Related papers: Factorial Decay of Iterated Rough Integrals
The partition function of a factor graph can sometimes be accurately estimated by Monte Carlo methods. In this paper, such methods are extended to factor graphs with negative and complex factors.
Time-resolved analysis of periodically excited luminescence decays by the phasor method in the presence of time-gating or binning is revisited. Analytical expressions for discrete configurations of square gates are derived and the locus of…
Our rigorous path integrals costruction for the evolution operators is extended to metric-affine manifolds.
We study the problem of decomposition (non-commutative factorization) of linear ordinary differential operators near an irregular singular point. The solution (given in terms of the Newton diagram and the respective characteristic numbers)…
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…
A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…
Iterative Fast Fourier Transform methods are useful for calculating the fields in composite materials and their macroscopic response. By iterating back and forth until convergence, the differential constraints are satisfied in Fourier…
In this article, we study large-dimensional matrix factor models and estimate the factor loading matrices and factor score matrix by minimizing square loss function. Interestingly, the resultant estimators coincide with the Projected…
One shortcoming of the chain rule is that it does not iterate: it gives the derivative of f(g(x)), but not (directly) the second or higher-order derivatives. We present iterated differentials and a version of the multivariable chain rule…
There are thousands of papers on rootfinding for nonlinear scalar equations. Here is one more, to talk about an apparently new method, which I call ``Inverse Cubic Iteration'' (ICI) in analogy to the Inverse Quadratic Iteration in Richard…
A branched rough path $X$ consists of a rough integral calculus for $X \colon [0, T] \to \mathbb R^d$ which may fail to satisfy integration by parts. Using Kelly's bracket extension [Kel12], we define a notion of pushforward of branched…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
Inspired by recent advances in singular SPDE theory, we use the Poincar\'e inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain Gaussian rough paths lifts. This allows us to completely…
A detailed proof of hard scattering factorization is given with the inclusion of heavy quark masses. Although the proof is explicitly given for deep-inelastic scattering, the methods apply more generally The power-suppressed corrections to…
We prove norm estimates for multilinear fractional integrals acting on weighted and variable Hardy spaces. In the weighted case we develop ideas we used for multilinear singular integrals [7]. For the variable exponent case, a key element…
The main result of this paper is, that if we suppose that a function is absolutely continuous and uniformly H\"older continuous and that its finite difference function does not oscillate infinitely often on a bounded interval, then the…
The aim of this paper is to introduce a new Newton-type iterative method and then to show that this process converges to the unique solution of the scalar nonlinear equation f(x)=0 under weaker conditions involving only f and f' by fixed…
The combination of collinear factorization with effective field theory originally developed for soft interactions of heavy quarks provides the foundations of the theory of exclusive and semi-inclusive B decays. In this article I summarize…
We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…
We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results.…