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The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…

概率论 · 数学 2013-03-07 Chaman Kumar , Sotirios Sabanis

Shape derivative is an important analytical tool for studying scattering problems involving perturbations in scatterers. Many applications, including inverse scattering, optimal design, and uncertainty quantification, are based on shape…

数值分析 · 数学 2025-04-23 Gang Bao , Jun Lai , Haoran Ma

A periodic perturbation generates a complicated dynamics close to separatrices and saddle points. We construct an asymptotic solution which is close to the separatrix for the unperturbed Duffing's oscillator over a long time. This solution…

动力系统 · 数学 2009-03-27 O. M. Kiselev

A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…

统计力学 · 物理学 2019-06-12 Jun Ohkubo , Yuuki Arai

Bifurcation diagrams and plots of Lyapunov exponents in the $r$--$\Omega$ --plane for Duffing--type oscillators $$\ddot x +2r\dot x +V'(x,\Omega t) =0$$ exhibit a regular pattern of repeating selfsimilar ``tongues'' with complex internal…

chao-dyn · 物理学 2008-02-03 G. Eilenberger , K. Schmidt

We study the autoresonant solution of Duffing's equation in the presence of dissipation. This solution is proved to be an attracting set. We evaluate the maximal amplitude of the autoresonant solution and the time of transition from…

数学物理 · 物理学 2015-05-14 Sergei Glebov , Oleg Kiselev , Nikolai Tarkhanov

We extend the recently introduced setting of coherent differentiation for taking into account not only differentiation, but also Taylor expansion in categories which are not necessarily (left)additive. The main idea consists in extending…

计算机科学中的逻辑 · 计算机科学 2025-04-16 Thomas Ehrhard , Aymeric Walch

The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

数值分析 · 数学 2015-03-11 Yuri Dimitrov

We consider Thurston maps, i.e., branched covering maps $f\colon S^2\to S^2$ that are postcritically finite. In addition, we assume that $f$ is expanding in a suitable sense. It is shown that each sufficiently high iterate $F=f^n$ of $f$ is…

复变函数 · 数学 2013-04-10 Daniel Meyer

In this paper we are concerned with the existence of invariant curves of planar twist mappings which are almost periodic in a spatial variable. As an application of this result to differential equations we will discuss the existence of…

动力系统 · 数学 2016-06-30 Peng Huang , Xiong Li , Bin Liu

We apply the Linear Delta Expansion (LDE) to the Lindstedt-Poincare (``distorted time'') method to find improved approximate solutions to nonlinear problems. We find that our method works very well for a wide range of parameters in the case…

数学物理 · 物理学 2016-09-07 Paolo Amore , Alfredo Aranda

Perturbative expansions in physical applications are generically divergent, and their physical content can be studied using Borel analysis. Given just a finite number of terms of such an expansion, this input data can be analyzed in…

高能物理 - 理论 · 物理学 2021-10-22 Ovidiu Costin , Gerald V. Dunne

The generalized master equation with two times, introduced in earlier, applies to the problem of diffusion in an time-dependent (in general inhomogeneous) external field. We consider the case of the quasi Fokker-Planck approximation, when…

软凝聚态物质 · 物理学 2007-05-23 S. A. Trigger

Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…

数值分析 · 数学 2014-09-12 Yi-Hung Kuo , Long Lee , Gregory Lyng

The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…

经典分析与常微分方程 · 数学 2019-02-22 Gabriel Stoltz , Pierre Terrier

We present a method for the resolution of (oscillatory) nonlinear problems. It is based on the application of the Linear Delta Expansion to the Lindstedt-Poincar\'e method. By applying it to the Duffing equation, we show that our method…

数学物理 · 物理学 2009-11-10 Paolo Amore , Alfredo Aranda

Normal forms allow the use of a restricted class of coordinate transformations (typically homogeneous polynomials) to put the bifurcations found in nonlinear dynamical systems into a few standard forms. We investigate here the consequences…

chao-dyn · 物理学 2009-10-28 W. H. Warner , P. R. Sethna , James P. Sethna

We strengthen the standard bifurcation theorems for saddle-node, transcritical, pitchfork, and period-doubling bifurcations of maps. Our new formulation involves adding one or two extra terms to the standard truncated normal forms with…

动力系统 · 数学 2022-06-13 Paul A. Glendinning , David J. W. Simpson

We determine the Lagrange function in Taylor polynomial approximation by solving an appropriate initial-value problem. Hence, we determine the remainder term which we then approximate by means of a natural cubic spline. This results in a…

数值分析 · 数学 2023-03-06 J. S. C. Prentice

In the present paper, we propose to give an extension to the context of Dunkl theory of the notion of translation and in connection with this a corresponding extension of Taylor's formula. More precisely, we prove some properties and…

泛函分析 · 数学 2017-04-25 Chokri Abdelkefi , Safa Chabchoub