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A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

Inverse problem to recover the skew-self-adjoint Dirac-type system from the generalized Weyl matrix function is treated in the paper. Sufficient conditions under which the unique solution of the inverse problem exists, are formulated in…

Classical Analysis and ODEs · Mathematics 2010-02-02 B. Fritzsche , B. Kirstein , A. L. Sakhnovich

In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its intensity. Under general conditions, for any fixed…

Probability · Mathematics 2025-05-27 Gerardo Barrera , Conrado da Costa , Milton Jara

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

Let $\{b_{j}\}_{j=1}^{k}$ be meromorphic functions, and let $w$ be admissible meromorphic solutions of delay differential equation $$w'(z)=w(z)\left[\frac{P(z, w(z))}{Q(z,w(z))}+\sum_{j=1}^{k}b_{j}(z)w(z-c_{j})\right]$$ with distinct delays…

Complex Variables · Mathematics 2021-09-07 Ling Xu , Tingbin Cao

Novel exact solutions of one-dimensional transient dynamic piezoelectric problems for thickness polarized layers and disks, or length polarized rods, are obtained. The solutions are obtained using a time domain Green's function method that…

Numerical Analysis · Mathematics 2017-05-11 Naum M. Khutoryansky , Vladimir Genis

The delayed logistic equation (also known as Hutchinson's equation or Wright's equation) was originally introduced to explain oscillatory phenomena in ecological dynamics. While it motivated the development of a large number of mathematical…

Dynamical Systems · Mathematics 2019-10-02 Ruth E. Baker , Gergely Röst

Procedures to recover explicitly discrete and continuous skew-selfadjoint Dirac systems on semi-axis from rational Weyl matrix functions are considered. Their stability is shown. Some new facts on asymptotics of pseudo-exponential…

Spectral Theory · Mathematics 2018-03-20 B. Fritzsche , B. Kirstein , I. Ya. Roitberg , A. L. Sakhnovich

This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed) linear autonomous differential equations, and the associate ones of…

Dynamical Systems · Mathematics 2008-05-15 M. De la Sen

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

The thermal ratchets model toggles a spatially periodic asymmetric potential to rectify random walks and achieve transport of diffusing particles. We numerically solve the governing equation for the full dynamics of an infinite 1D ratchet…

Statistical Mechanics · Physics 2015-08-18 Abhranil Das , Soumitro Banerjee

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

Dynamical Systems · Mathematics 2009-01-12 Elena Braverman , Sergey Zhukovskiy

This paper studies the oscillatory behavior of solutions to linear nonautonomous impulsive differential equations with piecewise constant arguments, including both advanced and delayed cases \[ x'(t) = a(t)x(t) + b(t)x([t-k]), \quad k \in…

Dynamical Systems · Mathematics 2026-03-31 Ricardo Torres Naranjo , Eugenio Trucco Vera , Özkan Öcal

This paper focuses on the dynamical properties of delayed complex balanced systems. We first study the relationship between the stoichiometric compatibility classes of delayed and non-delayed systems. Using this relation we give another way…

Dynamical Systems · Mathematics 2024-03-14 Xiaoyu Zhang , Tian Zhang , Chuanhou Gao

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper a new approach to study an equation of the Lienard type with a strong quadratic damping is proposed based on Jacobi's last multiplier and Cheillini's integrability condition. We obtain a closed form solution of the…

Exactly Solvable and Integrable Systems · Physics 2017-05-24 Ankan Pandey , A. Ghose Choudhury , Partha Guha

We show that the theory of self-adjoint differential equations can be used to provide a satisfactory solution of the inverse variational problem in classical mechanics. A Newtonian equation when transformed to the self-adjoint form allows…

Classical Physics · Physics 2020-10-28 Benoy Talukdar , Supriya Chatterjee , Sekh Golam Ali

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…

Exactly Solvable and Integrable Systems · Physics 2025-01-09 Andrei D. Polyanin , Nikolay A. Kudryashov
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