Related papers: A note on supersymmetry and stochastic differentia…

For a class of Schrodinger Hamiltonians the supersymmetry transformations can degenerate to simple coordinate displacements. We examine this phenomenon and show that it distinguishes the Weierstrass potentials including the one-soliton…

These Lectures have been given at Laboratori Nazionali di Frascati in the month of March, 2005. The main idea was to provide our young collegues, who joined us in our attempts to understand the structure of $N$-extended supersymmetric…

In this paper, we established a large deviation principle for stochastic models of incompressible second grade fluids. The weak convergence method introduced by \cite{Budhiraja-Dupuis} plays an important role.

Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…

The main purpose of this work is to introduce and analyse some generalizations of diverse superposition rules for first-order differential equations to the setting of second-order differential equations. As a result, we find a way to apply…

We study possible Lie and non-classical reductions of multidimensional wave equations and the special classes of possible reduced equations - their symmetries and equivalence classes. Such investigation allows to find many new conditional…

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

In this paper we present a scheme for the numerical solution of one-dimensional stochastic differential equations (SDEs) whose drift belongs to a fractional Sobolev space of negative regularity (a subspace of Schwartz distributions). We…

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

This paper investigates the geometric constraints imposed on a domain by overdetermined problems for partial differential equations. Serrin's symmetry results are extended to overdetermined problems with potentially degenerate ellipticity…

The supersymmetric extension of a model introduced by Lukierski, Stichel and Zakrewski in the non-commutative plane is studied. The Noether charges associated to the symmetries are determined. Their Poisson algebra is investigated in the…

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

We carry out extended symmetry analysis of the (1+2)-dimensional Boiti-Leon-Pempinelli system, which corrects, enhances and generalizes many results existing in the literature. The point-symmetry pseudogroup of this system is computed using…

It is shown that the method of nonlinear realization of local supersymmetry being applied to the n=(1,1) superconformal symmetry allows one reduce the new version of the super-Liouville equation to the ordinary one owing to the relaxation…

In this paper, a class of generalized backward doubly stochastic differential equations whose coefficient contains the subdifferential operators of two convex functions (also called generalized backward doubly stochastic variational…

We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential…

We review three different approaches to polynomial symmetry algebras underlying superintegrable systems in Darboux spaces. The first method consists of using deformed oscillator algebra to obtain finite-dimensional representations of…

Morier-Genoud, Ovsienko and Tabachnikov introduced supersymmetric frieze patterns (see arXiv:1501.07476). This note gives a solution to Problem 1 from that article: determine the formula for the entries of a superfrieze.

The fractional Laplacian has been strongly studied during past decades. In this paper we present a different approach for the associated Dirichlet problem, using recent deep learning techniques. In fact, intensively PDEs with a stochastic…

The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…