English
Related papers

Related papers: Deterministic Integral and Ordinary Differential E…

200 papers

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

Entwined space-time paths are bound pairs of trajectories which are traversed in opposite directions with respect to macroscopic time. In this paper we show that ensembles of entwined paths on a discrete space-time lattice are simply…

Quantum Physics · Physics 2016-09-08 G. N. Ord , R. B. Mann

We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index…

Probability · Mathematics 2022-08-23 Henry Chiu , Rama Cont

In this paper, we study the regularity of solutions to uniformly degenerate elliptic equations in bounded domains under the condition that the characteristic polynomials have varying characteristic exponents.

Analysis of PDEs · Mathematics 2024-11-27 Qing Han , Jiongduo Xie

Recently, it was found that a new set of simple techniques allow one to conveniently express ordinary integrals through differentiation. These techniques add to the general toolbox for integration and integral transforms such as the Fourier…

Mathematical Physics · Physics 2015-07-17 Achim Kempf , David M. Jackson , Alejandro H. Morales

A large class of initial-boundary value problems of linear evolution partial differential equations formulated on the half-line is analyzed via the unified transform method. In particular, explicit formulae are presented for the generalized…

Analysis of PDEs · Mathematics 2016-04-21 Athanassios S. Fokas , Zipeng Wang

A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…

Classical Analysis and ODEs · Mathematics 2017-05-03 Fahed Zulfeqarr , Amit Ujlayan , Priyanka Ahuja

The aim of this very short note is to relate the directed paths in ${\stackrel{\rm \longrightarrow}{\rm \mathbb{R}^n}}$ to the irreversible paths in ${\stackrel{\rm ir}{\rm \mathbb{R}^n}}$. We first show that there is a directed path from…

General Mathematics · Mathematics 2020-12-17 Khashayar Rahimi

We define a logic of propositional formula schemata adding to the syntax of propositional logic indexed propositions and iterated connectives ranging over intervals parameterized by arithmetic variables. The satisfiability problem is shown…

Logic in Computer Science · Computer Science 2014-01-17 Vincent Aravantinos , Ricardo Caferra , Nicolas Peltier

We establish the existence and nonexistence of entire solutions to a semilinear elliptic problem whose nonlinearity is the critical power multiplied by a function that takes the value 1 in an open bounded region and the value -1 in its…

Analysis of PDEs · Mathematics 2025-02-28 Mónica Clapp , Jorge Faya , Alberto Saldaña

We extend the Eruguin result exposed in the paper "Construction of the whole set of ordinary differential equations with a given integral curve" published in 1952 and construct a differential system in $\Bbb{R}^N$ which admits a given set…

Dynamical Systems · Mathematics 2009-02-27 Rafael Ramirez , Natalia Sadovskaia

In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than $1/2$. This applies in particular to…

Dynamical Systems · Mathematics 2016-04-22 María J. Garrido-Atienza , Andreas Neuenkirch , Björn Schmalfuß

We discuss the solvability of a fairly general class of systems of perturbed Hammerstein integral equations with functional terms that depend on several parameters. The nonlinearities and the functionals are allowed to depend on the…

Classical Analysis and ODEs · Mathematics 2021-12-23 Gennaro Infante

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

Discrete integrable equations over finite fields are investigated. The indeterminacy of the equation is resolved by treating it over a field of rational functions instead of the finite field itself. The main discussion concerns a…

Exactly Solvable and Integrable Systems · Physics 2012-08-21 Masataka Kanki , Jun Mada , Tetsuji Tokihiro

The paper is devoted to the development of a comprehensive calculus for directional limiting normal cones, subdifferentials and coderivatives in finite dimensions. This calculus encompasses the whole range of the standard generalized…

Optimization and Control · Mathematics 2017-12-14 Matúš Benko , Helmut Gfrerer , Jiří V. Outrata

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Numerical Analysis · Mathematics 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

This is the second paper on the path integral approach of superintegrable systems on Darboux spaces, spaces of non-constant curvature. We analyze in the spaces $\DIII$ and $\DIV$ five respectively four superintegrable potentials, which were…

Quantum Physics · Physics 2008-11-26 Christian Grosche , George Pogosyan , Alexei Sissakian

Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation…

Numerical Analysis · Mathematics 2026-04-10 Nobuki Takayama , Takaharu Yaguchi , Yi Zhang

We generalize a semi-classical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)] and Feynman and Kleinert [Phys. Rev. A 34, 5080 (1986)] to time-dependent Hamiltonians, thus extending…

Computational Finance · Quantitative Finance 2024-08-06 Mark Stedman , Luca Capriotti