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Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent…
The paper is devoted to the classical variational problem with a nonsmooth integrand of the functional to be minimized. The integrand is supposed to be subdifferentiable. Under some natural conditions the subdifferentiability of the…
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…
This article addresses linear hyperbolic partial differential equations with non-smooth coefficients and distributional data. Solutions are studied in the framework of Colombeau algebras of generalized functions. Its aim is to prove upper…
A continuum grain boundary model is developed that uses experimentally measured grain boundary energy data as a function of misorientation to simulate idealized grain boundary evolution in a 1-D grain array. The model uses a continuum…
Transverse-momentum-dependent parton distribution functions are analyzed in semi-inclusive deep inelastic scattering at low transverse momentum using soft-collinear effective theory. The transverse-momentum-dependent parton distribution…
We complete the kinetic theory of two-dimensional (2D) point vortices initiated in previous works. We use a simpler and more physical formalism. We consider a system of 2D point vortices submitted to a small external stochastic perturbation…
We consider a difference-of-convex formulation where one of the terms is allowed to be hypoconvex (or weakly convex). We first examine the precise behavior of a single iteration of the Difference-of-Convex algorithm (DCA), giving a tight…
In this paper, we obtain subdifferential representation of a proper $w^*$-lower semicontinous convex function on $X^*$ as follows: Let $g$ be a proper convex $w^*$-lower semicontinuous function on $X^*$. Assume that int dom $g$…
We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
In this paper, we establish a general discrete Fourier restriction theorem. As an application, we make some progress on the discrete Fourier restriction associated with KdV equation.
A one-way wave equation is an evolution equation in one of the space directions that describes (approximately) a wave field. The exact wave field is approximated in a high frequency, microlocal sense. Here we derive the pseudodifferential…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…