Related papers: Asymptotic analysis for the generalized langevin e…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
We investigate microlocal properties of partial differential operators with generalized functions as coefficients. The main result is an extension of a corresponding (microlocalized) distribution theoretic result on operators with smooth…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
Two local discontinuous Galerkin (LDG) methods using some non-standard numerical fluxes are developed for the Helmholtz equation with the first order absorbing boundary condition in the high frequency regime. It is shown that the proposed…
In this paper, we study the compressibility of random processes and fields, called generalized L\'evy processes, that are solutions of stochastic differential equations driven by $d$-dimensional periodic L\'evy white noises. Our results are…
The goal of this paper is to propose a new approach to asymptotic analysis of the finite predictor for stationary sequences. It produces the exact asymptotics of the relative prediction error and the partial correlation coefficients. The…
We describe an asymptotic approach to gated ionic models of single-cell cardiac excitability. It has a form essentially different from the Tikhonov fast-slow form assumed in standard asymptotic reductions of excitable systems. This is of…
We consider generalizations of kinetic granular gas models given by Boltzmann equations of Maxwell type. These type of models for non-linear elastic or inelastic interactions, have many applications in physics, dynamics of granular gases,…
This article proposes and analyzes the generalized weak Galerkin ({\rm g}WG) finite element method for the second order elliptic problem. A generalized discrete weak gradient operator is introduced in the weak Galerkin framework so that the…
In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…
A family of interior penalty $hp$-discontinuous Galerkin methods is developed and analyzed for the numerical solution of the quasilinear elliptic equation $-\nabla{} \cdot (\mathbf{A}(\nabla{u}) \nabla{u} = f$ posed on the open bounded…
Asymptotically nonlocal field theories interpolate between Lee-Wick theories with multiple propagator poles, and ghost-free nonlocal theories. Previous work on asymptotically nonlocal scalar, Abelian, and non-Abelian gauge theories has…
Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…
Coarse-grained (CG) models are simplified representations of soft matter systems that are commonly employed to overcome size and time limitations in computational studies. Many approaches have been developed to construct and parametrise…
Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional…
We consider a certain ultrahyperbolic equation in a Euclidean space being a generalization of Klein-Gordon-Fock equation. The behavior of solutions at points tending to infinity along timelike directions is studied. We examine the issue of…
This review concerns recent results on the quantitative study of convergence towards the stationary state for spatially inhomogeneous kinetic equations. We focus on analytical results obtained by means of certain probabilistic techniques…
We present and analyze a discontinuous Galerkin method for the numerical modeling of a Kelvin-Voigt thermo/poro-viscoelastic problem. We present the derivation of the model and we develop a stability analysis in the continuous setting that…
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising…