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The goal of this paper is to solve backward doubly stochastic differential equation (BDSDE, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus…

Probability · Mathematics 2011-08-04 Auguste Aman

We consider polynomial equations, or systems of polynomial equations, with integer coefficients, modulo prime numbers $p$. We offer an elementary approach based on a counting method. The outcome is a weak form of the Lang-Weil lower bound…

Number Theory · Mathematics 2023-01-10 Arnaud Bodin , Pierre Dèbes , Salah Najib

Modular and quasimodular solutions of specific second order differential equation in the upper-half plane which originates from a study of supersingular j-invariants are given explicitly. A characterization of the differential equation is…

Number Theory · Mathematics 2007-05-23 Masanobu Kaneko , Masao Koike

To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…

Numerical Analysis · Mathematics 2018-04-05 M. A. Zaky , E. H. Doha , T. M. Taha , D. Baleanu

We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulness and use it to infer associations between the covariates…

Methodology · Statistics 2012-01-12 Peter Bühlmann , Markus Kalisch , Marloes H. Maathuis

We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…

Numerical Analysis · Mathematics 2010-05-31 Samir Kumar Bhowmik

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

Numerical Analysis · Mathematics 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar

In this article we have studied complex linear homogeneous difference equations where the coefficients are meromorphic functions, having finite iterated p-phi order. We have made some estimations on the growth of its nontrivial solutions.…

Complex Variables · Mathematics 2022-06-23 Anirban Bandyopadhyay , Chinmay Ghosh , Sanjib Kumar Datta

In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…

Numerical Analysis · Mathematics 2022-12-19 Sachin Shivakumar , Amritam Das , Matthew Peet

The paper deals with second order abstract linear partial differential equations (LPDE) over a partial differential field with two commuting differential operators. In terms of usual differential equations the main content can be presented…

Analysis of PDEs · Mathematics 2018-08-01 U. Bekbaev

We prove the existence of explicit linear multistep methods of any order with positive coefficients. Our approach is based on formulating a linear programming problem and establishing infeasibility of the dual problem. This yields a number…

Numerical Analysis · Mathematics 2016-04-07 Adrián Németh , David Ketcheson

We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solution to these problems, and especially its conditional…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

Using techniques developed in [Lasserre02], we show that some minimum cardinality problems subject to linear inequalities can be represented as finite sequences of semidefinite programs. In particular, we provide a semidefinite…

Optimization and Control · Mathematics 2007-05-23 Alexandre d'Aspremont

In contrast to regular ordinary differential equations, the problem of accurately setting initial conditions just emerges in the context of differential-algebraic equations where the dynamic degree of freedom of the system is smaller than…

Numerical Analysis · Mathematics 2025-06-05 Michael Hanke , Roswitha März

This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…

Numerical Analysis · Mathematics 2017-04-18 Anton Tuzov

This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…

Numerical Analysis · Mathematics 2009-01-30 Anton Tuzov

Fractional calculus is a powerful and effective tool for modelling nonlinear systems. The M derivative is the generalization of alternative fractional derivative. This M derivative obey the properties of integer calculus. In this paper, we…

General Mathematics · Mathematics 2019-03-29 V. Padmapriya , M. Kaliyappan

The paper deals with the initial value problem for linear systems of FDEs with variable coefficients involving Riemann--Liouville and Caputo derivatives. The technique of the generalized Peano--Baker series is used to obtain the…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn , Viktoriia Onyshchenko

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Numerical Analysis · Mathematics 2008-11-05 C. Le Bris , T. Lelievre , Y. Maday

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

Analysis of PDEs · Mathematics 2025-10-16 Zhiyuan Li , Yikan Liu , Kazuma Wada
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