Related papers: Large Deviations estimates for some non-local equa…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…
Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
In this paper, we study a nonlocal boundary blow up problem on an interval and obtain the precise asymptotic formula for solutions when the bifurcation parameter in the problem is large.
We study a nonlocal parabolic equation with an irregular kernel coefficient to establish higher H\"older regularity under an appropriate higher integrablilty on the nonhomogeneous terms and a minimal regularity assumption on the kernel…
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…
The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
We investigate the realization of a myriad of general local and nonlocal inhomogeneous elliptic and parabolic boundary value problems over classes of irregular regions. We present a unified approach in which either local or nonlocal…
Our main interest in this paper is the study of homogenised limit of a parabolic equation with a nonlinear dynamic boundary condition of the micro-scale model set on a domain with periodically place particles. We focus on the case of…
Non-locality is being intensively studied in various PDE-contexts and in variational problems. The numerical approximation also looks challenging, as well as the application of these models to Continuum Mechanics and Image Analysis, among…
We study a class of nonlinear non-autonomous nonlocal equations with subcritical and critical exponential nonlinearity. The involved potential can vanish at infinity.
We examine the large-time behaviour of solutions to the compressible Navier-Stokes equations under the assumption of radial symmetry. In particular, we calculate a fast time-decay estimate of the norm of the nonlinear part of the solution.…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
We study a class of degenerate parabolic equations with boundary point degeneracy in dimensions N>=2 and investigate the associated boundary observability problem by means of shape design. While one-dimensional degenerate models have been…
We consider degenerate Kirchhoff equations with a small parameter epsilon in front of the second-order time-derivative. It is well known that these equations admit global solutions when epsilon is small enough, and that these solutions…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…