This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modifie…
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48 results for “linear differential equations”
We show that classical Wilczynski--Se-ashi invariants of linear systems of ordinary differential equations are generalized in a natural way to contact invariants of non-linear ODEs. We explore geometric structures associated with equations that have vanishing generalized Wilczynski invariants and establish relationship…
The linearizability of differential equations was first considered by Lie for scalar second order semi-linear ordinary differential equations. Since then there has been considerable work done on the algebraic classification of linearizable equations and even on systems of equations. However, little has been done in the…
Clarifies method of phase synchronization for decoupling linear differential equations.
problem Velocity-dependent transformations in linear second-order differential equations.
method Linear transformation of coordinates and velocities.
result Velocity-dependent transformations do not preserve second-order character and define their own system.
Stochastic differential equation approximation for linear TD(0) under Markovian noise
problem Temporal-difference learning with linear function approximation
method Stochastic differential equation approximation
result Explains the constant-stepsize error floor
On any space-like W-surface in the three-dimensional Minkowski space we introduce locally natural principal parameters and prove that such a surface is determined uniquely up to motion by a special invariant function, which satisfies a natural non-linear partial differential equation. This result can be interpreted as …
Global approximation for piecewise linear paths via signatures.
problem Global approximation theorems for piecewise linear paths.
method Using signatures of piecewise linear paths and their density in -norms.
result Linear functionals of signatures are dense in -norms under an integrability condition.
Quantum Model-Discoveryquant-ph
Quantum model discovery uses DQCs to solve equations from data.
problem Discovering differential equations from data using quantum computing.
method Differentiable quantum circuits (DQCs) to solve parameterized equations, regression on data and equations.
result Successful parameter inference and equation discovery on various systems.
Stochastic Partial Differential Equations on Evolving Surfaces and Evolving Riemannian Manifoldsmath.AP
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting of the analysis to stochastic partial differential equations. Considering mainly …
Motivated by Pan-Yang [PY] and Ma-Cheng [MC], we study a general linear nonlocal curvature flow for convex closed plane curves and discuss the short time existence and asymptotic convergence behavior of the flow. Due to the linear structure of the flow, this partial differential equation problem can be resolved using a…
Neural networks can approximate complex stochastic equations well.
problem Approximating general stochastic differential equations.
method Identified neural network classes approximating continuous functions.
result Neural stochastic differential equations can approximate general stochastic differential equations arbitrarily well.
Linearized Einstein equations simplified via Calabi operator.
problem Linearizing Einstein equations for cosmological applications.
method Using the Calabi operator from projective differential geometry.
result Linearized Einstein equations simplified.
Paper solves a class of differential equations with specific solutions.
problem Identifying solutions to a class of nonlinear ODEs.
method Solves using a proposed side condition involving a third-order linear ODE.
result New closed and integral-form solutions for the Tzitzeica curve equation.
Study shows solutions to certain equations form smooth manifolds.
problem Understanding moduli spaces of solutions to non-linear elliptic equations.
method Analyzes moduli spaces as derived log smooth manifolds.
result Moduli spaces of solutions are derived log smooth manifolds.
Study finds unique radial solutions on manifolds using differential geometry and analysis.
problem Existence and uniqueness of solutions for semi-linear equations on manifolds.
method Combining differential geometry and analysis, transforming problems into equivalent ones over a submanifold of dimension one.
result Established the existence and uniqueness of constant solutions through orbits of a group action.
Develops equivariant connections for Yang-Mills equations, simplifying interactions modeling.
problem Simplifying interactions modeling in Yang-Mills equations for different bundles.
method Introduces -equivariance to reduce Yang-Mills equations.
result Models electroweak interaction and interactions with differential and wave equations.
Studies projective geometry and partial differential equations prolongation.
problem Understanding the prolongation of overdetermined geometric partial differential equations.
method Introduction to differential geometry and tractor calculus, study of prolongation of equations.
result Recovery of projective tractor and cotractor connections via partial differential equations prolongation.
Classifies scalar second-order PDEs with low-dimensional symmetry groups.
problem Classifying differential equations with specific symmetry groups.
method Algebraic technique based on covariant form for constructing equations.
result Complete classification of quasi-linear scalar second-order PDEs with free symmetry groups of dimension ≤3.
