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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…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

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…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

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…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

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…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

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.

Analysis of PDEs · Mathematics 2024-09-17 Taketo Inaba , Futoshi Takahashi

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…

Analysis of PDEs · Mathematics 2023-07-03 Sun-Sig Byun , Hyojin Kim , Kyeongbae Kim

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…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

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…

Optimization and Control · Mathematics 2025-10-14 Nina M. Gottschling , David Iagaru , Jakob Gawlikowski , Ioannis Sgouralis

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…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

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…

Analysis of PDEs · Mathematics 2026-02-10 Maria R. Lancia , Alejandro Vélez-Santiago

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…

Analysis of PDEs · Mathematics 2019-05-29 Jesús Ildefonso Díaz , David Gómez-Castro , Tatiana A. Shaposhnikova , Maria N. Zubova

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…

Analysis of PDEs · Mathematics 2021-06-07 Pablo Pedregal

We study a class of nonlinear non-autonomous nonlocal equations with subcritical and critical exponential nonlinearity. The involved potential can vanish at infinity.

Analysis of PDEs · Mathematics 2014-11-04 João Marcos do Ó , Olimpio H. Miyagaki , Marco Squassina

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.…

Analysis of PDEs · Mathematics 2024-01-04 Tsukasa Iwabuchi , Dáithí Ó hAodha

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…

Analysis of PDEs · Mathematics 2017-02-09 Charles L. Epstein , Camelia A. Pop

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…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

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…

Analysis of PDEs · Mathematics 2020-03-13 Yihong Du , Wenjie Ni

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…

Analysis of PDEs · Mathematics 2026-03-27 Donghui Yang , Jie Zhong

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…

Analysis of PDEs · Mathematics 2011-08-19 Marina Ghisi , Massimo Gobbino

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…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin