Related papers: A PDE approach to a 2-dimensional matching problem
We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
This is an expository paper on the asymptotic results concerning path behaviour of the anisotropic random walk on the two-dimensional square lattice Z^2. In recent years Mikl\'os and the authors of the present paper investigated the…
In this note we prove estimates for the average cost in the quadratic optimal transport problem on the two-dimensional flat torus which are optimal up to a double logarithm. We also prove sharp estimates on the displacement. This is based…
In the present paper, we study some generalized Monge--Amp\`ere equations in terms of special exterior differential systems on a jet space. Moreover, we construct geometric singular solutions of the generalized Monge--Amp\`ere equations by…
It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of…
We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…
We obtain the strong asymptotics of polynomials $p_n(\lambda)$, $\lambda\in\mathbb{C}$, orthogonal with respect to measures in the complex plane of the form $$ e^{-N(|\lambda|^{2s}-t\lambda^s-\overline{t\lambda}^s)}dA(\lambda), $$ where $s$…
We prove symplectic non-squeezing (in the sense of Gromov) for the cubic nonlinear Schr\"odinger equation on $\R^2$. This is the first symplectic non-squeezing result for a Hamiltonian PDE in infinite volume. As the underlying symplectic…
The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…
The exact leading asymptotics of solutions to the symmetric linear search problem are obtained for any positive probability density on the real line with a monotonic, sufficiently regular tail. A similar result holds for densities on a…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
We complete the study of the asymptotic behavior, as $p\rightarrow +\infty$, of the positive solutions to \[ \left\{\begin{array}{lr}-\Delta u= u^p & \mbox{in}\Omega\\ u=0 &\mbox{on}\partial \Omega \end{array}\right. \] when $\Omega$ is any…
We apply the asymptotic iteration method (AIM) [J. Phys. A: Math. Gen. 36, 11807 (2003)] to solve new classes of second-order homogeneous linear differential equation. In particular, solutions are found for a general class of eigenvalue…
In this paper, we develop a method of evaluating general exponential sums with rational amplitude functions for multiple variables which complements works by T. Cochrane and Z. Zheng on the single variable case. As an application, for…
In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…
We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion.…
We prove several pointwise estimates for solutions of linear elliptic (parabolic) equations with measurable coefficients in smooth domains (cylinders) through the weighted $L_{d}$ ($L_{d+1}$)-norm of the free term. The weights allow the…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
Asymptotic symmetry plays an important role in determining physical observables of a theory. Recently, in the context of four dimensional asymptotically flat pure gravity and $\mathcal{N}=1$ supergravity, it has been proposed that OPEs of…