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Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…

Probability · Mathematics 2010-08-09 Xin Chen , Xue-Mei Li

A novel type of approximants is introduced, being based on the ideas of self-similar approximation theory. The method is illustrated by the examples possessing the structure typical of many problems in applied mathematics. Good numerical…

Mathematical Physics · Physics 2017-02-03 S. Gluzman , V. I. Yukalov

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

Probability · Mathematics 2023-08-22 Suprio Bhar , Rajeev Bhaskaran , Arvind Kumar Nath

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

The problem of function approximation by neural dynamical systems has typically been approached in a top-down manner: Any continuous function can be approximated to an arbitrary accuracy by a sufficiently complex model with a given…

Optimization and Control · Mathematics 2023-09-22 Tanya Veeravalli , Maxim Raginsky

In this article we introduce a class of discontinuous almost automorphic functions which appears naturally in the study of almost automorphic solutions of differential equations with piecewise constant argument. Their fundamental properties…

Classical Analysis and ODEs · Mathematics 2013-06-06 A. Chavez , S. Castillo , M. Pinto

The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…

Probability · Mathematics 2021-05-14 Shao-Qin Zhang

In \cite{Koe92}--\cite{Koe93c} the first author published an algorithm for the conversion of analytic functions for which derivative rules are given into their representing power series $\sum\limits_{k=0}^{\infty}a_{k}z^{k}$ at the origin…

Classical Analysis and ODEs · Mathematics 2009-09-25 Wolfram Koepf , Dieter Schmersau

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

The essential variables in a finite function $f$ are defined as variables which occur in $f$ and weigh with the values of that function. The number of essential variables is an important measure of complexity for discrete functions. When…

Computational Complexity · Computer Science 2015-01-05 Sl. Shtrakov , I. Damyanov

This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Shakib Mustavee , Shaurya Agarwal , Arvind Singh

This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie…

Analysis of PDEs · Mathematics 2010-04-14 A. D. R. Choudary , Saima Parveen , Constantin Varsan

Consider a self-similar space X. A typical situation is that X looks like several copies of itself glued to several copies of another space Y, and Y looks like several copies of itself glued to several copies of X, or the same kind of thing…

Dynamical Systems · Mathematics 2007-05-23 Tom Leinster

A lot of information concerning solutions of linear differential equations can be computed directly from the equation. It is therefore natural to consider these equations as a data-structure, from which mathematical properties can be…

Symbolic Computation · Computer Science 2018-11-22 Bruno Salvy

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…

Dynamical Systems · Mathematics 2021-08-13 Jiaqi Yang , Joan Gimeno , Rafael de la Llave

There exists a well established differential topological theory of singularities of ordinary differential equations. It has mainly studied scalar equations of low order. We propose an extension of the key concepts to arbitrary systems of…

Commutative Algebra · Mathematics 2021-03-12 Markus Lange-Hegermann , Daniel Robertz , Werner M. Seiler , Matthias Seiss

We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its…

Numerical Analysis · Mathematics 2024-09-27 Roland Pulch