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We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. \begin{align*} dX_t&=Y_tdt \\ dY_t&=|X_{t}|^{\alpha}dB_t \end{align*} and $X_0=x_0,Y_0=y_0$. For $(x_0,y_0)\ne(0,0)$, we show that…

Probability · Mathematics 2019-09-16 C. Mueller , E. Neuman , M. Salins , G. Truong

We discuss structure-preserving time discretization for nonlinear port-Hamiltonian systems with state-dependent mass matrix. Such systems occur, for instance, in the context of structure-preserving nonlinear model order reduction for…

Numerical Analysis · Mathematics 2023-11-02 Philipp Schulze

We present two types of systems of differential equations that can be derived from a set of discrete integrable systems which we call the closed geometric crystal chains. One is a kind of extended Lotka-Volterra systems, and the other seems…

Exactly Solvable and Integrable Systems · Physics 2022-10-05 Taichiro Takagi

We recently introduced a class of ${\mathbb{Z}}_N$ graded discrete Lax pairs and studied the associated discrete integrable systems (lattice equations). In particular, we introduced a subclass, which we called "self-dual". In this paper we…

Exactly Solvable and Integrable Systems · Physics 2017-07-07 Allan P. Fordy , Pavlos Xenitidis

A proper bilinear form is proposed for the N=1 supersymmetric modified Korteweg-de Vries equation. The bilinear B\"{a}cklund transformation of this system is constructed. As applications, some solutions are presented for it.

Exactly Solvable and Integrable Systems · Physics 2009-11-10 Q. P. Liu , Xing-Biao Hu , Meng-Xia Zhang

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…

Numerical Analysis · Mathematics 2024-09-06 Paola F. Antonietti , Pierre Matalon , Marco Verani

We study SDE $$ d X_t = b(X_t) \, dt + A(X_{t-}) \, d Z_t, \quad X_{0} = x \in \mathbb{R}^d, \quad t \geq 0 $$ where $Z=(Z^1, \dots, Z^d)^T$, with $Z^i, i=1,\dots, d$ being independent one-dimensional symmetric jump L\'evy processes, not…

Probability · Mathematics 2022-08-16 Tadeusz Kulczycki , Oleksii Kulyk , Michał Ryznar

In this paper we express some simple random tensor models in a Givental-like fashion i.e. as differential operators acting on a product of generic 1-Hermitian matrix models. Finally we derive Hirota's equations for these tensor models. Our…

Mathematical Physics · Physics 2014-09-22 Stephane Dartois

We develop a wide general theory of bilinear bi-parameter singular integrals $T$. First, we prove a dyadic representation theorem starting from $T1$ assumptions and apply it to show many estimates, including $L^p \times L^q \to L^r$…

Classical Analysis and ODEs · Mathematics 2020-05-20 Kangwei Li , Henri Martikainen , Emil Vuorinen

A new form of Darboux-B\"acklund transformation and its higher order form is derived for Derivative Nonlinear Schrodinger Equation(DNLS). The new form arises due to the different form of Lax pair. It is observed that by a special choice of…

Exactly Solvable and Integrable Systems · Physics 2017-07-06 Arindam Chakraborty , A. Roy Chowdhury

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

Kaup-Newell soliton hierarchy is derived from a kind of Lax pairs different from the original ones. Binary nonlinearization procedure corresponding to the Bargmann symmetry constraint is carried out for those Lax pairs. The proposed Lax…

solv-int · Physics 2009-10-30 Wen-Xiu Ma , Qing Ding , Wei-Guo Zhang , Bao-Qun Lu

The Hamilton-Jacobi method which can be used for solving this equation has been presented. The solution of the equation suggests that there exist some second order linear ordinary differential equations whose resolution can be done by means…

Mathematical Physics · Physics 2011-07-04 Christian Rakotonirina

We propose integrable discretizations of derivative nonlinear Schroedinger (DNLS) equations such as the Kaup-Newell equation, the Chen-Lee-Liu equation and the Gerdjikov-Ivanov equation by constructing Lax pairs. The discrete DNLS systems…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 Takayuki Tsuchida

We study a one-parameter family of the fourth-order ordinary differential equations obtained by similarity reduction of the modifed Sawada-Kotera equation. We show that the birational transformations take this equation to the polynomial…

Algebraic Geometry · Mathematics 2010-11-30 Yusuke Sasano

In this paper, we consider a supersymmetric AKNS spectral problem. Two elementary and a binary Darboux transformations are constructed. By means of reductions, Darboux and B\"acklund transformations are given for the supersymmetric modified…

Exactly Solvable and Integrable Systems · Physics 2016-02-19 Lingling Xue , Q. P. Liu

The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Laguerre-Sobolev bilinear form with mass point at zero. In particular we construct the orthogonal polynomials using certain…

Classical Analysis and ODEs · Mathematics 2013-09-25 Antonio J. Durán , Manuel D. de la Iglesia

Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…

Classical Analysis and ODEs · Mathematics 2016-07-28 Giovanni A. Cassatella-Contra , Manuel Mañas

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…

Optimization and Control · Mathematics 2012-12-05 Iasson Karafyllis , Miroslav Krstic