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We consider the homogeneous stochastic differential equation with unknown parameter to be estimated. We prove that the standard maximum likelihood estimate is strongly consistent under very mild conditions. There are also established the…

Probability · Mathematics 2013-06-07 Yuliya Mishura

Discovery of dynamical systems from data forms the foundation for data-driven modeling and recently, structure-preserving geometric perspectives have been shown to provide improved forecasting, stability, and physical realizability…

Machine Learning · Computer Science 2021-09-14 Kookjin Lee , Nathaniel Trask , Panos Stinis

Dynamic systems are ubiquitous in nature and are used to model many processes in biology, chemistry, physics, medicine, and engineering. In particular, systems of ordinary differential equations are commonly used for the mathematical…

Statistics Theory · Mathematics 2016-02-19 Ivan Vujačić , Itai Dattner

In the context of a pandemic like COVID-19, and until most people are vaccinated, proactive testing and interventions have been proved to be the only means to contain the disease spread. Recent academic work has offered significant evidence…

This paper reinterprets the Synthetic Control (SC) framework through the lens of weighting philosophy, arguing that the contrast between traditional SC and Difference-in-Differences (DID) reflects two distinct modeling mindsets: sparse…

Methodology · Statistics 2025-10-31 Le Wang , Xin Xing , Youhui Ye

In the context of mathematical modeling, it is sometimes convenient to integrate models of different nature. These types of combinations, however, might entail difficulties even when individual models are well-understood, particularly in…

Numerical Analysis · Mathematics 2023-01-20 Christina Schenk , David Portillo , Ignacio Romero

For a network of interconnected nonlinear dynamical systems an adaptive leader-follower output feedback synchronization problem is considered. The proposed structure of decentralized controller and adaptation algorithm is based on…

Optimization and Control · Mathematics 2009-12-14 Alexander L. Fradkov , Ibragim A. Junussov

This study focuses on analyzing a deterministic SIR model governing the dynamics of the hosts and vectors on an urban network. Our analysis scrutinizes the typical existence--stability of the equilibria as well as the sensitivity of the…

Dynamical Systems · Mathematics 2017-11-13 Karunia Putra Wijaya , Dipo Aldila

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

The worldwide spread of COVID-19 has called for fast advancement of new modelling strategies to estimate its unprecedented spread. Here, we introduce a model based on the fundamental SIR equations with a stochastic disorder by a random…

Physics and Society · Physics 2020-04-28 Suman Dutta

Inferring causal relationships as directed acyclic graphs (DAGs) is an important but challenging problem. Differentiable Causal Discovery (DCD) is a promising approach to this problem, framing the search as a continuous optimization. But…

Machine Learning · Computer Science 2024-06-28 Achille Nazaret , Justin Hong , Elham Azizi , David Blei

This paper extends the core results of discrete time infinite horizon dynamic programming to the case of state-dependent discounting. We obtain a condition on the discount factor process under which all of the standard optimality results…

General Economics · Economics 2020-10-15 John Stachurski , Junnan Zhang

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

Dynamical properties of tropically discretized and max-plus negative feedback models are investigated. Reviewing the previous study [S. Gibo and H. Ito, J. Theor. Biol. 378, 89 (2015)], the conditions under which the Neimark-Sacker…

Chaotic Dynamics · Physics 2023-05-11 Shousuke Ohmori , Yoshihiro Yamazaki

In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…

Optimization and Control · Mathematics 2016-06-16 Pantelis Sopasakis , Haralambos Sarimveis

In this paper, an epidemic model with spatial dependence is studied and results regarding its stability and numerical approximation are presented. We consider a generalization of the original Kermack and McKendrick model in which the size…

Numerical Analysis · Mathematics 2022-04-05 Bálint Takács , Yiannis Hadjimichael

In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…

Numerical Analysis · Mathematics 2026-03-04 Lukas Pflug , Michael Stingl , Max Zetzmann

In this paper we prove the existence of solutions for a class of viscoelastic dynamic systems on time--dependent cracked domains, with possibly degenerate viscosity coefficients. Under stronger regularity assumptions we also show a…

Analysis of PDEs · Mathematics 2025-10-06 Maicol Caponi , Francesco Sapio

Dynamic feedback linearization-based methods allow us to design control algorithms for a fairly large class of nonlinear systems in continuous time. However, this feature does not extend to their sampled counterparts, i.e., for a given…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar

We present a new time discretization scheme adapted to the structure of GENERIC systems. The scheme is variational in nature and is based on a conditional incremental minimization. The GENERIC structure of the scheme provides stability and…

Numerical Analysis · Mathematics 2020-06-01 Ansgar Jüngel , Ulisse Stefanelli , Lara Trussardi
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