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The existence of a solution, convergence and stability of the penalty method for variational inequalities with nonsmooth unbounded uniformly and properly monotone operators in Banach spase $B$ are investigated. All the objects of the…

funct-an · Mathematics 2008-02-03 Ya. I. Alber

In this paper, we discuss the existence of local strong solutions for the multivalued version of three-dimensional nonstationary Navier-Stokes equation in Banach spaces. Also, we considered a more general inclusion problem and studied the…

Analysis of PDEs · Mathematics 2025-03-12 Bholanath Kumbhakar , Dwijendra Narain Pandey

We consider higher order linear, uniformly elliptic equations with non-smooth coefficients in Banach-Sobolev spaces generated by weighted general Banach Function Space (BFS). Supposing boundedness of the Hardy-Littlewood Maximal and…

Analysis of PDEs · Mathematics 2025-12-10 Bilal T. Bilalov , Sabina R. Sadigova , Lubomira G. Softova

The strong relative arbitrage problem in Stochastic Portfolio Theory seeks an investment strategy that almost surely outperforms a benchmark portfolio at the end of a given time horizon. The highest relative return in relative arbitrage…

Computational Finance · Quantitative Finance 2025-06-03 Nicole Tianjiao Yang , Tomoyuki Ichiba

In this paper, we focus on the existence and uniqueness of solutions of boundary value problems for a coupled system of fractional differential equations with four-point boundary conditions involving $\psi$-Caputo fractional derivatives.…

Classical Analysis and ODEs · Mathematics 2020-07-21 Mohamed I. Abbas

In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…

Numerical Analysis · Mathematics 2020-11-17 Riccardo Fazio

We study the optimal portfolio allocation problem from a Bayesian perspective using value at risk (VaR) and conditional value at risk (CVaR) as risk measures. By applying the posterior predictive distribution for the future portfolio…

Portfolio Management · Quantitative Finance 2020-12-04 Taras Bodnar , Mathias Lindholm , Vilhelm Niklasson , Erik Thorsén

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

This paper concerns the initial-boundary value problem (IBVP) of the Kawahara equation posed on the right and left half-lines. We prove the local well-posedness in the low regularity Sobolev space. We introduce the Duhamel boundary forcing…

Analysis of PDEs · Mathematics 2018-08-22 Márcio Cavalcante , Chulkwang Kwak

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and integral nonlocal condition is considered. An exponentially convergent algorithm is proposed and justified for the numerical…

Numerical Analysis · Mathematics 2013-04-11 V. B. Vasylyk

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper, we introduce a novel two-point gradient method for solving the ill-posed problems in Banach spaces and study its convergence analysis. The method is based on the well known iteratively regularized Landweber iteration method…

Numerical Analysis · Mathematics 2022-05-12 Gaurav Mittal , Ankik Kumar Giri

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

The concept of nonlinear split ordered variational inequality problems on partially ordered vector spaces is a natural extension of linear split vector variational inequality problems on Banach spaces. The results about nonlinear split…

Functional Analysis · Mathematics 2017-10-16 Jinlu Li

In this work we study global boundedness and exponential integrability of weak solutions to degenerate $p$-Poisson equations using an iterative method of De Giorgi type. Given a symmetric, non-negative definite matrix valued function $Q$…

Analysis of PDEs · Mathematics 2023-09-11 Sullivan Francis MacDonald , Scott Rodney

Using the example of such a complicated problem as the Cauchy problem for the Navier-Stokes equation, we show how the Poincar\'e-Riemann-Hilbert boundary value problem enables us to construct effective estimates of solutions for this case.…

Mathematical Physics · Physics 2018-09-05 A. A. Durmagambetov

We extend bifurcation results of nonlinear eigenvalue problems from real Banach spaces to any neighbourhood of a given point. For points of odd multiplicity on these restricted domains, we establish that the component of solutions through…

Functional Analysis · Mathematics 2020-11-25 Shane Arora

Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable…

Analysis of PDEs · Mathematics 2017-08-22 Sergey E. Mikhailov

Two-point boundary value problems for a discrete Ermakov-Painlev\'e II equation are analysed by means of topological methods. In addition, an alternative variational approach is detailed. Existence of solutions is established for…

Classical Analysis and ODEs · Mathematics 2025-08-13 Pablo Amster , Colin Rogers

For the Cauchy problem for an operator differential equation of the form $y'(z) = Ay(z)$, where $A$ is a closed linear operator on a Banach space over the completion of an algebraic closure of the field of $p$-adic numbers, a criterion of…

Number Theory · Mathematics 2007-05-23 Myroslav L. Gorbachuk , Valentyna I. Gorbachuk