In this paper, we bring together the worlds of model order reduction for stochastic linear systems and H-2-optimal model order reduction for deterministic systems. In particular, we supplement and complete the theory of error bounds for model order reduction of stochastic differential equations. With these error bounds, we establish a link between the output error for stochastic systems (with additive and multiplicative noise) and modified versions of the H-2-norm for both linear and bilinear deterministic systems. When deriving the respective optimality conditions for minimizing the error bounds, we see that model order reduction techniques related to iterative rational Krylov algorithms (IRKA) are very natural and effective methods for reducing the dimension of large-scale stochastic systems with additive and/or multiplicative noise. We apply modified versions of (linear and bilinear) IRKA to stochastic linear systems and show their efficiency in numerical experiments.

In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.

In this paper, we investigate the continuous version of modified iterative Runge–Kutta-type methods for nonlinear inverse ill-posed problems proposed in a previous work. The convergence analysis is proved under the tangential cone condition, a modified discrepancy principle, i.e., the stopping time T is a solution of ∥𝐹(𝑥𝛿(𝑇))−𝑦𝛿∥=𝜏𝛿+ for some 𝛿+>𝛿, and an appropriate source condition. We yield the optimal rate of convergence.

We consider a social-type network of coupled phase oscillators. Such a network consists of an active core of mutually interacting elements, and of a flock of passive units, which follow the driving from the active elements, but otherwise are not interacting. We consider a ring geometry with a long-range coupling, where active oscillators form a fluctuating chimera pattern. We show that the passive elements are strongly correlated. This is explained by negative transversal Lyapunov exponents.

This thesis bridges two areas of mathematics, algebra on the one hand with the Milnor-Moore theorem (also called Cartier-Quillen-Milnor-Moore theorem) as well as the Poincaré-Birkhoff-Witt theorem, and analysis on the other hand with Shintani zeta functions which generalise multiple zeta functions. The first part is devoted to an algebraic formulation of the locality principle in physics and generalisations of classification theorems such as Milnor-Moore and Poincaré-Birkhoff-Witt theorems to the locality framework. The locality principle roughly says that events that take place far apart in spacetime do not infuence each other. The algebraic formulation of this principle discussed here is useful when analysing singularities which arise from events located far apart in space, in order to renormalise them while keeping a memory of the fact that they do not influence each other. We start by endowing a vector space with a symmetric relation, named the locality relation, which keeps track of elements that are "locally independent". The pair of a vector space together with such relation is called a pre-locality vector space. This concept is extended to tensor products allowing only tensors made of locally independent elements. We extend this concept to the locality tensor algebra, and locality symmetric algebra of a pre-locality vector space and prove the universal properties of each of such structures. We also introduce the pre-locality Lie algebras, together with their associated locality universal enveloping algebras and prove their universal property. We later upgrade all such structures and results from the pre-locality to the locality context, requiring the locality relation to be compatible with the linear structure of the vector space. This allows us to define locality coalgebras, locality bialgebras, and locality Hopf algebras. Finally, all the previous results are used to prove the locality version of the Milnor-Moore and the Poincaré-Birkhoff-Witt theorems. It is worth noticing that the proofs presented, not only generalise the results in the usual (non-locality) setup, but also often use less tools than their counterparts in their non-locality counterparts. The second part is devoted to study the polar structure of the Shintani zeta functions. Such functions, which generalise the Riemman zeta function, multiple zeta functions, Mordell-Tornheim zeta functions, among others, are parametrised by matrices with real non-negative arguments. It is known that Shintani zeta functions extend to meromorphic functions with poles on afine hyperplanes. We refine this result in showing that the poles lie on hyperplanes parallel to the facets of certain convex polyhedra associated to the defining matrix for the Shintani zeta function. Explicitly, the latter are the Newton polytopes of the polynomials induced by the columns of the underlying matrix. We then prove that the coeficients of the equation which describes the hyperplanes in the canonical basis are either zero or one, similar to the poles arising when renormalising generic Feynman amplitudes. For that purpose, we introduce an algorithm to distribute weight over a graph such that the weight at each vertex satisfies a given lower bound.