Related papers: Dimension-free Euler estimates of rough differenti…
We consider the exterior free boundary Bernoulli problem in the case of a rough given domain. An asymptotic analysis shows that the solution of the initial problem can be approximated by the solution of a non-rough Bernoulli problem at…
Solutions of nonlinear multi-component Euler-Monge partial differential equations are constructed in n spatial dimensions by dimension-doubling, a method that completely linearizes the problem. Nonlocal structures are an essential feature…
We derive a priori estimates for the incompressible free-boundary Euler equations with surface tension in three spatial dimensions. Working in Lagrangian coordinates, we provide a priori estimates for the local existence when the initial…
We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
Under the Riemann Hypothesis for Dirichlet L-functions, we improve on the error term in a smoothed version of an estimate for the density of elliptic curves with square-free $\Delta=D/16$, where D is the discriminant, by T.D. Browning and…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
In this paper, we investigate the problem of strong approximation of the solutions of stochastic differential equations (SDEs) when the drift coefficient is given in integral form. We investigate its upper error bounds, in terms of the…
We construct the "expected signature matching" estimator for differential equations driven by rough paths and we prove its consistency and asymptotic normality. We use it to estimate parameters of a diffusion and a fractional diffusions,…
We consider the three-dimensional incompressible free-boundary Euler equations in a bounded domain and with surface tension. Using Lagrangian coordinates, we establish a priori estimates for solutions with minimal regularity assumptions on…
In an unbounded plane, straight lines are used extensively for mathematical analysis. They are tools of convenience. However, those with high slope values become unbounded at a faster rate than the independent variable. So, straight lines,…
We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…
We provide in this work a robust solution theory for random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}(X_t))dt + F(X_t,\mathcal{L}(X_t))dW_t, $$ where $W$ is a random rough path and $\mathcal{L}(X_t)$ stands…
In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…
We discuss the numerous advantages of using dimensionless equations in non-relativistic quantum mechanics. Dimensionless equations are considerably simpler and reveal the number of relevant parameters in the models. They are less prone to…
We deal with approximation of solutions of delay differential equations (DDEs) via the classical Euler algorithm. We investigate the pointwise error of the Euler scheme under nonstandard assumptions imposed on the right-hand side function…
The distance between the true and numerical solutions in some metric is considered as the discretization error magnitude. If error magnitude ranging is known, the triangle inequality enables the estimation of the vicinity of the approximate…