Related papers: Discrete Hammersley's Lines with sources and sinks
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
We extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the G\"artner-Ellis theorem and sharp large deviations tools.
We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications…
For absolutely convergent series we state explicitly a one-sided summation estimate that can be viewed as the discrete analogue of the change of variable formula on the half line. This estimate is implicit in Pascal Lef\`evre's recent…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
Working with a general class of linear Hamiltonian systems with at least one singular boundary condition, we show that renormalized oscillation results can be obtained in a natural way through consideration of the Maslov index associated…
An alternative derivation is presented of the infinitely many exceptional Wilson and Askey-Wilson polynomials, which were introduced by the present authors in 2009. Darboux-Crum transformations intertwining the discrete quantum mechanical…
Abstract machines for the strong evaluation of lambda-terms (that is, under abstractions) are a mostly neglected topic, despite their use in the implementation of proof assistants and higher-order logic programming languages. This paper…
We study fourth-order quasilinear elliptic problems that involve the p-biharmonic operator and Navier boundary conditions. The nonlinear term grows at the critical Sobolev rate. Starting from a Hamiltonian system of two second-order…
We study the inverse problem of determining uniquely and stably quasilinear terms appearing in an elliptic equation from boundary excitations and measurements associated with the solutions of the corresponding equation. More precisely, we…
We consider a strongly damped wave equation on compact manifolds, both with and without boundaries, and formulate the corresponding inverse problems. For closed manifolds, we prove that the metric can be uniquely determined, up to an…
In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.
The basic disentanglement theorem established by the present authors states that estimates on a weighted geometric mean over (convex) families of functions can be disentangled into quantitatively linked estimates on each family separately.…
We present a new one parameter family of second derivative discontinuous solutions to the simplest scale invariant linear ordinary differential equation. We also point out how the construction could be extended to generate families of…
In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…
We present the bilinear forms of the (continuous) Painlev\'e equations obtained from the continuous limit of the analogous expresssions for the discrete ones. The advantage of this method is that it leads to very symmetrical results. A new…
In this note we present some results concerning the concentration of sequences of first eigenfunctions on the limit sets of a Morse-Smale dynamical system on a compact Riemanniann manifold. More precisely a renormalized sequence of…
We give an explicit construction of two-dimensional point sets whose $L_p$ discrepancy is of best possible order for all $1\le p\le \infty$. It is provided by folding Hammersley point sets in base $b$ by means of the $b$-adic baker's…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…