Related papers: Second-order variational equations for spatial poi…
Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…
In this paper we introduce a general method for estimating the quadratic covariation of one or more spot parameters processes associated with continuous time semimartingales. This estimator is applicable to a wide range of spot parameter…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…
In this paper the theory of 2-Variable Boolean Operation (2-VBO) has been discussed on a pair of n-bit strings. 2-VBO serves to bring out the relation between numbers which when plot on a 2-D surface form interesting patterns; patterns that…
This paper addresses an investigation on a factorization method for difference equations. It is proved that some classes of second order linear difference operators, acting in Hilbert spaces, can be factorized using a pair of mutually…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
We formulate symmetric versions of classical variational principles. Within the framework of non-smooth critical point theory, we detect Palais-Smale sequences with additional second order and symmetry information. We discuss applications…
When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…
We study the finite element approximation of linear second-order elliptic partial differential equations in nondivergence form with highly heterogeneous diffusion and drift coefficients. A generalized Cordes condition is imposed to…
A uniform gradient for functions u which satisfy a system of N second-order partial differential inequalities is given in this paper. Some structure conditions are given for the coefficients of the matrices of second-order terms and of…
We prove a certain duality relation for orthogonal polynomials defined on a finite set. The result is used in a direct proof of the equivalence of two different ways of computing the correlation functions of a discrete orthogonal polynomial…
A new problem is studied, the concept of exactness of a second order nonlinear ordinary differential equations is established. A method is constructed to reduce this class into a first order equations. If the second order equation is not…
Snapshots of colloidal particles moving on disordered two-dimensional substrates can be used to extract equal-time many-body correlations in their positions. To understand the systematics of these correlations, we perform Monte Carlo…
Second order spiral splines are $C^2$ unit-speed planar curves that can be used to interpolate a list $Y$ of $n+1$ points in $\R ^2$ at times specified in some list $T$, where $n\geq 2$. Asymptotic methods are used to develop a fast…
We will first establish an index theory for linear self-adjoint operator equations. And then with the help of this index theory we will discuss existence and multiplicity of solutions for asymptotically linear operator equations by making…
This paper introduces a new approach to inferring the second order properties of a multivariate log Gaussian Cox process (LGCP) with a complex intensity function. We assume a semi-parametric model for the multivariate intensity function…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
An effective method for generating linear equations of maximal symmetry in their much general normal form is obtained. In the said normal form, the coefficients of the equation are differential functions of the coefficient of the term of…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
In this paper, we study the Lagrangian functions for a class of second-order differential systems arising from physics. For such systems, we present necessary and sufficient conditions for the existence of Lagrangian functions. Based on the…