Related papers: Discrete Hammersley's Lines with sources and sinks
This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…
We describe a variational approach to a notion of Hamiltonian delay equations. Our delay Hamiltonians are of product form. We consider several examples. For closed symplectically aspherical symplectic manifolds $(M,\omega)$ we prove that…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We show that each member of a doubly infinite sequence of highly nonlinear expressions of Bernoulli polynomials, which can be seen as linear combinations of certain higher-order convolutions, is a multiple of a specific product of linear…
In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models.…
We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At…
In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…
In this paper we study the a posteriori bounds for a conforming piecewise linear finite element approximation of the Signorini problem. We prove new rigorous a posteriori estimates of residual type in $L^{p}$, for $p \in (4,\infty)$ in two…
There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
Using an intrinsic approach, we study some properties of random fields which appear as tail fields of regularly varying stationary random fields. The index set is allowed to be a general locally compact Hausdorff Abelian group $\mathbb{G}$.…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
We revisit a well-established model for highly re-entrant semi-conductor manufacturing systems, and analyze it in the setting of states, in- and outfluxes being Borel measures. This is motivated by the lack of optimal solutions in the…
We study the sum-product problem for the planar hypercomplex numbers: the dual numbers and double numbers. These number systems are similar to the complex numbers, but it turns out that they have a very different combinatorial behavior. We…
A famous conjecture of Graham asserts that every set $A \subseteq \mathbb{Z}_p \setminus \{0\}$ can be ordered so that all partial sums are distinct. Bedert and Kravitz proved that this statement holds whenever $|A| \leq e^{c(\log…
We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…
We study a doubly nonlinear parabolic problem arising in the modeling of gas transport in pipelines. Using convexity arguments and relative entropy estimates we show uniform bounds and exponential stability of discrete approximations…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…
The interplay between two-dimensional percolation growth models and one-dimensional particle processes has been a fruitful source of interesting mathematical phenomena. In this paper we develop a connection between the construction of…