The aim of this article is to show that systems of linear partial differential equations on filtered manifolds, which are of weighted finite type, can be canonically rewritten as first order systems of a certain type. This leads immediately to obstructions to the existence of solutions. Moreover, we will deduce that th…
In this paper, we introduce a large class of convergent numerical methods, based on (linear) basis function regression technique, to approximate the solution to a forward-backward stochastic differential equation with jumps (FBSDEJ hereafter). Numerical experiment shows good applicability of the proposed method.
We consider the local equivalence problem for the class of linear second order hyperbolic equations in two independent variables under an action of the pseudo-group of contact transformations. E. Cartan's method is used for finding the Maurer - Cartan forms for symmetry groups of equations from the class and computing …
Representations of coherent state Lie algebras on coherent state manifolds as first order differential operators are presented. The explicit expressions of the differential action of the generators of semisimple Lie groups determine for linear Hamiltonians in the generators of the groups first order differential equati…
New method discovers symmetries in differential equations from data.
problem Directly identifying Lie symmetries from scattered data without explicit equations.
method Numerical scheme using manifold learning and linear system construction.
result Accuracy and robustness demonstrated in various differential equations.
Paper introduces LODE-GPs for modeling data following linear ODEs.
problem Modeling data from systems of linear ODEs.
method Symbolic construction of LODE-GPs using Smith normal form algorithms.
result Improves GP modeling of data from systems of linear ODEs.
New method for linear connections in ODEs with constraints.
problem Constructing linear connections for ODEs with and without constraints.
method Novel method using submodule covariant derivatives.
result Closed form expressions for Massa-Pagani connection and its extension.
Reconstructing signature features from randomized vector fields in differential equations.
problem Reconstructing signature features from controlled differential equations with random vector fields.
method Using controlled ordinary differential equations driven by continuous bounded variation curves, the study explores the extent to which signature features can be reconstructed from the non-linear flow of these equations.
result The number of signature features that can be reconstructed from the non-linear flow of controlled ordinary differential equations with random vector fields is exponential in the hidden dimension, under certain conditions.
The paper develops a deep signature approach for option pricing under non-Markovian stochastic volatility models.
problem Pricing options under non-Markovian stochastic volatility models is challenging due to the dependence on historical paths.
method Reformulate the asset dynamics as a rough stochastic differential equation and represent rough paths via signatures. Apply standard analytical tools to solve the transformed equation.
result The deep signature approach provides a theoretically grounded and computationally efficient framework for option pricing.
Differential Harnack inequalities for nonlinear heat equations with potentials under the Ricci flowmath.DG
We prove several differential Harnack inequalities for positive solutions to nonlinear backward heat equations with different potentials coupled with the Ricci flow. We also derive an interpolated Harnack inequality for the nonlinear heat equation under the -Ricci flow on a closed surface. These new Harnac…
The paper presents a method to infer unknown forcing functions in differential equations using Gaussian processes and adjoints.
problem Inferring unknown forcing functions in differential equations from noisy observations.
method Using adjoint methods to efficiently infer Gaussian process (GP) driven differential equations, with truncated basis expansions of the GP kernel.
result Efficient Bayesian inference of forcing functions modeled as GPs using adjoints, with lower computation than MCMC methods.
Lectures on linearized Kapustin-Witten equations on half-line.
problem Analyzing differential operator from Kapustin-Witten equations.
method General theorems of R. Mazzeo and E. Witten applied.
result Instances of asymptotic solutions found.
Developed a theory of ultradifferentiable sheafs with applications.
problem Ultradifferentiable functions and their sheafs.
method Abstract theory development for ultradifferentiable sheafs.
result Applications to linear PDEs, differential geometry, and CR geometry.
A Logic Based Approach to Finding Real Singularities of Implicit Ordinary Differential Equationsmath.LO
Logic approach finds real singularities in differential equations.
problem Finding geometric singularities of implicit ODEs over the reals.
method Vessiot theory, parametric Gaussian elimination, heuristic simplification, real quantifier elimination.
result Effective computation of geometric singularities using logic methods.
