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The theory of backward SDEs extends the predictable representation property of Brownian motion to the nonlinear framework, thus providing a path-dependent analog of fully nonlinear parabolic PDEs. In this paper, we consider backward SDEs,…

Probability · Mathematics 2022-02-14 Zhenjie Ren , Nizar Touzi , Junjian Yang

As an application of the general theory on extrinsic geometry, we investigate extrinsic geometry in frag varieties and systems of linear PDE's for a class of special interest associated with the adjoint representation of $\mathfrak{sl}(3)$.…

Differential Geometry · Mathematics 2023-08-16 Boris Doubrov , Tohru Morimoto

A discrete theory for implicit nonholonomic Lagrangian systems undergoing elastic collisions is developed. It is based on the discrete Lagrange-d'Alembert-Pontryagin variational principle and the dynamical equations thus obtained are the…

Dynamical Systems · Mathematics 2025-03-26 Álvaro Rodríguez Abella , Leonardo Colombo

We develop and analyze a local discontinuous Galerkin (LDG) method for solving integral fractional Laplacian problems on bounded Lipschitz domains. The method is based on a three-field mixed formulation involving the primal variable, its…

Numerical Analysis · Mathematics 2025-12-16 Rubing Han , Shuonan Wu , Hao Zhou

This paper investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets~(RCISs), we propose finite- and infinite-horizon PCISs,…

Systems and Control · Computer Science 2021-07-06 Yulong Gao , Karl H. Johansson , Lihua Xie

In this, paper, we give a complete system of analytic invariants for the unfoldings of nonresonant linear differential systems with an irregular singularity of Poincar\'e rank 1 at the origin over a fixed neighborhood $D_r$. The unfolding…

Classical Analysis and ODEs · Mathematics 2011-05-12 Caroline Lambert , Christiane Rousseau

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

Discretizations of the Bogoyavlensky lattices are introduced, belonging to the same hierarchies as the continuous--time systems. The construction exemplifies the general scheme for integrable discretization of systems on Lie algebras with…

solv-int · Physics 2009-10-28 Yu. B. Suris

We present a simple, but efficient, way to calculate connection matrices between sets of independent local solutions, defined at two neighboring singular points, of Fuchsian differential equations of quite large orders, such as those found…

Mathematical Physics · Physics 2016-09-07 N. Zenine , S. Boukraa , S. Hassani , J. -M. Maillard

In this article we present a Lagrangian representation for evolutionary systems with a Hamiltonian structure determined by a differential-geometric Poisson bracket of the first order associated with metrics of constant curvature.…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Maxim V. Pavlov

The article continues the work on the description of integrable nonlinear chains with three independent variables of the following form $u^j_{n+1,x}=u^j_{n,x}+f(u^{j+1}_{n}, u^{j}_n,u^j_{n+1 },u^{j-1}_{n+1})$ by the presence of a hierarchy…

Exactly Solvable and Integrable Systems · Physics 2023-06-27 I T Habibullin , A R Khakimova

The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey

Several recently discovered properties of multiple families of special polynomials (some orthogonal and some not) that satisfy certain differential, difference or q-difference equations are reviewed. A general method of construction of…

Mathematical Physics · Physics 2018-08-03 Oksana Bihun

The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…

Numerical Analysis · Mathematics 2019-02-05 Werner Bauer , François Gay-Balmaz

A variational structure for the potential AKP system is established using the novel formalism of a Lagrangian multiforms. The structure comprises not only the fully discrete equation on the 3D lattice, but also its semi-discrete variants…

Exactly Solvable and Integrable Systems · Physics 2024-08-07 Frank W Nijhoff

We present a novel variational quantum framework for nonlinear partial differential equation (PDE) constrained optimization problems. The proposed work extends the recently introduced bi-level variational quantum PDE constrained…

Quantum Physics · Physics 2024-10-18 Abeynaya Gnanasekaran , Amit Surana , Hongyu Zhu

We aim to establish Bowen's equations for upper capacity invariance pressure and Pesin-Pitskel invariance pressure of discrete-time control systems. We first introduce a new invariance pressure called induced invariance pressure on…

Optimization and Control · Mathematics 2025-01-29 Rui Yang , Ercai Chen , Jiao Yang , Xiaoyao Zhou

Physics-informed neural networks (PINNs) have recently emerged as effective methods for solving partial differential equations (PDEs) in various problems. Substantial research focuses on the failure modes of PINNs due to their frequent…

Machine Learning · Computer Science 2024-10-01 Yesom Park , Changhoon Song , Myungjoo Kang

Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…

Mathematical Physics · Physics 2015-05-13 Charles Cuell , George W. Patrick

This paper proposes a framework to assess the stability of an ordinary differential equation which is coupled to a 1D-partial differential equation (PDE). The stability theorem is based on a new result on Integral Quadratic Constraints…

Optimization and Control · Mathematics 2026-03-03 Matthieu Barreau , Carsten W. Scherer , Frederic Gouaisbaut , Alexandre Seuret