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Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

The primary objective of this work is to establish pointwise gradient estimates for solutions to a class of parabolic nonlinear nonlocal measure data problems, expressed in terms of caloric Riesz potentials of the data. As a consequence of…

Analysis of PDEs · Mathematics 2024-09-27 Lars Diening , Kyeongbae Kim , Ho-Sik Lee , Simon Nowak

We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…

Machine Learning · Computer Science 2023-10-31 Lauren Conger , Franca Hoffmann , Eric Mazumdar , Lillian Ratliff

Li-Vogelius and Li-Nirenberg gave a gradient estimate for solutions of strongly elliptic equations and systems of divergence forms with piecewise smooth coefficients, respectively. The discontinuities of the coefficients are assumed to be…

Analysis of PDEs · Mathematics 2011-03-09 Jishan Fan , Kyoungsun Kim , Sei Nagayasu , Gen Nakamura

We consider a parabolic equation driven by a nonlinear diffusive operator and we obtain a gradient estimate in the domain where the equation takes place. This estimate depends on the structural constants of the equation, on the geometry of…

Analysis of PDEs · Mathematics 2021-02-08 Serena Dipierro , Zu Gao , Enrico Valdinoci

In this article, we introduce a novel non-parametric predictor, based on conditional expectation, for the unknown diffusion coefficient function $\sigma$ in the stochastic partial differential equation $Lu = \sigma(u)\dot{W}$, where $L$ is…

Statistics Theory · Mathematics 2025-09-17 Martin Andersson , Benny Avelin , Valentin Garino , Pauliina Ilmonen , Lauri Viitasaari

The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…

Methodology · Statistics 2025-10-28 Yumo Yang , Anass Ben Bouazza , Xuejun Dong , Quan Zhou

In the paper, we derive Li-Yau gradient estimates and Souplet Zhang type estimates of the following equation \begin{equation*} \begin{split} u_t= \Delta_\xi p+\lambda u+A(u) , \end{split} \end{equation*} on complete noncompact metric…

Differential Geometry · Mathematics 2024-08-16 Xiangzhi Cao

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…

Numerical Analysis · Mathematics 2020-05-06 Ioannis S. Stamatiou , Nikolaos Halidias

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

We provide sparse estimates for gradients of solutions to divergence form elliptic partial differential equations in terms of the source data. We give a general result of Meyers (or Gehring) type, a result for linear equations with VMO…

Analysis of PDEs · Mathematics 2024-09-19 Olli Saari , Hua-Yang Wang , Yuanhong Wei

In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…

Numerical Analysis · Mathematics 2025-02-19 Ariel Neufeld , Sizhou Wu

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Machine Learning · Statistics 2018-08-01 Cagatay Yildiz , Markus Heinonen , Jukka Intosalmi , Henrik Mannerström , Harri Lähdesmäki

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

We propose a new method for constructing exact solutions to nonlinear delay reaction--diffusion equations of the form $$ u_t=ku_{xx}+F(u,w), $$ where $u=u(x,t)$, $w=u(x,t-\tau)$, and $\tau$ is the delay time. The method is based on…

Exactly Solvable and Integrable Systems · Physics 2013-04-22 Andrei D. Polyanin , Alexei I. Zhurov

We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…

Analysis of PDEs · Mathematics 2023-10-12 José Antonio Carrillo , Antonio Esposito , Jeremy Sheung-Him Wu

Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on a discrete grid in time and space with infill asymptotics in…

Statistics Theory · Mathematics 2023-02-03 Florian Hildebrandt , Mathias Trabs

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…