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There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…

Methodology · Statistics 2014-11-04 Anna Kiriliouk , Johan Segers , Michal Warchol

A model-independent method for the determination of Breit-Wigner resonance parameters is presented. The method is based on eliminating the dependence on the choice of channel basis by analyzing the trace of the K and T matrices in the…

High Energy Physics - Phenomenology · Physics 2008-11-26 S. Ceci , A. Svarc , B. Zauner , M. Manley , S. Capstick

A nonlinear divergence parabolic equation with dynamic boundary conditions of Wentzell type is studied. The existence and uniqueness of a strong solution is obtained as the limit of a finite difference scheme, in the time dependent case and…

Analysis of PDEs · Mathematics 2020-04-22 Viorel Barbu , Angelo Favini , Gabriela Marinoschi

The article treats the geometrical theory of partial differential equations in the absolute sense, i.e., without any additional structures and especially without any preferred choice of independent and dependent variables. The equations are…

Differential Geometry · Mathematics 2014-01-14 Veronika Chrastinová , Václav Tryhuk

This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…

Probability · Mathematics 2022-01-14 Kaitong Hu , Zhenjie Ren , Nizar Touzi

The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely…

Numerical Analysis · Mathematics 2016-03-03 Thomas Horger , Barbara Wohlmuth , Thomas Dickopf

We use the direct variational method, the Ekeland variational principle, the mountain pass geometry and Karush-Kuhn-Tucker theorem in order to investigate existence and multiplicity results for boundary value problems connected with the…

Classical Analysis and ODEs · Mathematics 2016-06-01 Marek Galewski , Renata Wieteska

The gauge parameter dependence of QED in the covariant gauge can be determined explicitly by introducing a Stueckelberg field, which is a non-interacting fictitious Goldstone boson field. Examples of QED with electrons or charged scalars…

High Energy Physics - Theory · Physics 2009-10-31 Hidenori Sonoda

Data taken from observations of the natural world or laboratory measurements often depend on parameters which can vary in unexpected ways. In this paper we demonstrate how machine learning can be leveraged to detect changes in global…

Fluid Dynamics · Physics 2021-11-25 Logan M. Kageorge , Roman O. Grigoriev , Michael F. Schatz

This paper is about learning the parameter-to-solution map for systems of partial differential equations (PDEs) that depend on a potentially large number of parameters covering all PDE types for which a stable variational formulation (SVF)…

Numerical Analysis · Mathematics 2024-05-31 Markus Bachmayr , Wolfgang Dahmen , Mathias Oster

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres

In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…

Numerical Analysis · Mathematics 2020-11-20 Riccardo Fazio

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia

The main purpose of this work is the derivation of a functional partial differential equation (FPDE) for the calculations of equity-linked insurance policies, where the payment stream may depend on the whole past history of the financial…

Pricing of Securities · Quantitative Finance 2024-09-04 David R. Baños , Salvador Ortiz-Latorre , Oriol Zamora Font

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we…

Optimization and Control · Mathematics 2014-05-07 Ricardo Almeida , Nuno R. O. Bastos , Delfim F. M. Torres

We investigate the Weighted Energy-Dissipation variational approach to semilinear gradient flows with state-dependent dissipation. A family of parameter-dependent functionals defined over entire trajectories is introduced and proved to…

Analysis of PDEs · Mathematics 2024-04-05 Goro Akagi , Ulisse Stefanelli , Riccardo Voso

Dependence on the parameter is continuous when perturbations of the parameter preserves strict preference for one alternative over another. We characterise this property via a utility function over alternatives that depends continuously on…

Computer Science and Game Theory · Computer Science 2019-04-01 Patrick H. O'Callaghan

We study a wide class of linear inhomogeneous boundary-value problems for $r$th order ODE-systems depending on a parameter $\mu$ in a general metric space $\mathcal M$. The solutions belong to the Sobolev spaces $(W^{n+r}_p)^m$,…

Classical Analysis and ODEs · Mathematics 2025-12-29 Olena Atlasiuk , Vladimir Mikhailets , Jari Taskinen