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Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

We develop a monotone, two-scale discretization for a class of integrodifferential operators of order $2s$, $s \in (0,1)$. We apply it to develop numerical schemes, and derive pointwise convergence rates, for linear and obstacle problems…

Numerical Analysis · Mathematics 2024-07-30 Juan Pablo Borthagaray , Ricardo H. Nochetto , Abner J. Salgado , Céline Torres

Quantitative stochastic homogenization of linear elliptic operators is by now well-understood. In this contribution we move forward to the nonlinear setting of monotone operators with $p$-growth. This work is dedicated to a quantitative…

Analysis of PDEs · Mathematics 2023-08-02 Nicolas Clozeau , Antoine Gloria

We introduce the Lorentz space $\mathcal{L}^{p(\cdot), q(\cdot)}$ with variable exponents $p(t),q(t)$ and prove the boundedness of singular integral and fractional type operators, and corresponding ergodic operators in these spaces. The…

Functional Analysis · Mathematics 2008-05-07 Lasha Ephremidze , Vakhtang Kokilashvili , Stefan Samko

Considering the difficult problem under classical computing model can be solved by the quantum algorithm in polynomial time, t-multiple discrete logarithm problems presented. The problem is non-degeneracy and unique solution. We talk about…

Cryptography and Security · Computer Science 2018-03-26 Xiangqun Fu , Wansu Bao , Jianhong Shi , Xiang Wang

In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity…

Optimization and Control · Mathematics 2024-10-30 Luis Briceño-Arias , Sergio López-Rivera , Emilio Vilches

We consider inverse boundary value problems for the Schrodinger equations in two dimensions. Within less regular classes of potentials, we establish a conditional stability estimate of logarithmic order. Moreover we prove the uniqueness…

Analysis of PDEs · Mathematics 2017-10-04 E. Blåsten , O. Yu. Imanuvilov , M. Yamamoto

We study the fractional Schr\"odinger equation with quasilocal perturbations. These are a family of nonlocal perturbations vanishing at infinity, which include e.g. convolutions against Schwartz functions. We show that the qualitative…

Analysis of PDEs · Mathematics 2021-10-22 Giovanni Covi

In this paper we investigate some convergence and divergence properties of the logarithmic means of quadratical partial sums of double Fourier series of functions in the measure and in the $L$ Lebesgue norm.

Analysis of PDEs · Mathematics 2013-01-15 Ushangi Goginava

In this article we study an inverse problem for the space-time fractional parabolic operator $(\partial_t-\Delta)^s+Q$ with $0<s<1$ in any space dimension. We uniquely determine the unknown bounded potential $Q$ from infinitely many…

Analysis of PDEs · Mathematics 2019-05-22 Ru-Yu Lai , Yi-Hsuan Lin , Angkana Rüland

We prove Runge type approximation results for linear partial differential operators with constant coefficients on spaces of smooth Whitney jets. Among others, we characterize when for a constant coefficient linear partial differential…

Analysis of PDEs · Mathematics 2026-03-06 Tomasz Ciaś , Thomas Kalmes

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

In this article, we discuss quantitative Runge approximation properties for the acoustic Helmholtz equation and prove stability improvement results in the high frequency limit for an associated partial data inverse problem modelled on…

Analysis of PDEs · Mathematics 2021-01-12 María Ángeles García-Ferrero , Angkana Rüland , Wiktoria Zatoń

We establish endpoint bounds on a Hardy space $H^1$ for a natural class of multiparameter singular integral operators which do not decay away from the support of rectangular atoms. Hence the usual argument via a Journ\'e-type covering lemma…

Classical Analysis and ODEs · Mathematics 2018-03-06 Odysseas Bakas , Eric Latorre , Diana Cristina Rincón Martínez , James Wright

We consider homogeneous singular kernels, whose angular part is bounded, but need not have any continuity. For the norm of the corresponding singular integral operators on the weighted space $L^2(w)$, we obtain a bound that is quadratic in…

Classical Analysis and ODEs · Mathematics 2015-10-21 Tuomas P. Hytönen , L. Roncal , Olli Tapiola

We survey recent regularity results for parabolic equations involving nonlocal operators like the fractional Laplacian. We extend the results of Felsinger-Kassmann (2013) and obtain regularity estimates for nonlocal operators with kernels…

Analysis of PDEs · Mathematics 2013-08-29 Moritz Kassmann , Russell W. Schwab

In this article we derive quantitative uniqueness and approximation properties for (perturbations) of Riesz transforms. Seeking to provide robust arguments, we adopt a PDE point of view and realize our operators as harmonic extensions,…

Analysis of PDEs · Mathematics 2017-08-16 Angkana Rüland

In this work, we investigate the quantitative estimates of the unique continuation property for solutions of an elliptic equation $\Delta u = V u + W_1 \cdot \nabla u + \hbox{div} (W_2 u)$ in an open, connected subset of $\mathbb{R}^d$,…

Analysis of PDEs · Mathematics 2024-12-02 Pedro Caro , Sylvain Ervedoza , Lotfi Thabouti

We study continuity properties in Lebesgue spaces for a class of Fourier integral operators arising in the study of the Boltzmann equation. The phase has a H\"older-type singularity at the origin. We prove boundedness in $L^1$ with a…

Functional Analysis · Mathematics 2018-03-23 Elena Cordero , Fabio Nicola , Eva Primo

We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a $\log$-concave density (also called strongly unimodal): for such distributions,…

Probability · Mathematics 2020-10-22 Benjamin Jourdain , Gilles Pagès
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