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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

The paper investigates existence and uniqueness for a stochastic differential equation (SDE) with distributional drift depending on the law density of the solution. Those equations are known as McKean SDEs. The McKean SDE is interpreted in…

Probability · Mathematics 2022-06-28 Elena Issoglio , Francesco Russo

In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…

Analysis of PDEs · Mathematics 2014-02-14 De-Xing Kong , Cheng Zhang

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

Streams, or infinite sequences, are infinite objects of a very simple type, yet they have a rich theory partly due to their ubiquity in mathematics and computer science. Stream differential equations are a coinductive method for specifying…

Logic in Computer Science · Computer Science 2019-03-14 Helle Hvid Hansen , Clemens Kupke , Jan Rutten

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

Discrete Differential Equations (DDEs) are functional equations that relate polynomially a power series $F(t,u)$ in $t$ with polynomial coefficients in a "catalytic" variable $u$ and the specializations, say at $u=1$, of $F(t,u)$ and of…

Symbolic Computation · Computer Science 2023-05-01 Alin Bostan , Hadrien Notarantonio , Mohab Safey El Din

The quest for analytical solutions to differential equations has traditionally been constrained by the need for extensive mathematical expertise. Machine learning methods like genetic algorithms have shown promise in this domain, but are…

Machine Learning · Computer Science 2025-07-22 Shu Wei , Yanjie Li , Lina Yu , Weijun Li , Min Wu , Linjun Sun , Jingyi Liu , Hong Qin , Yusong Deng , Jufeng Han , Yan Pang

In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…

Probability · Mathematics 2011-12-19 Pedro J. Catuogno , Luis R. Lucinger

Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…

Numerical Analysis · Mathematics 2010-06-09 Brian Jain , Andrew D. Sheng

By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…

Probability · Mathematics 2018-01-26 Xing Huang

When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find…

Classical Analysis and ODEs · Mathematics 2020-05-26 Michael Ruzhansky , Anvar Hasanov

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

Some differential equations are considered in the context of Synthetic Differential Geometry. Here, this means that not only nilpotent infinitesimals, but also the formation of function spaces, is exploited. In particular, we utilize…

Category Theory · Mathematics 2007-05-23 Anders Kock , Gonzalo E. Reyes

The class of ordinary linear constant coefficient differential equations is naturally embedded into a wider class by associating differential equations to algebraic curves.

Classical Analysis and ODEs · Mathematics 2016-05-09 Vakhtang Lomadze

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

Mathematical Physics · Physics 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz

In this paper, we study some existence and uniqueness results for systems of differential equations in which each of equations of the system involves a different Stieltjes derivative. Specifically, we show that this problems can only have…

Classical Analysis and ODEs · Mathematics 2025-01-14 Ignacio Márquez Albés , F. Adrián F. Tojo

We study a class of scalar differential equations on the circle $S^1$. This class is characterized mainly by the property that any solution of such an equation possesses exponential dichotomy both on the semi-axes $\R_+$ and $\R_+$. Also we…

Dynamical Systems · Mathematics 2018-02-01 L. M. Lerman , E. V. Gubina

In this article we study the well-posedness (uniqueness and existence of solutions) of nonlinear elliptic Partial Differential Equations (PDEs) on a finite graph. These results are obtained using the discrete comparison principle and…

Analysis of PDEs · Mathematics 2013-03-01 Juan J. Manfredi , Adam M. Oberman , Alex P. Svirodov

The notions of equivalence and strict equivalence for order one differential equations are introduced. The more explicit notion of strict equivalence is applied to examples and questions concerning autonomous equations and equations having…

Algebraic Geometry · Mathematics 2013-03-21 L. X. Chau Ngo , K. A. Nguyen , M. van der Put , J. Top
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