Related papers: Carleman estimates for semi-discrete parabolic ope…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
In this paper, we deal with the null controllability of a population dynamics model with an interior degenerate diffusion. To this end, we proved first a new Carleman estimate for the full adjoint system and afterwards we deduce a suitable…
We consider elliptic transmission problems with complex coefficients across an interface. Under proper transmission conditions, that extend known conditions for well-posedness, and sub-ellipticity we derive microlocal and local Carleman…
We derive dispersion estimates for solutions of a one-dimensional discrete Dirac equations with a potential. In particular, we improve our previous result, weakening the conditions on the potential. To this end we also provide new results…
In this paper, we are concerned with the null controllability of a linear population dynamics cascade systems (or the so-called prey-predator models) with two different dispersion coefficients which degenerate in the boundary and with one…
We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…
In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the {\it integrated covariation} (the…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
It is proposed to monitor spatial and temporal spreads of epidemics via solution of a Coefficient Inverse Problem for a system of three coupled nonlinear parabolic equations. To solve this problem numerically, a version of the so-called…
Carleman linearization is a technique that embeds systems of ordinary differential equations with polynomial nonlinearities into infinite dimensional linear systems in a procedural way. In this paper we generalize the method for systems of…
We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general…
We establish new Carleman estimates for the wave equation, which we then apply to derive novel observability inequalities for a general class of linear wave equations. The main features of these inequalities are that (a) they apply to a…
We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…
In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…
In this paper, we investigate the null controllability of nonlinear wave systems. Initially, we employ a combination of the Galerkin method and a fixed point theorem to establish the null controllability for semi-linear wave equations with…
This paper studies unique continuation for weakly degenerate parabolic equations in one space dimension. A new Carleman estimate of local type is obtained to deduce that all solutions that vanish on the degeneracy set, together with their…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…