Related papers: Integrability of solutions of the Skorokhod Embedd…
We deal with the obstacle problem for the porous medium equation in the slow diffusion regime $m>1$. Our main interest is to treat fairly irregular obstacles assuming only boundedness and lower semicontinuity. In particular, the considered…
We consider the Cauchy problem for the isentropic compressible Euler equations in a three-dimensional periodic domain under general pressure laws. For any smooth initial density away from the vacuum, we construct infinitely many entropy…
This paper deals with a consistent estimator of the multifunction involved in a time-discretized Skorokhod reflection problem defined by a stochastic differential equation and a Moreau sweeping process.
A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…
Recent work of Dupire and Carr and Lee has highlighted the importance of understanding the Skorokhod embedding originally proposed by Root for the model-independent hedging of variance options. Root's work shows that there exists a barrier…
We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…
In this paper, we study the classical Keller - Segel system on a two-dimensional domain perturbed by a pair of Wiener processes, where the leading diffusion term is replaced by a porous media term. Since the randomness is intrinsic, the…
We consider the numerical solution of coupled volume-surface reaction-diffusion systems having a detailed balance equilibrium. Based on the conservation of mass, an appropriate quadratic entropy functional is identified and an…
We consider the problem of integrability of the Poisson equations describing spatial motion of a rigid body in the classical nonholonomic Suslov problem. We obtain necessary conditions for their solutions to be meromorphic and show that…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
We study embeddings of Besov-type and Triebel-Lizorkin-type spaces, $id_\tau : {B}_{p_1,q_1}^{s_1,\tau_1}(\Omega) \hookrightarrow {B}_{p_2,q_2}^{s_2,\tau_2}(\Omega)$ and $id_\tau : {F}_{p_1,q_1}^{s_1,\tau_1}(\Omega) \hookrightarrow…
Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…
We investigate the problem of balanced embedding of a non-compact complex manifold into an infinite-dimensional projective space. In this paper we prove the existence of such an embedding in a model case. The strategy is by using a gradient…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…
We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…
Let $\varphi:F_1\to F_2$ be an injective morphism of free groups. If $\varphi$ is geometric (i.e. induced by an inclusion of oriented compact connected surfaces with nonempty boundary), then we show that $\varphi$ is an isometric embedding…
In this paper, we focus on the reduced basis methodology in the context of non-linear non-affinely parametrized partial differential equations in which affine decomposition necessary for the reduced basis methodology are not obtained [4,…
For ergodic measures we consider the return and entry times for a measure preserving transformation and its induced map on a positive measure subset. We then show that the limiting entry and return times distributions are the same for the…
Most real-world problems have huge state and/or action spaces. Therefore, a naive application of existing tabular solution methods is not tractable on such problems. Nonetheless, these solution methods are quite useful if an agent has…
In this paper we analyze a homogeneous parabolic problem with initial data in the space of regular Borel measures. The problem is discretized in time with a discontinuous Galerkin scheme of arbitrary degree and in space with continuous…