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In this paper following the same methods in [M. Kadakal, O. Sh. Mukhtarov, Sturm-Liouville problems with discontinuities at two points, Comput. Math. Appl., 54 (2007) 1367-1379] we investigate discontinuous two-point boundary value problems…

Classical Analysis and ODEs · Mathematics 2013-04-23 Erdoğan Şen , Oktay Mukhtarov

We study the asymptotics of iterates of the transfer operator for non-uniformly hyperbolic $\alpha$-Farey maps. We provide a family of observables which are Riemann integrable, locally constant and of bounded variation, and for which the…

Dynamical Systems · Mathematics 2017-10-24 Johannes Kautzsch , Marc Kesseböhmer , Tony Samuel , Bernd O. Stratmann

This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…

Optimization and Control · Mathematics 2021-05-14 Constantin Christof , Gerd Wachsmuth

In a real Hilbert space $\mathcal H$, we study the fast convergence properties as $t \to + \infty$ of the trajectories of the second-order evolution equation $$ \ddot{x}(t) + \frac{\alpha}{t} \dot{x}(t) + \nabla \Phi (x(t)) = 0, $$ where…

Optimization and Control · Mathematics 2015-07-20 Hedy Attouch , Juan Peypouquet , Patrick Redont

A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is driven by additive noise that is white in space and…

Probability · Mathematics 2008-04-03 Igor Cialenco , Sergey Lototsky , Jan Pospisil

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…

chao-dyn · Physics 2015-06-24 Niels Sondergaard , Gabor Vattay , Gergely Palla , Andre Voros

The leading asymptotic behaviour of the Humbert functions $\Phi_2$, $\Phi_3$, $\Xi_2$ of two variables is found, when the absolute values of the two independent variables become simultaneosly large. New integral representations of these…

Mathematical Physics · Physics 2018-01-18 Sascha Wald , Malte Henkel

We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dimensional Hilbertian framework, the class of dynamical systems…

Optimization and Control · Mathematics 2025-07-25 Siqi Qu , Mathias Staudigl , Juan Peypouquet

We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…

Dynamical Systems · Mathematics 2022-05-26 Haruyoshi Tanaka

In this article, we show that if $A$ is a maximal monotone operator on a Hilbert space $H$ with $0$ in the range $\textrm{Rg}(A)$ of $A$, then for every $0<s<1$, the Dirichlet problem associated with the Bessel-type equation $$…

Analysis of PDEs · Mathematics 2018-05-02 Daniel Hauer , Yuhan He , Dehui Liu

Recently the behavior of operator monotone functions on unbounded intervals with respect to the relation of strictly positivity has been investigated. In this paper we deeply study such behavior not only for operator monotone functions but…

Functional Analysis · Mathematics 2017-09-26 M. Fujii , M. S. Moslehian , H. Najafi , R. Nakamoto

We study asymptotic behavior of the bottom point of the spectrum of convolution type operators in environments with locally periodic microstructure. We show that its limit is described by an additive eigenvalue problem for Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2024-01-31 Andrey Piatnitski , Volodymyr Rybalko

The purpose of this paper is to study the dynamical behavior of the sequence produced by a forward-backward algorithm involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator…

Optimization and Control · Mathematics 2016-07-05 Pascal Bianchi , Walid Hachem

In this work, we approach the problem of finding the zeros of a continuous and monotone operator through a second-order dynamical system with a damping term of the form $1/t^{r}$, where $r\in [0, 1]$. The system features the time derivative…

Optimization and Control · Mathematics 2024-07-23 Radu Ioan Bot , David Alexander Hulett , Dang-Khoa Nguyen

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

Optimization and Control · Mathematics 2025-04-08 Promit Ghosal , Marcel Nutz

In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ \theta_t + (H\theta) \theta_x +(-\Delta)^\alpha…

Analysis of PDEs · Mathematics 2014-12-11 Tam Do

We study a rough differential equation driven by fractional Brownian motion with Hurst parameter $H$ $(1/4<H \le 1/2)$. Under H\"ormander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time.…

Probability · Mathematics 2019-09-12 Yuzuru Inahama , Nobuaki Naganuma

Using the large deviation principle (LDP) for a re-scaled fractional Brownian motion $B^H_t$ where the rate function is defined via the reproducing kernel Hilbert space, we compute small-time asymptotics for a correlated fractional…

Pricing of Securities · Quantitative Finance 2021-03-17 Martin Forde , Hongzhong Zhang

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

Analysis of PDEs · Mathematics 2018-07-24 Erhan Bayraktar , Christian Keller

We study the asymptotic behavior, as $\lambda\rightarrow 0^+$, of the state-constraint Hamilton--Jacobi equation $\phi(\lambda) u_\lambda(x) + H(x,Du_\lambda(x)) = 0$ in $(1+r(\lambda))\Omega$ and the corresponding additive eigenvalues, or…

Analysis of PDEs · Mathematics 2022-10-12 Son N. T. Tu
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