Related papers: Local first integrals for stochastic differential …
In general, a system of differential equations is integrable if there exist `sufficiently many' first integrals (FIs) so that its solution can be found by means of quadratures. Therefore, the determination of the FIs is an important issue…
Recent decades have provided a host of examples and applications motivating the study of nonlocal differential operators. We discuss a class of such operators acting on bounded domains, focusing on those with integrable kernels having…
Nonlinear second-order ordinary differential equations are common in various fields of science, such as physics, mechanics and biology. Here we provide a new family of integrable second-order ordinary differential equations by considering…
We prove a set of general theorems that provide new nonlocal constants and first integrals for nonlinear Jacobi-type ordinary differential equations. Applications include equations of the Painleve-Gambier classification.
In this note we consider the pointwise convergence to the initial data for the solutions of some nonlocal dyadic Schr\"odinger equations on spaces of homogeneous type. We prove the a.e. convergence when the initial data belongs to a dyadic…
Non-locality is being intensively studied in various PDE-contexts and in variational problems. The numerical approximation also looks challenging, as well as the application of these models to Continuum Mechanics and Image Analysis, among…
In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…
We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…
There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single…
Recently, a number of nonlocal integrable equations, such as the PT-symmetric nonlinear Schrodinger (NLS) equation and PT-symmetric Davey-Stewartson equations, were proposed and studied. Here we show that many of such nonlocal integrable…
This work deals with singular stochastic PDEs driven by non-translation invariant differential operators. We describe the renormalized equation for a very large class of spacetime dependent renormalization schemes. Our approach bypasses in…
We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…
We use the linear scalar SDE as a test problem to show that it is possible to construct almost sure stable first-order weak balanced schemes based on the addition of stabilizing functions to the drift terms. Then, we design balanced schemes…
We explore a nonlocal connection between certain linear and nonlinear ordinary differential equations (ODEs), representing physically important oscillator systems, and identify a class of integrable nonlinear ODEs of any order. We also…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
In the present article, we discuss some aspects of the local stability analysis for a class of abstract functional differential equations. This is done under smoothness assumptions which are often satisfied in the presence of a…
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 $…
We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…
We develop a study on local polar invariants of planar complex analytic foliations at $(\mathbb{C}^{2},0)$, which leads to the characterization of second type foliations and of generalized curve foliations, as well as a description of the…