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In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
Singular degenerate differential operator equations are studied. The uniform separability of boundary value problems for degenerate elliptic equation and optimal regularity properties of Cauchy problem for degenerate parabolic equation are…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood…
We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…
In this paper, we introduce a new family of orthogonal systems, termed as the M\"{u}ntz ball polynomials (MBPs), which are orthogonal with respect to the weight function: $\|x\|^{2\theta+2\mu-2} (1-\|x\|^{2\theta})^{\alpha}$ with the…
In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…
A string theoretic derivation is given for the conjecture of Hausel, Letellier, and Rodriguez-Villegas on the cohomology of character varieties with marked points. Their formula is identified with a refined BPS expansion in the stable pair…
We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…
In this paper we obtain sharp Petrovskii criteria for the p-parabolic equation, both in the degenerate case p>2 and the singular case 1<p<2. We also give an example of an irregular boundary point at which there is a barrier, thus showing…
Uncertainty associated with statistical problems arises due to what has not been seen as opposed to what has been seen. Using probability to quantify the uncertainty the task is to construct a probability model for what has not been seen…
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…
Degenerate abstract parabolic equations with variable coefficients are studied. Here the boundary conditions are nonlocal. The maximal regularity properties of solutions for elliptic and parabolic problems and Strichartz type estimates in…
The paper analyses a model in surface growth, where uniqueness of weak solutions seems to be out of reach. We provide the existence of a weak martingale solution satisfying energy inequalities and having the Markov property. Furthermore,…
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969),…
In the 90's a collection of Plethystic operators were introduced in [3], [7] and [8] to solve some Representation Theoretical problems arising from the Theory of Macdonald polynomials. This collection was enriched in the research that led…
In this work we deal with degenerate parabolic equations with three lines of degeneration. Using "a-b-c" method we prove the uniqueness theorems defining conditions to parameters. We show nontrivial solutions for considered problems, when…
We analyse an operator arising in the description of singular solutions to the two-dimensional Keller-Segel problem. It corresponds to the linearised operator in parabolic self-similar variables, close to a concentrated stationary state.…
The task of finding an extension to a given partial drawing of a graph while adhering to constraints on the representation has been extensively studied in the literature, with well-known results providing efficient algorithms for…