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Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…

Probability · Mathematics 2017-11-02 R. Vilela Mendes

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

We establish existence of positive non-decreasing radial solutions for a nonlocal nonlinear Neumann problem both in the ball and in the annulus. The nonlinearity that we consider is rather general, allowing for supercritical growth (in the…

Analysis of PDEs · Mathematics 2022-07-01 Eleonora Cinti , Francesca Colasuonno

We induce the NonBacktracking Expansion Branch method to analyze the k-core pruning process on the monopartite graph G which does not contain any self-loop or multi-edge. Different from the traditional approaches like the generating…

Physics and Society · Physics 2018-11-13 Rui-jie Wu , Yi-Xiu Kong , Gui-yuan Shi , Yi-Cheng Zhang

In this paper, we first establish a decomposition theorem for size-biased Poisson random measures. As consequences of this decomposition theorem, we get a spine decomposition theorem and a 2-spine decomposition theorem for some critical…

Probability · Mathematics 2019-02-04 Yan-Xia Ren , Renming Song , Zhenyao Sun

It is well known that a supercritical single-type Bienyam\'e-Galton-Watson process can be viewed as a decomposable branching process formed by two subtypes of particles: those having infinite line of descent and those who have finite number…

Probability · Mathematics 2012-11-21 Serik Sagitov , Altynay Shaimerdenova

Motivated by applications to COVID dynamics, we describe a branching process in random environments model $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving…

Probability · Mathematics 2026-01-14 Giacomo Francisci , Anand N. Vidyashankar

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

Probability · Mathematics 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism.…

Probability · Mathematics 2011-04-06 A. E. Kyprianou , R. -L. Liu , A. Murillo-Salas , Y. -X. Ren

It is well understood that a supercritical continuous-state branching process (CSBP) is equal in law to a discrete continuous-time Galton Watson process (the skeleton of prolific individuals) whose edges are dressed in a Poissonian way with…

Probability · Mathematics 2019-04-16 Dorottya Fekete , Joaquin Fontbona , Andreas E. Kyprianou

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…

Probability · Mathematics 2024-10-23 Lucian Beznea , Oana Lupascu-Stamate , Alexandra Teodor

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

In the spirit of Duqesne and Winkel (2007) and Berestycki et al. (2011) we show that supercritical continuous-state branching process with a general branching mechanism and general immigration mechanism is equal in law to a continuous-time…

Probability · Mathematics 2011-06-13 A. E. Kyprianou Y-X. Ren

We propose a new decomposition framework for continuous nonlinear constrained two-stage optimization, where both first- and second-stage problems can be nonconvex. A smoothing technique based on an interior-point formulation renders the…

Optimization and Control · Mathematics 2026-03-02 Yuchen Lou , Xinyi Luo , Andreas Wächter , Ermin Wei

We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…

Probability · Mathematics 2020-10-26 Jean-Jil Duchamps

Nonlocal neural networks have been proposed and shown to be effective in several computer vision tasks, where the nonlocal operations can directly capture long-range dependencies in the feature space. In this paper, we study the nature of…

Machine Learning · Computer Science 2019-01-28 Yunzhe Tao , Qi Sun , Qiang Du , Wei Liu

Multi-layer networks or multiplex networks are generally considered as the networks that have the same set of vertices but different types of edges. Multi-layer networks are especially useful when describing the systems with several kinds…

Physics and Society · Physics 2018-12-31 Rui-jie Wu , Yi-Xiu Kong , Gui-Yuan Shi , Yi-Cheng Zhang

We introduce local characteristic decomposition based path-conservative central-upwind schemes for (nonconservative) hyperbolic systems of balance laws. The proposed schemes are made to be well-balanced via a flux globalization approach, in…

Numerical Analysis · Mathematics 2024-05-06 Shaoshuai Chu , Michael Herty , Alexander Kurganov