Related papers: Approximation convergence in the inverse first-pas…
We investigate the statistics of the first-passage time (FPT) to a fractal self-similar boundary of the Koch snowflake. When the starting position is fixed near the absorbing boundary, the FPT distribution exhibits an apparent power-law…
We present Helmholtz or Helmholtz like equations for the approximation of the time-harmonic wave propagation in gases with small viscosity, which are completed with local boundary conditions on rigid walls. We derived approximative models…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
In this paper we approximate the convex envelope of a boundary datum inside a bounded domain in the Euclidean space. We work with a random graph that is obtained as random points with uniform distribution that are connected by proximity…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…
We investigate an initial-(periodic-)boundary value problem for a continuum equation, which is a model for motion of grain boundaries based on the underlying microscopic mechanisms of line defects (disconnections) and integrated the effects…
We deal with initial-boundary value problems for systems of conservation laws in one space dimension and we focus on the boundary Riemann problem. It is known that, in general, different viscous approximations provide different limits. In…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Many random growth models have the property that the set of discovered sites, scaled properly, converges to some deterministic set as time grows. Such results are known as shape theorems. Typically, not much is known about the shapes. For…
In this paper, we prove the local uniqueness of an inverse problem arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The direct problem is an initial-boundary…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
We propose a new approximation for the distribution of the time of the first crossing of a high level $u$ by random process $\homV{s}-cs$, where $\homV{s}$, $s>0$, is compound renewal process and $c>0$. It significantly outperforms the…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…
We are concerned with the well-posedness of an inverse problem for determining the wedge boundary and associated two-dimensional steady supersonic Euler flow past the wedge, provided that the pressure distribution on the boundary surface of…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…
We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…
We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…