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Flow of molecular gas into a complex vacuum system is investigated by a lumped parameter model to estimate the time evolution of gas pressure $p_g$, which for the first time takes into account the realistic effect of time-delay arising due…

Fluid Dynamics · Physics 2018-06-19 Rajiv Goswami , K. A. Jadeja

We study a scalar, first-order delay differential equation (DDE) with instantaneous and state-dependent delayed feedback, which itself may be delayed. The state dependence introduces nonlinearity into an otherwise linear system. We…

Dynamical Systems · Mathematics 2022-03-22 Antony R. Humphries , Bernd Krauskopf , Stefan Ruschel , Jan Sieber

Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…

Exactly Solvable and Integrable Systems · Physics 2024-06-03 Andrei D. Polyanin

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

Probability · Mathematics 2018-06-21 Richard A. Davis , Mikkel Slot Nielsen , Victor Rohde

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Alexander N. Jourjine

Delay Differential Equations (DDEs) are a class of differential equations that can model diverse scientific phenomena. However, identifying the parameters, especially the time delay, that make a DDE's predictions match experimental results…

Machine Learning · Computer Science 2024-05-16 Robert Stephany

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Probability · Mathematics 2019-12-13 Andrea Pascucci , Antonello Pesce

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

Optimization and Control · Mathematics 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME,…

Chaotic Dynamics · Physics 2023-05-09 F. Fatehi , Y. N. Kyrychko , K. B. Blyuss

We provide a method to identify system parameters of dynamical systems, called ID-ODE -- Inference by Differentiation and Observing Delay Embeddings. In this setting, we are given a dataset of trajectories from a dynamical system with…

Machine Learning · Computer Science 2022-11-17 Alex Tong Lin , Adrian S. Wong , Robert Martin , Stanley J. Osher , Daniel Eckhardt

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

This work concerns the dynamics of nonlinear systems that are subjected to delayed self-feedback. Perturbation methods applied to such systems give rise to slow flows which characteristically contain delayed variables. We consider two…

Dynamical Systems · Mathematics 2016-01-11 Si Mohamed Sah , Richard H. Rand

The renormalization method which is a type of perturbation method is extended to a tool to study weakly nonlinear time-delay systems. For systems with order-one delay, we show that the renormalization method leads to reduced systems without…

Pattern Formation and Solitons · Physics 2009-11-13 Shin-itiro Goto

In this paper we address the problem of state observation of linear time-varying systems with delayed measurements, which has attracted the attention of many researchers|see [7] and references therein. We show that, adopting the parameter…

Systems and Control · Electrical Eng. & Systems 2020-08-21 Alexey Bobtsov , Nikolay Nikolaev , Romeo Ortega , Denis Efimov

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…

Dynamical Systems · Mathematics 2019-09-06 S. Richard Taylor

Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine…

Numerical Analysis · Mathematics 2021-03-17 Burcu Gürbüz

We consider a strongly nonlinear PDE system describing solid-solid phase transitions in shape memory alloys. The system accounts for the evolution of an order parameter (related to different symmetries of the crystal lattice in the phase…

Analysis of PDEs · Mathematics 2013-07-08 Elena Bonetti , Pierluigi Colli , Mauro Fabrizio , Gianni Gilardi