The problem of learning qualitative models of physical systems from observations of its behaviour has been addressed by several researchers in recent years. Most current techniques limit themselves to learning a single qualitative di erential equation to model the entire system. However, many systems have several qualitative differential equations underlying them. In this paper, we present an a...

The transformation which assigns to a linear operator L the recurrence satis ed by coe cient se quences of the polynomial series in its kernel is shown to be an isomorphism of the corresponding operator algebras We use this fact to help factoring q di erence and recurrence operators and to nd nice power series solutions of linear di erential equations In particular we characterize generalized h...

We consider families of random dynamical systems induced by parametrized one dimensional stochastic diierential equations. We give necessary and suucient conditions on the invariant measures of the associated Markov semigroups which ensure a stochastic bifurcation. This leads to suucient conditions on drift and diiusion coeecients for a stochastic pitchfork and transcritical bifurcation of the ...

A q-di erence analog of the sixth Painlev e equation is presented. It arises as the condition for preserving the connection matrix of linear q-di erence equations, in close analogy with the monodromy preserving deformation of linear di erential equations. The continuous limit and special solutions in terms of q-hypergeometric functions are also discussed. Mathematical Subject Classi cations (19...

In this paper we consider the pair di usion process in more than two spatial dimensions. In this case we are able to prove just a local existence result, since it is not possible to deduce global a priori estimates for the equations as it can be done in the two dimensional case. The model includes a nonlinear system of reaction{ drift{di usion equations, a nonlinear ordinary di erential equatio...

Two stage stochastic programs with random right hand side are considered Optimal values and solution sets are regarded as mappings of the expected re course functions and their perturbations respectively Conditions are identi ed implying that these mappings are directionally di erentiable and semidi eren tiable on appropriate functional spaces Explicit formulas for the derivatives are derived S...

in this work, we have applied elzaki transform and he's homotopy perturbation method to solvepartial dierential equation (pdes) with time-fractional derivative. with help he's homotopy per-turbation, we can handle the nonlinear terms. further, we have applied this suggested he's homotopyperturbation method in order to reformulate initial value problem. some illustrative examples...

This paper con rms a version of a conjecture by Fischer Black regarding consol rate models for the term structure of interest rates. A consol rate model is one in which the stochastic behavior of the short rate is in uenced by the consol rate. Since the consol rate is itself determined, via the usual discounted present value formula, by the short rate, such models have an inherent xed point asp...

We investigate the derivation and the mathematical properties of a Saint-Venant model with an energy equation and with temperature-dependent transport coe±cients. These equations model shallow water °ows as well as thin viscous sheets over °uid substrates like oil slicks, atlantic waters in the Strait of Gilbraltar or °oat glasses. We exhibit an entropy function for the system of partial di®ere...

We study a dynamic stochastic general equilibrium model in continuous time. Related work has proven that optimal consumption in this model is a smooth function of state variables. This allows us to describe the evolution of optimal state variables (wealth and labour market status) by stochastic di¤erential equations. We derive conditions under which an invariant distribution for state variables...