This paper surveys recent results on the classi cation of di erential invari ants of transformation groups and their applications to invariant di erential equations and variational problems Consider a group of transformations acting on a jet space coordinatized by the inde pendent variables the dependent variables and their derivatives Scalar functions which are not a ected by the group transfo...

An approach for transforming systems of partial di erential equations in order to obtain new formulations which are more accessible to numerical solution is studied. An algorithm is developed for generating such transformations automatically, using symbolic computations employing Gr obner bases. The algorithm is implemented using freely available software. This approach, along with planned dev...

We de ne a discrete (integer-valued) Lyapunov function V for cyclic nearest neighbor systems of di erential delay equations possessing a feedback condition. This extends analogous de nitions for cyclic systems of ODE's, and for scalar di erential delay equations. We relate the values of V to the real parts of the Floquet multipliers for such linear periodic systems, and thereby prove all Floque...

Let X be the solution of an Itô di erential equation with jumps over R. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary di erential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem. c © 2000 P...

Solvability of forward–backward stochastic di erential equations with nonsmooth coe cients is considered using the Four-Step Scheme and some approximation arguments. For the onedimensional case, the existence of an adapted solution is established for the equation which allows the di usion in the forward equation to be degenerate. As a byproduct, we obtain the existence of a viscosity solution t...

In this paper we give an overview on some methods that are useful to solve a class of integrodi erential inverse problems. Precisely, we present some methods to solve integrodi erential inverse problems of parabolic type that are based on the theory of analytic semigroups, optimal regularity results and xed point arguments. A large class of physical models can be treated with this procedure, fo...

In this paper we summarize a dual-time scale formulation of dynamic user equilibrium with demand growth due to Friesz et al (2008). This formulation belongs to the problem class that Pang and Stewart (2008) refer to as di¤erential variational inequalities. We also present a …xed point algorithm for computing solutions to the dual time-scale model without calculating derivatives, along with a nu...

An axiomatic concept of quantum eld theory stochastic processes is introduced and some elementary properties of them are presented. The existence of the trace processes connected to Gibbs random elds obtained in Euclidean Quantum Field Theory is discussed. For particular twodimensional interactions the Markov property and continuity of paths of the corresponding trace processes have been obtain...

In this paper, we study general linear systems of delay di erential-algebraic equations (DDAEs) of arbitrary order. We show that under some consistency conditions, every linear high-order DAE can be reformulated as an underlying high-order ordinary di erential equation (ODE) and that every linear DDAE with single delay can be reformulated as a high-order delay di erential equation (DDE). We der...

| A simple receiver structure recently proposed by the authors [1] for convolutional coded M{ary di erential phase shift keying (MDPSK) transmission over at Rayleigh fading channels without channel state information is analyzed in detail. We present a thorough discussion of the iterative decoding procedure, which is referred to as iterative decision{feedback di erential demodulation (iterative ...