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Stieltjes boundary problems generalize the customary class of well-posed two-point boundary value problems in three independent directions, regarding the specification of the boundary conditions: (1) They allow more than two evaluation…

Commutative Algebra · Mathematics 2015-05-11 M. Rosenkranz , N. Serwa

We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…

Probability · Mathematics 2026-02-06 Alex Simpson

We study the existence of Riemann-Stieltjes integrals of bounded functions against a given integrator. We are also concerned with the possibility of computing the resulting integrals by means of related Riemann integrals. In particular, we…

Classical Analysis and ODEs · Mathematics 2011-07-12 Rodrigo López Pouso

The paper considers some class of dynamical systems that called density systems. For such systems the derivative of quadratic function depends on so-called density function. The density function is used to set the properties of phase space,…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Igor Furtat

We present the Hamiltonian formalism for the Euler equation of symplectic fluids, introduce symplectic vorticity, and study related invariants. In particular, this allows one to extend D.Ebin's long-time existence result for geodesics on…

Symplectic Geometry · Mathematics 2011-06-09 Boris Khesin

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

In this article, we study the local behaviour of the multiple zeta functions at integer points and write down a Laurent type expansion of the multiple zeta functions around these points. Such an expansion involves a convergent power series…

Number Theory · Mathematics 2019-02-13 Biswajyoti Saha

In this article we consider the general problem of translating definitions and results from the category of discrete-time dynamical systems to the category of flows. We consider the dynamics of homeomorphisms and flows on compact metric…

Dynamical Systems · Mathematics 2015-02-11 Alfonso Artigue

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

In this paper we study a class of \emph{self-consistent dynamical systems}, self-consistent in the sense that the discrete time dynamics is different in each step depending on current statistics. The general framework admits popular…

Dynamical Systems · Mathematics 2022-09-22 Fanni M. Sélley

This work is devoted to the mathematical analysis of Stieltjes Bochner spaces and their applications to the resolution of a parabolic equation with Stieltjes time derivative. This novel formulation allows us to study parabolic equations…

Analysis of PDEs · Mathematics 2020-05-15 Francisco J. Fernández , F. Adrián F. Tojo

The generating function of Stieltjes-Carlitz polynomials is a solution of Heun's differential equation and using this relation Carlitz was the first to get exact closed forms for some Heun functions. Similarly the associated…

Classical Analysis and ODEs · Mathematics 2016-09-06 Galliano Valent

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

Classical Analysis and ODEs · Mathematics 2007-05-23 Angelo B. Mingarelli , Kishin Sadarangani

The spontaneous emergence of collective flows is a generic property of active fluids and often leads to chaotic flow patterns characterised by swirls, jets, and topological disclinations in their orientation field. However, the ability to…

Soft Condensed Matter · Physics 2017-03-07 Tyler N. Shendruk , Amin Doostmohammadi , Kristian Thijssen , Julia M. Yeomans

This paper studies conditions for invariance of dynamical systems on stratified do- mains as originally introduced by Bressan and Hong. We establish Hamiltonian conditions for both weak and strong invariance of trajectories on systems with…

Optimization and Control · Mathematics 2012-08-24 Richard Barnard , Peter Wolenski

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We prove an inequality of the Lo\'{e}ve-Young type for the Riemann-Stieltjes integrals driven by irregular signals attaining their values in Banach spaces and, as a result, we derive a new theorem on the existence of the Riemann-Stieltjes…

Functional Analysis · Mathematics 2018-01-22 R. M. Łochowski

Our work studies sequences of orthogonal polynomials $ \{P_{n}(x)\}_{n=0}^{\infty} $ of the Laguerre-Hahn class, whose Stieltjes functions satisfy a Riccati type differential equation with polynomial coefficients, are subject to a…

Mathematical Physics · Physics 2023-05-30 Maria das Neves Rebocho , Nicholas S. Witte

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan
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