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This paper deals with the problem of existence and uniqueness of a solution for a backward stochastic differential equation (BSDE for short) with one reflecting barrier in the case when the terminal value, the generator and the obstacle…

Probability · Mathematics 2008-07-14 Said Hamadene , Alexandre Popier

The paper develops the method for construction of the families of particular solutions to the nonlinear Partial Differential Equations (PDE) without relation to the complete integrability. Method is based on the specific link between…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

In this paper we will present a way of examining the Stokes structure of certain irregular singular $\mathcal D$-modules, namely the direct image of exponentially twisted regular singular meromorphic connections, in a topological point of…

Algebraic Geometry · Mathematics 2015-06-22 Hedwig Heizinger

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Structural decomposition methods, such as generalized hypertree decompositions, have been successfully used for solving constraint satisfaction problems (CSPs). As decompositions can be reused to solve CSPs with the same constraint scopes,…

Artificial Intelligence · Computer Science 2022-09-22 Georg Gottlob , Matthias Lanzinger , Davide Mario Longo , Cem Okulmus

We elaborate on the interpretation of some mixed finite element spaces in terms of differential forms. First we develop a framework in which we show how tools from algebraic topology can be applied to the study of their cohomological…

Numerical Analysis · Mathematics 2011-06-20 Snorre Harald Christiansen

We investigate several models described by real scalar fields, searching for topological defects. Some models are described by a single field, and support one or two topological sectors, and others are two-field models, which support…

High Energy Physics - Theory · Physics 2009-11-10 D. Bazeia , L. Losano , R. Menezes

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We clarify the relation between the `bosonisation' construction (due to the author) which can be used to turn a Hopf algebra $B$ in the category of $H$-modules or $H$-comodules into an equivalent ordinary Hopf algebra, and a version of…

q-alg · Mathematics 2008-02-03 S. Majid

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

Probability · Mathematics 2020-11-24 Ildoo Kim

In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}}) \otimes…

Probability · Mathematics 2008-11-13 Qi Zhang , Huaizhong Zhao

We introduce a new algebraic framework based on the deformation of pre-Lie products. This allows us to provide a new construction of the algebraic objects at play in Regularity Structures in the work arXiv:1610.08468 and in arXiv:2005.01649…

Probability · Mathematics 2023-10-25 Yvain Bruned , Dominique Manchon

This article describes a normal form algorithm for the Brieskorn lattice of an isolated hypersurface singularity. It is the basis of efficient algorithms to compute the Bernstein-Sato polynomial, the complex monodromy, and Hodge-theoretic…

Complex Variables · Mathematics 2007-05-23 Mathias Schulze

In this paper, we provide a systematic discretization of the Bernstein-Gelfand-Gelfand (BGG) diagrams and complexes over cubical meshes of arbitrary dimension via the use of tensor-product structures of one-dimensional piecewise-polynomial…

Numerical Analysis · Mathematics 2025-06-23 Francesca Bonizzoni , Kaibo Hu , Guido Kanschat , Duygu Sap

Spline functions have long been used in numerically solving differential equations. Recently it revives as isogeometric analysis, which uses NURBS for both parametrization and element functions. In this paper, we introduce some multivariate…

Numerical Analysis · Mathematics 2019-06-27 Guohui Zhao

We introduce structured decompositions, category-theoretic structures which simultaneously generalize notions from graph theory (including treewidth, layered treewidth, co-treewidth, graph decomposition width, tree independence number,…

Category Theory · Mathematics 2025-05-21 Benjamin Merlin Bumpus , Zoltan A. Kocsis , Jade Edenstar Master , Emilio Minichiello

We present reduction and reconstruction procedures for the solutions of symmetric stochastic differential equations, similar to those available for ordinary differential equations. Additionally, we use the local tangent-normal…

Probability · Mathematics 2011-11-09 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

A wide range of problems can be modelled as constraint satisfaction problems (CSPs), that is, a set of constraints that must be satisfied simultaneously. Constraints can either be represented extensionally, by explicitly listing allowed…

Artificial Intelligence · Computer Science 2015-02-10 Evgenij Thorstensen

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha