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We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds…

Optimization and Control · Mathematics 2016-12-13 Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski

We study the defocusing nonlinear Schr\"odinger equation in the quarter plane with asymptotically periodic boundary values. By studying an associated Riemann-Hilbert problem and employing nonlinear steepest descent arguments, we construct…

Mathematical Physics · Physics 2019-07-04 Samuel Fromm

In this paper, we study the Cauchy problem with decaying initial data for the nonlocal modified Korteweg-de Vries equation (nonlocal mKdV) \[q_t(x,t)+q_{xxx}(x,t)-6q(x,t)q(-x,-t)q_x(x,t)=0,\] which can be viewed as a generalization of the…

Exactly Solvable and Integrable Systems · Physics 2019-09-04 Fengjing He , Engui Fan , Jian Xu

In this paper, we study large-time asymptotics for the complex modified Korteveg-de Vries equation \begin{equation} u_t + \frac{1}{2}u_{xxx}+3|u|^2 u_x=0, \end{equation} with the step-like initial data \begin{equation} u(x,0)=u_0(x)=…

Analysis of PDEs · Mathematics 2022-08-04 Zhaoyu Wang , Kai Xu , Engui Fan

In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…

Numerical Analysis · Mathematics 2021-11-29 Dang Quang A , Pham Huy Dien , Dang Quang Long

In this paper we study a semilinear elliptic problem on a bounded domain in $\R^2$ with large exponent in the nonlinear term. We consider positive solutions obtained by minimizing suitable functionals. We prove some asymtotic estimates…

Analysis of PDEs · Mathematics 2007-05-23 Khalil El Mehdi , Massimo Grossi

Some existing models of the atherosclerosis development are discussed and a new improved mathematical model, which takes into account new experimental results about diverse roles of macrophages in atherosclerosis, is proposed. Using technic…

Analysis of PDEs · Mathematics 2022-01-03 Taras A. Mel'nyk

Asymptotic formula is derived for the behavior of the fundamental solution of the second-order elliptic self-adjoint operator with a piecewise-smooth coefficient in front of the senior derivatives near the discontinuity surface of the…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…

Machine Learning · Statistics 2019-11-13 Yazhen Wang

This paper concerns the large time asymptotic behavior of solutions to the free boundary problem of the compressible primitive equations in atmospheric dynamics with physical vacuum. Up to second order of the perturbations of an…

Analysis of PDEs · Mathematics 2025-07-15 Xin Liu , Edriss S. Titi , Zhouping Xin

In this paper, we obtain the long-time asymptotics of complex mKdV equation via Defit-Zhou method (Non-linear steepest descent method). The Cauchy problem of complex mKdV equation is transformed into the corresponding Riemann-Hilbert…

Exactly Solvable and Integrable Systems · Physics 2022-03-02 Hong-Yi Zhang , Yu-Feng Zhang

We describe a method of asymptotic approximations to solutions of mixed boundary value problems for the Laplacian in a three-dimensional domain with many perforations of arbitrary shape, with the Neumann boundary conditions being prescribed…

Mathematical Physics · Physics 2010-05-25 Vladimir Maz'ya , Alexander Movchan , Michael Nieves

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

The initial value problem for the two dimensional dissipative quasi-geostrophic equation of the critical and the supercritical cases is considered. Anomalous diffusion on this equation provides slow decay of solutions as the spatial…

Analysis of PDEs · Mathematics 2026-04-29 Masakazu Yamamoto , Yuusuke Sugiyama

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Analysis of PDEs · Mathematics 2026-02-11 Luan Hoang , Akif Ibragimov

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…

Analysis of PDEs · Mathematics 2016-07-22 Michael Nieves

We will discuss an extension of the pseudospectral method developed by Wineberg, McGrath, Gabl, and Scott for the numerical integration of the KdV initial value problem. Our generalization of their algorithm can be used to solve initial…

Analysis of PDEs · Mathematics 2014-09-11 Richard S. Palais

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

We establish the existence of weak solutions of a nonlinear radiation-type boundary value problem for elliptic equation on divergence form with discontinuous leading coefficient. Quantitative estimates play a crucial role on the real…

Analysis of PDEs · Mathematics 2015-07-23 Luisa Consiglieri

In this work, the nonlinear steepest descent method is employed to study the long-time asymptotics of the integrable nonlocal Lakshmanan-Porsezian-Daniel (LPD) equation with a step-like initial data: $q_{0}(x)\rightarrow0$ as…

Analysis of PDEs · Mathematics 2023-07-20 Wen-yu zhou , Shou-Fu Tian , Xiao-fan Zhang