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The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…

Probability · Mathematics 2025-04-28 Syoiti Ninomiya , Nicolas Victoir

In this paper a hybridized weak Galerkin (HWG) finite element method for solving the Stokes equations in the primary velocity-pressure formulation is introduced. The WG method uses weak functions and their weak derivatives which are defined…

Numerical Analysis · Mathematics 2023-07-19 Qilong Zhai , Ran Zhang , Xiaoshen Wang

We consider a two-dimensional MHD model describing the evolution of viscous, compressible and electrically conducting fluids under the action of vertical magnetic field without resistivity. Existence of global weak solutions is established…

Analysis of PDEs · Mathematics 2019-07-02 Yang Li , Yongzhong Sun

Weak Galerkin (WG) refers to general finite element methods for partial differential equations in which differential operators are approximated by weak forms through the usual integration by parts. In particular, WG methods allow the use of…

Numerical Analysis · Mathematics 2011-11-04 Lin Mu , Junping Wang , Xiu Ye , Shan Zhao

We review the role of dual pairs in mechanics and use them to derive particle-like solutions to regularized incompressible fluid systems. In our case we have a dual pair resulting from the action of diffeomorphisms on point particles…

Fluid Dynamics · Physics 2016-07-13 C. J. Cotter , J. Eldering , D. D. Holm , H. O. Jacobs , D. M. Meier

From the work on the weak-null condition by Lindblad and Rodnianski, it is well-known that `bad' quadratic sourcing terms are allowed to appear in coupled semilinear wave equations in three spatial dimensions, provided that such terms…

Analysis of PDEs · Mathematics 2022-08-15 Shijie Dong , Zoe Wyatt

We propose a method to expand correlation functions with respect to the spatial components of external momenta. From the coefficients of the expansion it is possible to extract Lorentz-invariant form factors at zero spatial momentum…

High Energy Physics - Lattice · Physics 2015-06-11 G. M. de Divitiis , R. Petronzio , N. Tantalo

We prove global existence of weak solutions for a version of one velocity Baer-Nunziato system with dissipation describing a mixture of two non interacting viscous compressible fluids in a piecewise regular Lipschitz domain with general…

Analysis of PDEs · Mathematics 2021-05-12 Stanislav Kracmar , Young-Sam Kwon , Sarka Necasova , Antonin Novotny

We study Maxwell's equations in conducting media with perfectly conducting boundary conditions on Lipschitz domains, allowing rough material coefficients and $L^2$-data. Our first contribution is a direct proof of well-posedness of the…

Numerical Analysis · Mathematics 2025-11-06 Harbir Antil

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

We prove uniqueness of weak solutions of the three-dimensional compressible Navier-Stokes equations with potential force. We make use of the Lagrangean framework in comparing the instantaneous states of corresponding fluid particles in two…

Analysis of PDEs · Mathematics 2020-12-15 Anthony Suen

We propose and analyse a minimal-residual method in discrete dual norms for approximating the solution of the advection-reaction equation in a weak Banach-space setting. The weak formulation allows for the direct approximation of solutions…

Numerical Analysis · Mathematics 2018-08-15 Ignacio Muga , Matthew J. W. Tyler , Kristoffer G. van der Zee

An upper bound between the information gain and state reversibility of weak measurement was first developed by Y. K. Cheong and S. W. Lee [Phys. Rev. Lett. 109, 150402 (2012)]. Their results are valid for arbitrary d-level quantum systems.…

We extend the idea of weak measurements to the general case, provide a complete treatment and obtain results for both the regime when the pre-selected and post-selected states (PPS) are almost orthogonal and the regime when they are exactly…

Quantum Physics · Physics 2015-03-17 Shengjun Wu , Yang Li

We address the issue of how to properly treat, and in a more general setting, the concept of a weak value of a weak measurement in quantum mechanics. We show that for this purpose, one must take in account the effects of the measuring…

Quantum Physics · Physics 2009-07-24 A. C. Lobo , C. A. Ribeiro

This paper is concerned with a compressible MHD equations describing the evolution of viscous non-resistive fluids in piecewise regular bounded Lipschitz domains. Under the general inflow-outflow boundary conditions, we prove existence of…

Analysis of PDEs · Mathematics 2025-01-28 Yang Li , Young-Sam Kwon , Yongzhong Sun

We develop a microscopic approach to the consistent construction of the kinetic theory of dilute weakly ionized gases of hydrogen-like atoms. The approach is based on the framework of the second quantization method in the presence of bound…

Statistical Mechanics · Physics 2016-12-08 Yu. V. Slyusarenko , O. Yu. Sliusarenko

The aim of this paper is to study the global existence of solutions to a coupled wave-Klein-Gordon system in space dimension two when initial data are small, smooth and mildly decaying at infinity. Some physical models strictly related to…

Analysis of PDEs · Mathematics 2018-10-25 Annalaura Stingo

In this paper we prove the existence of weak solutions to degenerate parabolic systems arising from the fully coupled moisture movement, solute transport of dissolved species and heat transfer through porous materials. Physically relevant…

Analysis of PDEs · Mathematics 2017-07-24 Michal Beneš , Igor Pažanin

Weak values are typically obtained experimentally by performing weak measurements, which involve weak interactions between the measured system and a probe. However, the determination of weak values does not necessarily require weak…