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The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…

Optimization and Control · Mathematics 2018-12-27 Matthias Claus , Rüdiger Schultz , Kai Spürkel , Tobias Wollenberg

In this paper we present a continuation method which transforms spatially distributed ODE systems into continuous PDE. We show that this continuation can be performed both for linear and nonlinear systems, including multidimensional, space-…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Denis Nikitin , Carlos Canudas-de-Wit , Paolo Frasca

We consider fixed-point equations for probability distributions on isometry classes of measured metric spaces. The construction is required to be recursive and tree-like, but we allow loops for the geodesics between points in the support of…

Probability · Mathematics 2022-04-25 Lucas Iziquel

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…

Probability · Mathematics 2025-08-19 Wei Hong , Shihu Li , Wei Liu

We describe some relations between the properties of the Cauchy problem for an ODE and the properties of the Cauchy problem for the associated continuity equation in the class of measures.

Dynamical Systems · Mathematics 2012-03-14 Patrick Bernard

We define a new category of non-archimedean analytic spaces over a complete discretely valued field, which we call uniformly rigid. It extends the category of rigid spaces, and it can be described in terms of bounded functions on products…

Algebraic Geometry · Mathematics 2011-03-30 Christian Kappen

We model the evolution of tokens within a deep stack of Transformer layers as a continuous-time flow on the unit sphere, governed by a mean-field interacting particle system, building on the framework introduced in (Geshkovski et al.,…

Machine Learning · Computer Science 2025-04-17 Giuseppe Bruno , Federico Pasqualotto , Andrea Agazzi

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…

Numerical Analysis · Mathematics 2023-08-29 Wei Liu , Ruoxue Wu , Ruchun Zuo

We prove that a general class of nonlinear, non-autonomous ODEs in Fr\'echet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal form ODE satisfy the original ODE up to a residual that…

Analysis of PDEs · Mathematics 2019-06-12 Peter Hochs , A. J. Roberts

We establish discrete Korn type inequalities for particle systems within the general class of objective structures that represents a far reaching generalization of crystal lattice structures. For space filling configurations whose symmetry…

Analysis of PDEs · Mathematics 2025-03-12 Bernd Schmidt , Martin Steinbach

We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…

Optimization and Control · Mathematics 2026-04-14 Andrey Kharitenko , Marta Fochesato , Anastasios Tsiamis , Niklas Schmid , John Lygeros

The present paper is devoted to the investigation of absolutely continuous curves in asymmetric metric spaces induced by Finsler structures. Firstly, for asymmetric spaces induced by Finsler manifolds, we show that three different kinds of…

Differential Geometry · Mathematics 2023-05-09 Fue Zhang , Wei Zhao

Hyperuniform structures are disordered, correlated systems in which density fluctuations are suppressed at large scales. Such a property generalizes the concept of order in patterns and is relevant across diverse physical systems. We…

Soft Condensed Matter · Physics 2025-09-09 Abel H. G. Milor , Otto Sumray , Heather A. Harrington , Axel Voigt , Marco Salvalaglio

In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…

Dynamical Systems · Mathematics 2019-12-12 F. Cipriano , H. Ouerdiane , R. Vilela Mendes

This paper develops a predictive switching control algorithm for stochastic gene regulatory networks described by a Partial Integro-Differential Equation (PIDE) model, which enables direct shape control of the probability density function.…

Dynamical Systems · Mathematics 2026-05-11 Christian Fernández , Manuel Pájaro , Gábor Szederkényi , Irene Otero-Muras

The dynamics and stability of continuous-wave and multi-pulse structures are studied theoretically, for a generalized model of passively mode-locked fiber laser with an arbitrary nonlinearity. The model is characterized by a complex…

Pattern Formation and Solitons · Physics 2021-09-16 D. Jr. Fandio Jubgang , Alain M. Dikande , A. Sunda-Meya

Many physical systems are described by partial differential equations (PDEs). Determinism then requires the Cauchy problem to be well-posed. Even when the Cauchy problem is well-posed for generic Cauchy data, there may exist characteristic…

Differential Geometry · Mathematics 2014-11-04 Luca Vitagliano

We study interacting particle systems of Kuramoto-type. Our focus is on the dynamical relation between the partial differential equation (PDE) arising in the continuum limit (CL) and the one obtained in the mean-field limit (MFL). Both…

Dynamical Systems · Mathematics 2025-11-07 Christian Kuehn , Giacomo Landi

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real
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