very strong damping and quasi-periodic external forcing. We study…
We leverage commutative hypercomplex analysis to find closed-form solutions of some systems of stochastic differential equations. Specifically, we obtain necessary and sufficient conditions under which a system of stochastic differential…
We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…