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The Willems' fundamental lemma, which characterizes linear dynamics with measured trajectories, has found successful applications in controller design and signal processing, which has driven a broad research interest in its extension to…

Optimization and Control · Mathematics 2021-06-01 Yingzhao Lian , Colin N. Jones

This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…

Classical Analysis and ODEs · Mathematics 2018-03-07 Armen Shirikyan

In this paper we consider an extension of the results in shape differentiation of semilinear equations with smooth nonlinearity presented in J.I. D\'iaz and D. G\'omez-Castro: An Application of Shape Differentiation to the Effectiveness of…

Analysis of PDEs · Mathematics 2017-09-19 David Gómez-Castro

In this paper we study stationary graphs for functionals of geometric nature defined on currents or varifolds. The point of view we adopt is the one of differential inclusions, introduced in this context in the recent paper [De Lellis, De…

Analysis of PDEs · Mathematics 2020-10-29 Jonas Hirsch , Riccardo Tione

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…

Numerical Analysis · Mathematics 2012-04-09 Michael B. Giles , Christoph Reisinger

Understanding sustainability through modeling involves one of the complex and interdisciplinary activities where mathematics plays a key role. We provide arguments favoring the need for developing global models for measuring the status of…

Optimization and Control · Mathematics 2021-06-15 Arni S. R. Srinivasa Rao , Sireesh Saride

The goal of this note is to improve on the currently available bounds for Stieltjes constants using the method of steepest descent applied by Coffey and Knessl to approximate Stieltjes constants.

Number Theory · Mathematics 2023-04-05 Sebastian Pauli , Filip Saidak

In this paper we provided a classification for partitions of intervals on the hyperbolic plane. Given a partition, to be named strong, we define a notion of a hyperbolic-valued functions of bounded variation and a kind of Riemann-Stieltjes…

Complex Variables · Mathematics 2024-11-13 Gamaliel Tellez-Sanchez , Juan Bory Reyes

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…

Probability · Mathematics 2012-03-07 Ehsan Azmoodeh , Esko Valkeila

Invariant foliations are complicated random sets useful for describing and understanding the qualitative behaviors of nonlinear dynamical systems. We will consider invariant foliations for stochastic partial differential equation with…

Dynamical Systems · Mathematics 2013-11-20 Zhongkai Guo

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…

Analysis of PDEs · Mathematics 2017-02-21 Nikos Katzourakis

Classical Stieltjes Transform is modified in a way to generalize both Stieltjes and Fourier transforms. This transform allows to intro- duce new classes of commutative and non-commutative generalized convolutions. Key words: Stieltjes…

Probability · Mathematics 2016-10-04 Lev B Klebanov , Rasool Roozegar

A second order finite-difference equation has two linearly independent solutions. It is shown here that, like in the continuous case, at most one of the two can be a polynomial solution. The uniqueness in the classical continuous…

Mathematical Physics · Physics 2015-09-18 Alexander Moroz

In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…

Probability · Mathematics 2020-09-15 P. Balasubramaniam , T. Sathiyaraj , K. Priya

This paper is concerned with an elliptic system of Kirchhoff type, driven by the variable-order fractional $p(x)$-operator. With the help of the direct variational method and Ekeland variational principle, we show the existence of a weak…

Analysis of PDEs · Mathematics 2021-02-18 Yong Wu , Zhenhua Qiao , Mohamed Karim Hamdani , Bingyu Kou , Libo Yang

This paper provides a dynamical frame to study non-autonomous parabolic partial differential equations with finite delay. Assuming monotonicity of the linearized semiflow, conditions for the existence of a continuous separation of type II…

Dynamical Systems · Mathematics 2018-08-14 Rafael Obaya , Ana M. Sanz

In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…

Statistics Theory · Mathematics 2023-06-29 Huanchao Zhou , Jiang Hu , Zhidong Bai , Jack W. Silverstein

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

Statistical Mechanics · Physics 2020-12-02 Davide Gabrielli , D. R. Michiel Renger