We develop the non-di erentiable embedding theory of di erential operators and Lagrangian systems using a new operator on non-di erentiable functions. We then construct the corresponding calculus of variations and we derive the associated non-di erentiable Euler-Lagrange equation, and apply this formalism to the study of PDE's. First, we extend the characteristics method to the non-di erentiabl...

in this paper, we present the numerical solution of ordinary dierential equations (or sdes), from each order especially second-order with time-varying and gaussian random coecients. we indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multi- plicative noises). making stochastic dierent...

The method of exterior di®erential systems is applied to the problem of ̄nding propagating singular solutions to Maxwell s equations Fresnel ray and wave surfaces are computed for systems that are not restricted to the topology imposed by the symmetries of the Lorentz transformations. The methods distinguish the measurable polarization phase di®erences between global behavior in optically active...

This paper extends the singular value decomposition to a path of matrices E(t). An analytic singular value decomposition of a path of matrices E(t) is an analytic path of factorizations E(t) = X(t)S(t)Y (t)T where X(t) and Y (t) are orthogonal and S(t) is diagonal. To maintain di erentiability the diagonal entries of S(t) are allowed to be either positive or negative and to appear in any order....

This paper extends the singular value decomposition to a path of matrices E(t). An analytic singular value decomposition of a path of matrices E(t) is an analytic path of factorizations E(t) = X(t)S(t)Y (t)T where X(t) and Y (t) are orthogonal and S(t) is diagonal. To maintain di erentiability the diagonal entries of S(t) are allowed to be either positive or negative and to appear in any order....

where I ⊂R is an open interval, f(x) is a given function, is a nonlinear di erential operator, and W ( ) ∈ L(I) is a piecewise Gâteaux di erentiable function of = (u); Ua is a closed convex subspace of a re exive Banach space U. This general nonconvex, nonsmooth variational problem appears in many nonlinear systems. For example, in the nonlinear equilibrium problem of Ericksen’s bar subjected t...

A 2nd-order, L-stable Rosenbrock method from the eld of sti ordinary di erential equations is studied for application to atmospheric dispersion problems describing photochemistry, advective and turbulent di usive transport. Partial di erential equation problems of this type occur in the eld of air pollution modelling. The focal point of the paper is to examine the Rosenbrock method for reliable...

This paper provides a description of an algebraic setting for the Lagrangian formalism over graded algebras and is intended as the necessary rst step towards the noncommutative C-spectral sequence (variational bicomplex). A noncommutative version of integration procedure, the notion of adjoint operator, Green's formula, the connection between integral and di erential forms, conservation laws, E...

Since the advent of Taylor Series, polynomial methods have been used to solve di↵erential equations and learn the properties of di↵erential equations. There are many polynomial methods for solving di↵erential equations and understanding dynamical systems. For example, Taylor polynomials, Chebyshev Polynomials and Adomian Polynomials are used to generate approximate solutions. Automatic di↵erent...

This work investigates the problem of state estimation for singular stochastic di®erential systems. A Kalman-Bucy-like ̄lter is proposed, based on a suitable decomposition of the descriptor vector into two components. The ̄rst one is expressed as a function of the observation, and therefore does not need to be estimated, while the second component is described by a regular linear stochastic sys...