Related papers: On Stein's Method for Multivariate Self-Decomposab…
This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…
In this paper, we propose a multiphysics finite element method for a quasi-static thermo-poroelasticity model with a nonlinear convective transport term. To design some stable numerical methods and reveal the multi-physical processes of…
This is the third article in our series of articles exploring connections between dynamical systems of St\"ackel-type and of Painlev\'e-type. In this article we present a method of deforming of minimally quantized quasi-St\"ackel…
We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The…
This paper is concerned with the theoretical understanding of $\alpha$-stable sheets $U$ on $\mathbb{R}^d$. Our motivation for this is in the context of Bayesian inverse problems, where we consider these processes as prior distributions,…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…
Turing patterns on unbounded domains have been widely studied in systems of reaction-diffusion equations. However, up to now, they have not been studied for systems of conservation laws. Here, we (i) derive conditions for Turing instability…
We summarize the relations among three classes of laws: infinitely divisible, selfdecomposable and stable. First we look at them as the solutions of the Central Limit Problem; then their role is scrutinized in relation to the Levy and the…
To predict allowable time-step size for the fully discretized nonlinear differential equations, a stability theory is developed using exact determination of an infinite perturbation series. Mathematical induction is used to determine the…
A construction method of infinite families of quasi-exactly solvable position-dependent mass Schr\"odinger equations with known ground and first excited states is proposed in a deformed supersymmetric background. Such families correspond to…
This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. Our result is very general, including many important models…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
The equilibrium state of a system consisting of a large number of strongly interacting electrons can be characterized by its density operator. This gives a direct access to the ground-state energy or, at finite temperatures, to the free…
We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…
The notions of generating sets of conservation laws of systems of differential equations with respect to symmetry groups and equivalence groups are introduced and applied. This allows us to generalize essentially the procedure of finding…
We investigate the multivariate central limit theorem for nonlinear statistics by means of Stein's method and Slepian's smart path interpolation method. Based on certain difference operators in theory of concentration inequalities, we…
A Hamiltonian formulation of generic many-particle systems with space-dependent balanced loss and gain coefficients is presented. It is shown that the balancing of loss and gain necessarily occurs in a pair-wise fashion. Further, using a…