Title: EQUATIONS WITH JUMPS
Bridging Uncertainty And Discontinuities: A Journey Into Random Differential
Abstract: Differential equations serve as powerful mathematical tools for modeling real-world
phenomena. However, their deterministic nature fails to account for both epistemic and aleatoric
uncertainties arising from limited knowledge about the system being modeled and the
unpredictable, inherent randomness of the problem itself. Beyond randomness, many dynamic
processes undergo sudden changes, such as shocks, resource harvesting, or natural disasters. These
abrupt perturbations can be mathematically represented through discontinuities or impulses,
capturing their instantaneous effects.
Addressing both uncertainties and impulses within the framework of differential equations presents
a significant challenge, drawing increasing interest from the scientific community. Notably,
substantial progress has been achieved using stochastic differential equations, where randomness is
typically introduced through processes like white noise and the Poisson process.
This talk will explore recent advancements in uncertainty quantification for differential equations
incorporating jumps and discontinuities, leveraging the random differential equations (RDEs)
framework. In this approach, uncertainties are directly embedded in various components of the
equation —including initial conditions, source terms, and coefficients— using arbitrary probability
distributions. Furthermore, we will introduce a method to determine the probability density function
of the solution, treating it as a stochastic process rather than focusing solely on its first statistical
moments. The theoretical developments will be complemented by simulations and real-world
applications, demonstrating how inverse uncertainty quantification techniques can be used to infer
model parameter distributions from empirical data.