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The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…

Statistics Theory · Mathematics 2024-11-07 Arnab Ganguly

An algorithm is proposed for finding numerical solutions of a kinetic equation that describes an infinite system of point articles placed in $\mathbb{R}^d (d \geq 1)$. The particles perform random jumps with pair wise repulsion, in the…

Dynamical Systems · Mathematics 2020-08-03 Igor Omelyan , Yuri Kozitsky , Krzysztof Pilorz

In this paper, we are primarily concerned with the study of entire and analytical solutions of abstract degenerate (multi-term) fractional differential equations with Caputo time-fractional derivatives. We also analyze systems of such…

Functional Analysis · Mathematics 2018-09-10 Marko Kostic

Because the distant retrograde orbits dynamics inherently depends on special functions, approximate analytical solutions in the literature are commonly constrained to providing rough approximations of the qualitative behavior. We rely on…

Dynamical Systems · Mathematics 2021-06-01 Martin Lara

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

We prove the holding of chaos in the sense of Li-Yorke for a family of four-dimensional discrete dynamical systems that are naturally associated to ODE systems describing coupled oscillators subject to an external non-conservative force,…

Chaotic Dynamics · Physics 2026-02-18 Stefano Disca , Vincenzo Coscia

We numerically construct dynamical asymptotically-AdS$_4$ metrics by evaluating the fluid/gravity metric on numerical solutions of dissipative hydrodynamics in (2+1) dimensions. The resulting numerical metrics satisfy Einstein's equations…

High Energy Physics - Theory · Physics 2014-11-10 Allan Adams , Nathan Benjamin , Arvin Moghaddam , Wojciech Musial

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…

Dynamical Systems · Mathematics 2021-11-10 Miki U Kobayashi , Kengo Nakai , Yoshitaka Saiki , Natsuki Tsutsumi

This article explains and illustrates the use of a set of coupled dynamical equations, second order in a fictitious time, which converges to solutions of stationary Schr\"{o}dinger equations with additional constraints. We include three…

Computational Physics · Physics 2020-10-21 M. Ogren , M. Gulliksson

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

In this article, on the example of the known low-order dynamical models, namely Lorenz, Rossler and Vallis systems, the difficulties of reliable numerical analysis of chaotic dynamical systems are discussed. For the Lorenz system, the…

Chaotic Dynamics · Physics 2019-05-22 N. V. Kuznetsov , T. N. Mokaev

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…

Probability · Mathematics 2025-05-28 Jianhai Bao , Yue Wu

We present analytic self-similar or traveling wave solutions for a one-dimensional coupled system of continuity, compressible Euler and heat conduction equations. Different kind of equation of states are investigated. In certain forms of…

Mathematical Physics · Physics 2014-02-21 Imre Ferenc Barna , Laszlo Matyas

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…

Numerical Analysis · Mathematics 2016-04-18 Janine C. Mergel , Roger A. Sauer , Sina Ober-Blöbaum

Depending on initial conditions, individual finite time trajectories of dynamical systems can have very different chaotic properties. Here we present a numerical method to identify trajectories with atypical chaoticity, pathways that are…

Chaotic Dynamics · Physics 2015-05-18 Philipp Geiger , Christoph Dellago

We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have…

Self-consistent N-body simulations are efficient tools to study galactic dynamics. However, using them to study individual trajectories (or ensembles) in detail can be challenging. Such orbital studies are important to shed light on global…

Astrophysics of Galaxies · Physics 2015-06-17 T. Manos , Rubens E. G. Machado

Existing theoretical stabilization results for linear, hyperbolic multi-dimensional problems are extended to the discretized multi-dimensional problems. In contrast to existing theoretical and numerical analysis in the spatially…

Optimization and Control · Mathematics 2024-10-30 Michael Herty , Kai Hinzmann , Siegfried Müller , Ferdinand Thein