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Related papers: Comparison of estimates for dispersive equations

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Global climate models aim to reproduce physical processes on a global scale and predict quantities such as temperature given some forcing inputs. We consider climate ensembles made of collections of such runs with different initial…

Applications · Statistics 2013-12-02 Stefano Castruccio , Michael L. Stein

We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent…

Numerical Analysis · Mathematics 2021-05-11 María Cabrera Calvo , Katharina Schratz

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

Probability · Mathematics 2025-07-10 Jan Kallsen , Ivo Richert

We propose a projection-based class of uniformity tests on the hypersphere using statistics that integrate, along all possible directions, the weighted quadratic discrepancy between the empirical cumulative distribution function of the…

We investigate nonlinear, higher-order dispersive equations with measure (or even less regular) potentials and initial data with low regularity. Our approach is of distributional nature and relies on the phase space analysis (via Gabor wave…

Analysis of PDEs · Mathematics 2024-07-23 Sonia Mazzucchi , Fabio Nicola , S. Ivan Trapasso

We provide global gradient estimates for solutions to a general type of nonlinear parabolic equations, possibly in a Riemannian geometry setting. Our result is new in comparison with the existing ones in the literature, in light of the…

Analysis of PDEs · Mathematics 2021-07-29 Cecilia Cavaterra , Serena Dipierro , Zu Gao , Enrico Valdinoci

Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-linear PDEs based on the coupling method introduced in Wang…

Probability · Mathematics 2014-07-22 Yongsheng Song

We propose a new algebraic approach to study compatibility of partial differential equations. The approach uses concepts from commutative algebra, algebraic geometry and Gr\"obner bases to clarify crucial notions concerning compatibility…

Dynamical Systems · Mathematics 2016-11-17 Oleg V. Kaptsov

Qualitative properties of non-negative solutions to a quasilinear degenerate parabolic equation with an absorption term depending solely on the gradient are shown, providing information on the competition between the nonlinear diffusion and…

Analysis of PDEs · Mathematics 2007-08-13 Jean-Philippe Bartier , Philippe Laurençot

This paper aims at achieving a "good" estimator for the gradient of a function on a high-dimensional space. Often such functions are not sensitive in all coordinates and the gradient of the function is almost sparse. We propose a method for…

Machine Learning · Statistics 2016-07-27 Vivek S. Borkar , Vikranth R. Dwaracherla , Neeraja Sahasrabudhe

In this paper, we propose new sequential estimation methods based on inclusion principle. The main idea is to reformulate the estimation problems as constructing sequential random intervals and use confidence sequences to control the…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…

Dynamical Systems · Mathematics 2023-03-20 Tomoki Inoue

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of…

Numerical Analysis · Mathematics 2016-07-19 Daisuke Furihata , Shun Sato , Takayasu Matsuo

In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to…

Analysis of PDEs · Mathematics 2021-06-15 Mokhtar Kirane , Berikbol T. Torebek

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

In contrast to the usual procedure of estimating the distribution of a time series and then obtaining the quantile from the distribution, we develop a compensatory model to improve the quantile estimation under a given distribution…

Mathematical Finance · Quantitative Finance 2021-12-15 Shuzhen Yang

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

A prevalent problem in general state-space models is the approximation of the smoothing distribution of a state, or a sequence of states, conditional on the observations from the past, the present, and the future. The aim of this paper is…

Statistics Theory · Mathematics 2009-04-03 Randal Douc , Aurelien Garivier , Eric Moulines , Jimmy Olsson

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan