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We present economical iterative algorithms built on the Biconjugate $A$-Orthonormalization Procedure for real unsymmetric and complex non-Hermitian systems. The principal characteristics of the developed solvers is that they are fast…
In this paper, we introduce a new class of optimization problems whose objective functions are weakly homogeneous relative to the constraint sets. By using the normalization argument in asymptotic analysis, we prove two criteria for the…
A new one-parameter family of iterative method for solving nonlinear equations is constructed and studied. Two variants, both with cubic convergence, are developed, one for finding simple zeros and other for multiple zeros of known…
Level-based and share-based loss functions are asymptotically equivalent if, in the limit, their averages converge almost surely to a constant ratio. These loss functions take a target value and its realization as arguments and are often…
An identity in law for the area of a spectrally positive L\'evy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse Beta random variable and the square of a positive stable…
We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.
The harmonic action functional allows a natural generalisation to semi-Riemannian supergeometry, referred to as superharmonic action, which resembles the supersymmetric sigma models studied in high energy physics. We show that Killing…
It was recently established that a function which is harmonic on an infinite cylinder and vanishes on the boundary necessarily extends to an entire harmonic function. This paper considers harmonic functions on an annular cylinder which…
In the paper, we consider nonlinear filtering problems of multiscale systems in two cases-correlated sensor L\'evy noises and correlated L\'evy noises. First of all, we prove that the slow part of the origin system converges to the…
This paper deals with homogenization of parabolic problems for integral convolution type operators with a non-symmetric jump kernel in a periodic elliptic medium. It is shown that the homogenization result holds in moving coordinates. We…
It is known that the $L^{2}$-norms of a harmonic function over spheres satisfies some convexity inequality strongly linked to the Almgren's frequency function. We examine the $L^{2}$-norms of harmonic functions over a wide class of evolving…
The Fourier series method is used to solve the homogeneous equation governing the motion of the harmonic oscillator. It is shown that the general solution to the problem can be found in a surprisingly simple way for the case of the simple…
The recently introduced harmonic resolvent framework is concerned with the study of the input-output dynamics of nonlinear flows in the proximity of a known time-periodic orbit. These dynamics are governed by the harmonic resolvent…
The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…
We fully develop the concept of causal symmetry introduced in Class. Quant. Grav. 20 (2003) L139. A causal symmetry is a transformation of a Lorentzian manifold (V,g) which maps every future-directed vector onto a future-directed vector. We…
We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…
Let u, v be two harmonic functions in the disk of radius two which have exactly the same set Z of zeros. We observe that the gradient of \log |u/v| is bounded in the unit disk by a constant which depends on Z only. In case Z is empty this…
For a power series which converges in some neighborhood of the origin in the complex plane, it turns out that the zeros of its partial sums---its sections---often behave in a controlled manner, producing intricate patterns as they converge…
In this paper, we provide the sufficient and necessary conditions for the symmetry of the following stable L\'evy-type operator $\mathcal{L}$ on $\mathbb{R}$: $$\mathcal{L}=a(x){\Delta^{\alpha/2}}+b(x)\frac{\d}{\d x},$$ where $a,b$ are the…
In this paper, we study an exact solution of the asymmetric simple exclusion process on a periodic lattice of finite sites with two typical updates, i.e., random and parallel. Then, we find that the explicit formulas for the partition…