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Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…

Probability · Mathematics 2017-12-07 Guy Fayolle

This paper deals with the exponential stability of systems made of a hyperbolic PDE coupled with an ODE with different time scales, the dynamics of the PDE being much faster than that of the ODE. Such a difference of time scales is modeled…

Analysis of PDEs · Mathematics 2024-03-12 Gonzalo Arias , Swann Marx , Guilherme Mazanti

This paper studies an optimization-based state estimation approach for discrete-time nonlinear systems under bounded process and measurement disturbances. We first introduce a full information estimator (FIE), which is given as a solution…

Dynamical Systems · Mathematics 2015-03-18 Wuhua Hu , Lihua Xie , Keyou You

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

Multi-system interaction is an important and difficult problem in physics. Motivated by the experimental result of an electronic circuit element "Fractor", we introduce the concept of dynamic-order fractional dynamic system, in which the…

Mathematical Physics · Physics 2013-04-10 HongGuang Sun , Hu Sheng , YangQuan Chen , Wen Chen , ZhongBo Yu

Damping of structures and systems is often dominated by frictional dissipation in connections, the prediction of which remains a longstanding scientific challenge. Previous studies have shown that the actual topography of contact interfaces…

Computational Engineering, Finance, and Science · Computer Science 2026-03-30 Hendrik D. Linder , David A. Najera-Flores , Robert J. Kuether , Malte Krack

We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…

Numerical Analysis · Mathematics 2026-04-09 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson , Shantiram Mahata

Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here…

Machine Learning · Computer Science 2023-05-23 Katharina Ott , Michael Tiemann , Philipp Hennig

We present a new tool, GPA, that can generate key performance measures for very large systems. Based on solving systems of ordinary differential equations (ODEs), this method of performance analysis is far more scalable than stochastic…

Performance · Computer Science 2010-06-29 Anton Stefanek , Richard Hayden , Jeremy Bradley

We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is…

Optimization and Control · Mathematics 2024-02-14 Alessandro Alla , Agnese Pacifico

This contribution deals with identification of fractional-order dynamical systems. We consider systems whose mathematical description is a three-member differential equation in which the orders of derivatives can be real numbers. We give a…

Optimization and Control · Mathematics 2007-05-23 L. Dorcak , V. Lesko , I. Kostial

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

In computational engineering, ensuring the integrity and safety of structures in fields such as aerospace and civil engineering relies on accurate stress prediction. However, analytical methods are limited to simple test cases, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-31 Fabian Key , Lukas Freinberger

The identification of the interface of an inclusion in a diffusion process is considered. This task is viewed as a parameter identification problem in which the parameter space bears the structure of a shape manifold. A corresponding…

Optimization and Control · Mathematics 2021-04-12 Tommy Etling , Roland Herzog , Martin Siebenborn

Estimating a fractal dimension from a finite stochastic trajectory is a finite-size scaling problem: the apparent box-counting exponent is shaped by an occupancy crossover between the resolved range of scales and the finite number of…

Statistical Mechanics · Physics 2026-05-28 Bon A. Koo , Edward Ju

The existence of a positive linear functional acting on the space of (differences between) conformal blocks has been shown to rule out regions in the parameter space of conformal field theories (CFTs). We argue that at the boundary of the…

High Energy Physics - Theory · Physics 2015-06-12 Sheer El-Showk , Miguel F. Paulos

Predicting counterfactual distributions in complex dynamical systems is essential for scientific modeling and decision-making in domains such as public health and medicine. However, existing methods often rely on point estimates or purely…

Machine Learning · Computer Science 2025-09-15 Wenhao Mu , Zhi Cao , Mehmed Uludag , Alexander Rodríguez

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

Numerical Analysis · Mathematics 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

Dynamical zeta functions provide a powerful method to analyze low dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand even simple one dimensional maps can show an intricate structure of…

Chaotic Dynamics · Physics 2007-05-23 G. Cristadoro

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard