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We present how a probabilistic model can describe the asymptotic behavior of the iterations, with applications for ODE and approach of some problems in mechanics in $\mathbb{R}^d$.

Dynamical Systems · Mathematics 2026-01-06 Guy Cirier

We introduce a class of continuous planar processes, called "semimartingales on rays", and develop for them a change-of-variable formula involving quite general classes of test functions. Special cases of such planar processes are…

Probability · Mathematics 2017-04-18 Ioannis Karatzas , Minghan Yan

This article deals with an inverse problem of identifying the fractional order in the 1D time fractional diffusion equation (TFDE in short) using the measurement at one space-time point. Based on the expression of the solution to the…

Analysis of PDEs · Mathematics 2021-11-29 Yi Zhang , Xianzheng Jia , Gongsheng Li

On compact Riemannian manifolds, we prove a decomposition theorem for arbitrarily bounded energy sequence of solutions of a singular elliptic equation.

Analysis of PDEs · Mathematics 2017-01-03 Youssef Maliki , Fatima Zohra Terki

We consider the unique determinations of impenetrable obstacles or diffraction grating profiles in $\mathbb{R}^3$ by a single far-field measurement within polyhedral geometries. We are particularly interested in the case that the scattering…

Analysis of PDEs · Mathematics 2021-11-30 Xinlin cao , Huaian Diao , Hongyu Liu , Jun Zou

The Rayleigh conjecture about convergence up to the boundary of the series representing the scattered field in the exterior of an obstacle $D$ is widely used by engineers in applications. However this conjecture is false for some obstacles.…

Numerical Analysis · Mathematics 2007-05-23 A. G. Ramm , S. Gutman

In this paper, we study numerical methods for the solution of partial differential equations on evolving surfaces. The evolving hypersurface in $\Bbb{R}^d$ defines a $d$-dimensional space-time manifold in the space-time continuum…

Numerical Analysis · Mathematics 2014-04-09 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…

Probability · Mathematics 2019-06-17 Bernard Bercu , Taieb Touati

Recently, two different proofs for large and intermediate-size solitary waves of the nonlocally dispersive Whitham equation have been presented, using either global bifurcation theory or the limit of waves of large period. We give here a…

Analysis of PDEs · Mathematics 2023-03-27 Mathias Nikolai Arnesen , Mats Ehrnstrom , Atanas G. Stefanov

We present a diffusion mechanism for time-dependent perturbations of autonomous Hamiltonian systems introduced in [25]. This mechanism is based on shadowing of pseudo-orbits generated by two dynamics: an `outer dynamics', given by…

Dynamical Systems · Mathematics 2016-12-20 Maciej J. Capinski , Marian Gidea , Rafael de la Llave

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

The purpose of this paper is to prove the uniqueness theorem of solutions of eigenvalue equations on one end of Riemannian manifolds for drift Laplacians, including the standard Laplacian as a special case; we shall impose "a sort of…

Differential Geometry · Mathematics 2012-03-13 Hironori Kumura

We prove singularity of some distributions of random continued fractions that correspond to iterated function systems with overlap and a parabolic point. These arose while studying the conductance of Galton-Watson trees.

Probability · Mathematics 2007-05-23 Russell Lyons

We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…

Classical Analysis and ODEs · Mathematics 2018-08-10 Sandeep Pandurang Bhairat

As the most significant difference from parabolic equations, long-time or short-time behavior of solutions to time-fractional evolution equations is dominated by the fractional orders, whose unique determination has been frequently…

Analysis of PDEs · Mathematics 2023-01-03 Yikan Liu , Masahiro Yamamoto

The chapter contains a detailed presentation of the surface integral theory for modelling light diffraction by surface-relief diffraction gratings having a one-dimensional periodicity. Several different approaches are presented, leading…

Optics · Physics 2014-06-03 Daniel Maystre , Evgeny Popov

Lagrangian turbulence lies at the core of numerous applied and fundamental problems related to the physics of dispersion and mixing in engineering, bio-fluids, atmosphere, oceans, and astrophysics. Despite exceptional theoretical,…

We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space. More precisely, we study a class of infinite-dimensional diffusions under Gibbsian…

Probability · Mathematics 2022-07-22 Alexander Zass

We consider the reaction diffusion problem and present efficient ways to discretize and precondition in the singular perturbed case when the reaction term dominates the equation. Using the concepts of optimal test norm and saddle point…

Numerical Analysis · Mathematics 2021-04-26 Constantin Bacuta , Daniel Hayes , Jacob Jacavage

We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.

Probability · Mathematics 2024-07-29 Erich Häusler , Harald Luschgy