Related papers: Weighted estimates of the Cayley transform method …
A commutative algebra $\mathbb{B}$ over the field of complex numbers with the bases $\{e_1,e_2\}$ satisfying the conditions $(e_1^2+e_2^2)^2=0$, $e_1^2+e_2^2\ne 0$, is considered. The algebra $\mathbb{B}$ is associated with the biharmonic…
In this paper, we investigate the Euler-Bernoulli fourth-order boundary value problem (BVP) $w^{(4)}=f(x,w)$, $x\in \intcc{a,b}$, with specified values of $w$ and $w''$ at the end points, where the behaviour of the right-hand side $f$ is…
We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…
In the present paper we advocate the Howland-Evans approach to solution of the abstract non-autonomous Cauchy problem (non-ACP) in a separable Banach space X. The main idea is to reformulate this problem as an autonomous Cauchy problem…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is…
Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…
No--arbitrage property provides a simple method for pricing financial derivatives. However, arbitrage opportunities exist among different markets in various fields, even for a very short time. By knowing that an arbitrage property exists,…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…
We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…
We define and study ordinary differential equations (ODEs) for functions valued in a Banach module $V$ over a finite-dimensional $\Bbbk$-algebra $\mathit{\Lambda}$ by using the tensor of Banach modules. Furthermore, we show that the…
Based on the $H^2$ existence of the solution, we investigate weighted estimates for a mixed boundary elliptic system in a two-dimensional corner domain, when the contact angle $\om\in(0,\pi/2)$. This system is closely related to the…
This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…
In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the…
We develop a semismooth Newton framework for the numerical solution of fixed-point equations that are posed in Banach spaces. The framework is motivated by applications in the field of obstacle-type quasi-variational inequalities and…
The initial value problem for a multivalued differential equation is studied, which is governed by the sum of a monotone, hemicontinuous, coercive operator fulfilling a certain growth condition and a Volterra integral operator in time of…
Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
We prove the first positive results concerning boundary value problems in the upper half-space of second order parabolic systems only assuming measurability and some transversal regularity in the coefficients of the elliptic part. To do so,…
We present a method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on a Parzen-Rosenblatt kernel and extreme values of point processes. We…