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The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.

Probability · Mathematics 2012-03-26 Vladsislav Kargin

A formalism of arithmetic partial differential equations (PDEs) is being developed in which one considers several arithmetic differentiations at one fixed prime. In this theory solutions can be defined in algebraically closed p-adic fields.…

Number Theory · Mathematics 2021-04-01 Alexandru Buium , Lance Edward Miller

We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…

Classical Analysis and ODEs · Mathematics 2009-04-30 Nadzeya Bedziuk , Aleh Yablonski

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on…

Numerical Analysis · Mathematics 2022-07-04 Andreas Rupp , Markus Gahn , Guido Kanschat

The aim of this work is to prove existence and uniqueness of $L^{2}-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2}-$solutions. The…

Probability · Mathematics 2011-02-24 Latifa Debbi

In this work nonlinear pseudo-differential equations with the infinite number of derivatives are studied. These equations form a new class of equations which initially appeared in p-adic string theory. These equations are of much interest…

Mathematical Physics · Physics 2009-11-10 V. S. Vladimirov , Ya. I. Volovich

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

The problem of algebraic dependence of solutions to (non-linear) first order autonomous equations over an algebraically closed field of characteristic zero is given a `complete' answer, obtained independently of model theoretic results on…

Algebraic Geometry · Mathematics 2019-04-18 Marc Paul Noordman , Marius van der Put , Jaap Top

An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati…

Mathematical Physics · Physics 2007-05-23 Alexei V. Penskoi , Pavel Winternitz

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

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…

Dynamical Systems · Mathematics 2019-10-18 Margaret Beck

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

Three types of equations of mathematical physics, namely, the equations, which describe any physical processes, the equations of mechanics and physics of continuous media, and field-theory equations are studied in this paper. In the first…

Mathematical Physics · Physics 2007-05-23 L. I. Petrova

Signature stochastic differential equations (SDEs) constitute a large class of stochastic processes, here driven by Brownian motions, whose characteristics are linear maps of their own signature, i.e. of iterated integrals of the process…

Probability · Mathematics 2025-02-04 Christa Cuchiero , Sara Svaluto-Ferro , Josef Teichmann

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

We define an abstract framework called {\it discrete finite differences embedding} which can be used to obtain discrete analogue of formal functional relations in the spirit of category theory. For ordinary differential equations we exhibit…

Numerical Analysis · Mathematics 2014-11-27 Jacky Cresson , Frédéric Pierret

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

Probability · Mathematics 2022-04-27 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

The notion of singular reduction modules, i.e., of singular modules of nonclassical (conditional) symmetry, of differential equations is introduced. It is shown that the derivation of nonclassical symmetries for differential equations can…

Mathematical Physics · Physics 2017-12-05 Vaycheslav M. Boyko , Michael Kunzinger , Roman O. Popovych

We describe a map-based model which reproduces many of the behaviors seen in partial differential equations (PDE's). Like PDE's, we show that this model can support an infinite number of stationary solutions, traveling solutions, breathing…

solv-int · Physics 2015-06-26 Troy Shinbrot , J. M. Ottino
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