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Consider wave equations with time derivative nonlinearity and time-dependent propagation speed which are generalized versions of the wave equations in the Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetime, the de Sitter spacetime and…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
We establish a new $W^{1,2\frac{n-1}{n-2}}$ estimate for the extremal solution of $-\Delta u=\lambda f(u)$ in a smooth bounded domain $\Omega$ of $\mathbb{R}^n$, which is convex, for arbitrary positive and increasing nonlinearities $f\in…
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…
The generalized Dickman distribution ${\cal D}_\theta$ with parameter $\theta>0$ is the unique solution to the distributional equality $W=_d W^*$, where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with $W$…
Through a series of exact mappings we reinterpret the Bernoulli model of sequence alignment in terms of the discrete-time totally asymmetric exclusion process with backward sequential update and step function initial condition. Using…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
We explore solutions for fairly allocating indivisible items among agents assigned weights representing their entitlements. Our fairness goal is weighted-envy-freeness (WEF), where each agent deems their allocated portion relative to their…
We obtain bounded for all $t$ solutions of ordinary differential equations as limits of the solutions of the corresponding Dirichlet problems on $(-L,L)$, with $L \rightarrow \infty$. We derive a priori estimates for the Dirichlet problems,…
We study a degenerate elliptic equation, proving existence results of distributional solutions in some borderline cases.
We give a algorithm for exact sampling from the Bingham distribution $p(x)\propto \exp(x^\top A x)$ on the sphere $\mathcal S^{d-1}$ with expected runtime of $\operatorname{poly}(d, \lambda_{\max}(A)-\lambda_{\min}(A))$. The algorithm is…
A finite element approximation of the Stokes equations under a certain nonlinear boundary condition, namely, the slip or leak boundary condition of friction type, is considered. We propose an approximate problem formulated by a variational…
Many discrete-time optimal stopping problems are known to have more tractable limit forms based on a planar Poisson process. Using this tool we find a solution to the optimal stopping problem for i.i.d. sequence of $n$ discrete uniform…
We study optimal payoff choice for an expected utility maximizer under the constraint that their payoff is not allowed to deviate ``too much'' from a given benchmark. We solve this problem when the deviation is assessed via a…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
On a bounded smooth domain we study solutions of a semilinear elliptic equation with an exponential nonlinearity and a Hardy potential depending on the distance to the boundary of the domain. We derive global a priori bounds of the…
A matrix method for the solution of direct fractional Sturm-Liouville problems on bounded domain is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral…
A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…