The physics informed neural network (PINN) is evolving as a viable method to solve partial differential equations. In the recent past PINNs have been successfully tested and validated to find solutions to both linear and non-linear partial differential equations (PDEs). However, the literature lacks detailed investigat…
Study linear subvarieties of meromorphic differential strata, proving toric closures and new proofs of theorems.
problem Understanding linear subvarieties in strata of meromorphic differentials.
method Investigate closures in multi-scale compactification, prove restrictions on period coordinates.
result Prove closures are locally toric varieties, generalize cylinder deformation theorem.
Study deep neural nets for solving complex insurance equations.
problem Solving linear and semilinear parabolic PIDEs in high dimensions.
method Deep neural network algorithms for integro-differential equations.
result Viability of deep learning for solving high-dimensional PIDEs.
Many equations of mathematical physics are described by differential polynomials, that is by polynomials in the derivatives of a certain number of functions. However, up to the knowledge of the author, differential algebra in a modern setting has never been applied to study the specific algebraic feature of such equati…
A note on isometric immersions and differential equations which describe pseudospherical surfacesmath.DG
In this paper, we provide families of second order non-linear partial differential equations, describing pseudospherical surfaces (pss equations), with the property of having local isometric immersions in E^3, with principal curvatures depending on finite-order jets of solutions of the differential equation. These equa…
Solutions to a differential equation link to contact structures.
problem Linking solutions of a specific differential equation to contact structures.
method Established a correspondence between solutions of Noth's equation and diffeomorphisms of contact structures.
result Established a correspondence between solutions of Noth's equation and diffeomorphisms of contact structures of type .
We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation. Using self-financed strategy and replication we are able to derive a Random Partia…
We formulate a method of computing invariant 1-forms and structure equations of symmetry pseudo-groups of differential equations based on Cartan's method of equivalence and the moving coframe method introduced by Fels and Olver. Our apparoach does not require a preliminary computation of infinitesimal defining systems,…
In this paper we prove a variation of the theorem in title, for equations with periodic coefficients, in Frechet spaces. The main result gives equivalent conditions ensuring the reduction of such an equation to one with constant coefficient. In the particular case of , we obtain the exact analogue of the cl…
Backlund transformations are used to search for solutions, particularly soliton solutions, of non-linear differential equations. In this paper we present an invariant geometrical theory of Backlund transformations for second order evolution equations with one space variable. The main concept is that of connection defin…
Based on operator identities and their formal adjoints, we derive two symmetry operators for the linearized Einstein operator on vacuum backgrounds of Petrov type D and in particular the Kerr spacetime. One of them is of differential order four and coincides with a result of Cohen and Kegeles. The other one is a new op…
Study connects symmetries in dynamical systems to phase plane representations.
problem Understanding symmetries in dynamical systems and their phase plane realizations.
method Analysis of symmetries in differential equations and phase plane representations, establishing correspondence and lifting conditions.
result Every symmetry generator in one formulation corresponds uniquely to a generator in the other, with a lifting condition to solve.
Grassmannians Gr(N-1,N+1), closed differential N-1 forms and N-dimensional integrable systemsnlin.SI
Integrable flows on the Grassmannians Gr(N-1,N+1) are defined by the requirement of closedness of the differential N-1 forms of rank N-1 naturally associated with Gr(N-1,N+1). Gauge-invariant parts of these flows, given by the systems of the N-1 quasi-linear differential equations, describe coisotropic deform…
We use Vessiot theory and exterior calculus to solve partial differential equations(PDEs) of the type uyy = F(x, y,u,ux,uy,uxx,uxy) and associated evolution equations. These equations are represented by the Vessiot distribution of vector fields. We develop and apply an algorithm to find the largest integrable sub-distr…
We study time-like surfaces in the three-dimensional Minkowski space with diagonalizable second fundamental form. On any time-like W-surface we introduce locally natural principal parameters and prove that such a surface is determined uniquely (up to motion) by a special invariant function, which satisfies a natural no…
All second order scalar differential invariants of symplectic hyperbolic and elliptic Monge-Ampère equations with respect to symplectomorphisms are explicitly computed. In particular, it is shown that the number of independent second order invariants is equal to 7, in sharp contrast with general Monge-Ampère equations …