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The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the forecasts of the series from a recursion relation. Instead, we…

Methodology · Statistics 2014-03-14 Menelaos Karanasos , Alexandros Paraskevopoulos , Stavros Dafnos

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

We investigate the problem of the existence of first integrals for multidimensional and ordinary linear differential systems with constant coefficients. The spectral method of the first integrals basis construction for these systems of…

Classical Analysis and ODEs · Mathematics 2008-06-26 V. N. Gorbuzov , A. F. Pranevich

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

We show that a problem on minimal periods of solutions of Lipschitz functional differential equations is closely related to the unique solvability of the periodic problem for linear functional differential equations. Sharp bounds for…

Classical Analysis and ODEs · Mathematics 2013-05-06 E. Bravyi

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

We present a comprehensive theoretical framework for calculating the linear and nonlinear optical responses of time-periodic quantum systems. Using density matrix evolution in the Floquet basis and adopting the length gauge, our approach…

Materials Science · Physics 2025-03-10 S. Sajad Dabiri , Reza Asgari

In this article we have studied complex linear homogeneous difference equations where the coefficients are meromorphic functions, having finite iterated p-phi order. We have made some estimations on the growth of its nontrivial solutions.…

Complex Variables · Mathematics 2022-06-23 Anirban Bandyopadhyay , Chinmay Ghosh , Sanjib Kumar Datta

We develop a Fourier analysis for a generalization of the class of periodic functions, often referred to as $(\theta, T)$-periodic functions, and prove several properties and inequalities related to the Fourier transform, including a type…

Analysis of PDEs · Mathematics 2025-12-19 André Pedroso Kowacs , Marielle Aparecida Silva

Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…

Dynamical Systems · Mathematics 2021-07-28 Pierre del Moral , Emma Horton

This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…

Optimization and Control · Mathematics 2025-12-10 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

In the paper we study the subject of positivity of systems with sequential fractional difference. We give formulas for the unique solutions of systems in linear and semi-linear cases. The positivity of systems is considered.

Dynamical Systems · Mathematics 2013-04-15 Ewa Girejko , Dorota Mozyrska , Małgorzata Wyrwas

When the eigenvalues of the coefficient matrix for a linear scalar ordinary differential equation are of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The…

Numerical Analysis · Mathematics 2023-11-16 Murdock Aubry , James Bremer

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

The examples of rhythmical signals with variable period are considered. The definition of periodic function with the variable period is given as a model of such signals. The examples of such functions are given and their variable periods…

General Mathematics · Mathematics 2010-06-15 M. V Pryjmak

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

In this short paper we identify special systems of (an arbitrary number) N of first-order Difference Equations with nonlinear homogeneous polynomials of arbitrary degree M in their right-hand sides, which feature very simple explicit…

Dynamical Systems · Mathematics 2021-09-28 Francesco Calogero , Farrin Payandeh

It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…

Probability · Mathematics 2019-03-27 Piotr Dyszewski , Thomas Mikosch

In this paper, we first introduce the reader to the Basic Scheme of Moulinec and Suquet in the setting of quasi-static linear elasticity, which takes advantage of the fast Fourier transform on homogenized microstructures to accelerate…

Numerical Analysis · Mathematics 2017-12-15 Felix Dietrich , Dennis Merkert , Bernd Simeon

This work explores the tensor and combinatorial constructs underlying the linearised higher-order variational equations of a generic autonomous system along a particular solution. The main result of this paper is a compact yet explicit and…

Exactly Solvable and Integrable Systems · Physics 2015-02-11 Sergi Simon
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