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We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

Given a differential equation with infinite-dimensional symmetry pseudo-group it is shown, using an example, that it is generally not possible to construct enough joint invariants to form an invariant numerical scheme of the equation. To…

Numerical Analysis · Mathematics 2015-02-20 Raphael Rebelo , Francis Valiquette

Quadratization of polynomial and nonpolynomial systems of ordinary differential equations is advantageous in a variety of disciplines, such as systems theory, fluid mechanics, chemical reaction modeling and mathematical analysis. A…

Symbolic Computation · Computer Science 2023-12-07 Andrey Bychkov , Opal Issan , Gleb Pogudin , Boris Kramer

Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…

Numerical Analysis · Mathematics 2009-04-07 Tony MacKenzie , A. J. Roberts

We investigate an approach for the numerical solution of differential equations which is based on the perfect discretization of actions. Such perfect discretizations show up at the fixed points of renormalization group transformations. This…

High Energy Physics - Lattice · Physics 2007-05-23 S. Hauswirth

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

We study the systems of ordinary differential equations which are implicit with respect to the higher derivatives, appearing in the linear form, and their solutions near the singular points. The invertibility of the higher derivatives…

Mathematical Physics · Physics 2007-05-23 M. V. Pomazanov

The celebrated problem of a non-homogeneous sphere rolling over a horizontal plane was proved to be integrable and was reduced to quadratures by Chaplygin. Applying the formalism of variational integrators (discrete Lagrangian systems) with…

Exactly Solvable and Integrable Systems · Physics 2008-04-24 Yuri Fedorov

In this paper we discuss generalizations of discrete torsion to noninvertible symmetries in 2d QFTs. One point of this paper is to explain that there are two complementary generalizations. Both generalizations are counted by $H^2(G,U(1))$…

High Energy Physics - Theory · Physics 2024-07-17 Alonso Perez-Lona

Abelian integrals arise in the mathematical description of various physical processes. According to Abel's theorem these integrals are related to motion of a set of points along a plane curve around fixed points, which are relatively little…

Exactly Solvable and Integrable Systems · Physics 2020-08-26 A. V. Tsiganov

Twists of four-dimensional supersymmetric quantum field theories (SQFTs) isolate protected sectors with rich algebraic structures. We develop a unified framework for analyzing symmetries and anomalies in four-dimensional holomorphically…

High Energy Physics - Theory · Physics 2025-09-23 Pieter Bomans , Niklas Garner , Brian R. Williams , Jingxiang Wu

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally…

Pricing of Securities · Quantitative Finance 2012-10-03 Martin Keller-Ressel , Claus Griessler

In this letter we report on the unexpected possibility of applying the full-deautonomisation approach we recently proposed for predicting the algebraic entropy of second-order birational mappings, to discrete lattice equations. Moreover, we…

Mathematical Physics · Physics 2016-06-22 Ralph Willox , Takafumi Mase , Alfred Ramani , Basil Grammaticos

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…

Statistical Mechanics · Physics 2009-11-13 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

The discrete heat equation is worked out in order to illustrate the search of symmetries of difference equations. It is paid an special attention to the Lie structure of these symmetries, as well as to their dependence on the derivative…

Exactly Solvable and Integrable Systems · Physics 2009-10-31 D. Levi , J. Negro , M. A. del Olmo

This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…

Numerical Analysis · Mathematics 2024-08-02 Richard Seeber

Outlier detection is a major topic in robust statistics due to the high practical significance of anomalous observations. Many existing methods are, however, either parametric or cease to perform well when the data is far from linearly…

Methodology · Statistics 2018-11-14 Matias Heikkilä

We are concerned with the small ball behavior of the smallest singular value of random matrices. Often, establishing such results involves, in some capacity, a discretization of the unit sphere. This requires bounds on the norm of the…

Probability · Mathematics 2021-11-22 Galyna V. Livshyts

The eigenvalue problem of the Laplace-Beltrami operators on curved surfaces plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial differential equations which involve this…

Numerical Analysis · Computer Science 2013-10-18 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu