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Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Statistics Theory · Mathematics 2023-02-22 Søren Wengel Mogensen

We first prove some weighted inequalities for compositions of functions on time scales which are in turn applied to establish some new dynamic Opial-type inequalities in several variables. Some generalizations and applications to partial…

Classical Analysis and ODEs · Mathematics 2016-05-31 Tran Dinh Phung

Prompted by modern technologies in data acquisition, the statistical analysis of spatially distributed function-valued quantities has attracted a lot of attention in recent years. In particular, combinations of functional variables and…

Methodology · Statistics 2023-07-12 Matthias Eckardt , Carles Comas , Jorge Mateu

We construct Green's functions for divergence form, second order parabolic systems in non-smooth time-varying domains whose boundaries are locally represented as graph of functions that are Lipschitz continuous in the spatial variables and…

Analysis of PDEs · Mathematics 2014-09-25 Hongjie Dong , Seick Kim

Orientational expansions, which are widely used in the natural sciences, exist in angular and Cartesian form. Although these expansions are orderwise equivalent, it is difficult to relate them in practice. In this article, both types of…

Mathematical Physics · Physics 2020-05-26 Michael te Vrugt , Raphael Wittkowski

Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data analysis possible involving an order relation for the data…

Statistics Theory · Mathematics 2021-01-22 Andreas H Hamel , Daniel Kostner

Variational principles are proved for self-adjoint operator functions arising from variational evolution equations of the form \[ \langle\ddot{z}(t),y \rangle + \mathfrak{d}[\dot{z} (t), y] + \mathfrak{a}_0 [z(t),y] = 0. \] Here…

Functional Analysis · Mathematics 2017-03-27 Birgit Jacob , Matthias Langer , Carsten Trunk

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…

Machine Learning · Statistics 2020-01-16 Vincent Adam , Stefanos Eleftheriadis , Nicolas Durrande , Artem Artemev , James Hensman

We present two algorithms for computing hypergeometric solutions of second order linear differential operators with rational function coefficients. Our first algorithm searches for solutions of the form \[ \exp(\int r \,…

Symbolic Computation · Computer Science 2016-06-07 Erdal Imamoglu , Mark van Hoeij

An approximation within Wertheim's second order perturbation theory is proposed which allows for the development of a general solution for pure component fluids with an arbitrary number and functionality of association sites. The solution…

Soft Condensed Matter · Physics 2021-10-12 B. D. Marshall

The equivalence problem for linear differential operators of the second order, acting in vector bundles, is discussed. The field of rational invariants of symbols is described and connections, naturally accosiated with differential…

Differential Geometry · Mathematics 2020-06-24 Valentin Lychagin

The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…

Optimization and Control · Mathematics 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

We investigate proposals of how the form factor approach to compute correlation functions at zero temperature can be extended to finite temperature. For the two-point correlation function we conclude that the suggestion to use the usual…

High Energy Physics - Theory · Physics 2015-06-26 O. A. Castro-Alvaredo , A. Fring

We study in this paper solutions to several kinds of linear bimatrix equations arising from pole assignment and stability analysis of complex-valued linear systems, which have several potential applications in control theory, particularly,…

Dynamical Systems · Mathematics 2017-08-29 Bin Zhou

We derive level set version of partial uniform ellipticity for symmetric concave functions. This suggests an effective approach to investigate second order fully nonlinear equations of elliptic and parabolic type.

Analysis of PDEs · Mathematics 2022-03-30 Rirong Yuan

This paper proposes novel computational multiscale methods for linear second-order elliptic partial differential equations in nondivergence-form with heterogeneous coefficients satisfying a Cordes condition. The construction follows the…

Numerical Analysis · Mathematics 2024-07-03 Philip Freese , Dietmar Gallistl , Daniel Peterseim , Timo Sprekeler

We state a unified geometrical version of the variational principles for second-order classical field theories. The standard Lagrangian and Hamiltonian variational principles and the corresponding field equations are recovered from this…

Mathematical Physics · Physics 2015-09-28 Pedro Daniel Prieto-Martínez , Narciso Román-Roy

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

In real life situations often paired comparisons involving alternatives of either full or partial profiles to mitigate cognitive burden are presented. For this situation the problem of finding optimal designs is considered in the presence…

Methodology · Statistics 2021-10-20 Eric Nyarko

In this work, we give the power series solutions around an ordinary point, in the case of variable coefficients, homogeneous sequential linear conformable fractional differential equations of order 2\alpha. Further, we introduce the…

Classical Analysis and ODEs · Mathematics 2016-02-16 Emrah Ünal , Ahmet Gökdoğan , Ercan Çelik