Related papers: Index Reduction for Second Order Singular Systems …
We present a new approach to singularity confinement which makes it an efficient and reliable discrete integrability detector. Our method is based on the full-deautonomisation procedure, which consists in analysing non-autonomous extensions…
It has been recently pointed out that dynamical systems depending on future values of the unknowns may be useful in different areas of knowledge. We explore in this context the extension of the concept of order reduction that has been…
In this paper, we provide a simple way to find uniqueness sets for additive eigenvalue problems of first and second order Hamilton--Jacobi equations by using a PDE approach. An application in finding the limiting profiles for large time…
In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…
Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
We generalize the notions of singularities and ordinary points from linear ordinary differential equations to D-finite systems. Ordinary points of a D-finite system are characterized in terms of its formal power series solutions. We also…
We mainly consider the frequency limited $\mathcal{H}_2$ optimal model order reduction of large-scale sparse generalized systems. For this purpose we need to solve two Sylvester equations. This paper proposes efficient algorithm to solve…
We study linear abstract differential-algebraic equations (ADAEs), and we introduce an index concept which is based on polynomial growth of a~pseudo-resolvent. Our approach to solvability analysis is based on degenerate semigroups. We apply…
The identifiability analysis of linear Ordinary Differential Equation (ODE) systems is a necessary prerequisite for making reliable causal inferences about these systems. While identifiability has been well studied in scenarios where the…
Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…
We want to propose a new discretization ansatz for the second order Hessian complex exploiting benefits of isogeometric analysis, namely the possibility of high-order convergence and smoothness of test functions. Although our approach is…
In this paper, the linear differential expression of order $n \ge 2$ with distribution coefficients of various singularity orders is considered. We obtain the associated matrix for the regularization of this expression. Furthermore, we…
The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…
Dynamical systems, prevalent in various scientific and engineering domains, are susceptible to anomalies that can significantly impact their performance and reliability. This paper addresses the critical challenges of anomaly detection,…
\texttt{DiscoTEX} is a highly accurate numerical algorithm for computing numerical weak-form solutions to distributionally sourced partial differential equations (PDE)s. The aim of this second paper, succeeding \cite{da2024discotex}, is to…
We classify entire positive singular solutions to a family of critical sixth order equations in the punctured space with a non-removable singularity at the origin. More precisely, we show that when the origin is a non-removable singularity,…
This paper is part of a series of papers in which the asymptotic theory and appropriate symbolic computer code are developed to compute the asymptotic expansion of the solution of an n-th order ordinary differential equation. The paper…
This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…
The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…