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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…

Statistics Theory · Mathematics 2017-02-21 Jonathan Rougier

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…

Statistics Theory · Mathematics 2020-11-26 Emil A. Stoltenberg , Per A. Mykland , Lan Zhang

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…

Statistics Theory · Mathematics 2011-02-28 Martin Schlather

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…

Chaotic Dynamics · Physics 2010-08-17 Sudhakar Sahoo , Ipsita Mohanty , Garisha Chowdhary , Arpit Panigrahi

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…

Mathematical Physics · Physics 2017-09-25 Alina Dobrogowska , Mahouton Norbert Hounkonnou

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…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby

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…

Optimization and Control · Mathematics 2014-02-26 Marco Squassina

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…

Solar and Stellar Astrophysics · Physics 2017-09-06 Gioele Janett , Oskar Steiner , Luca Belluzzi

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…

Numerical Analysis · Mathematics 2026-04-17 Moritz Hauck , Roland Maier , Timo Sprekeler

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…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

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…

Classical Analysis and ODEs · Mathematics 2015-06-26 Alexei Borodin

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…

Classical Analysis and ODEs · Mathematics 2019-08-17 R. AlAhmad , M. Al-Jararha , H. Almefleh

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…

Soft Condensed Matter · Physics 2019-10-23 N. Shankaraiah , Surajit Sengupta , Gautam I. Menon

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…

Numerical Analysis · Mathematics 2019-05-20 Lyle Noakes

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…

Classical Analysis and ODEs · Mathematics 2007-05-23 Yujun Dong

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…

Methodology · Statistics 2022-01-05 Kristian Bjørn Hessellund , Ganggang Xu , Yongtao Guan , Rasmus Waagepetersen

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…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

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…

Classical Analysis and ODEs · Mathematics 2015-02-26 JC Ndogmo

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…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

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…

Numerical Analysis · Mathematics 2024-11-26 Yihan Shen , Yajuan Sun