Related papers: A classification of nonexpansive Bratteli-Vershik …
We analyze algorithms for solving stochastic variational inequalities (VI) without the bounded variance or bounded domain assumptions, where our main focus is min-max optimization with possibly unbounded constraint sets. We focus on two…
Coupled Boussinesq equations describe long weakly-nonlinear longitudinal strain waves in a bi-layer with a soft bonding between the layers (e.g. a soft adhesive). From the mathematical viewpoint, a particularly difficult case appears when…
Coupled Boussinesq equations describe long weakly-nonlinear longitudinal strain waves in a bi-layer with a soft bonding between the layers (e.g. a soft adhesive). From the mathematical viewpoint, a particularly difficult case appears when…
The duality between a class of the Davey-Stewartson type coupled systems and a class of two-dimensional Toda type lattices is discussed. A new coupled system related to the recently found lattice is presented. A method for eliminating…
We study a family of non-Abelian topological models in a lattice that arise by modifying the Kitaev model through the introduction of single-qudit terms. The effect of these terms amounts to a reduction of the discrete gauge symmetry with…
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…
We study systems of staggered boson Hamiltonians in a one dimensional lattice and in particular how the translation symmetry by one unit in these systems is in reality a non-invertible symmetry closely related to T-duality. We also study…
We propose a time-varying generalization of the Bradley-Terry model that allows for nonparametric modeling of dynamic global rankings of distinct teams. We develop a novel estimator that relies on kernel smoothing to pre-process the…
The existence of strong solutions to general class of strongly coupled parabolic systems will be discussed. These systems can be degenerate or singular as boundedness of theirs solutions are unavailable and not assummed. The results greatly…
We analyze the embedding properties between Besov spaces, defined on the total space $\mathbb R^n$ and on bounded domains. We give a complete classification on whether or not these embedding maps satisfy certain weak compactness…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
We introduce a tamed exponential time integrator which exploits linear terms in both the drift and diffusion for Stochastic Differential Equations (SDEs) with a one sided globally Lipschitz drift term. Strong convergence of the proposed…
In this paper, we introduce the second-order Esscher pricing notion for continuous-time models. Depending whether the stock price $S$ or its logarithm is the main driving noise/shock in the Esscher definition, we obtained two classes of…
Given a Banach space X, denote by SP_{w}(X) the set of equivalence classes of spreading models of X generated by normalized weakly null sequences in X. It is known that SP_{w}(X) is a semilattice, i.e., it is a partially ordered set in…
This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…
In this paper, we deal with the classification complexity of continuous (Devaney) chaotic systems in dimensions $0,1$ and $\infty$ using the framework of invariant descriptive set theory. We identify the complexity in dimensions $0$ and…
Continuous-time Bayesian Networks (CTBNs) represent a compact yet powerful framework for understanding multivariate time-series data. Given complete data, parameters and structure can be estimated efficiently in closed-form. However, if…
In this paper, a systematic investigation is carried out for the general solvability of multi-dimensional backward stochastic Volterra integral equations (BSVIEs) with the generators being super-linear in the adjustment variable $Z$. Two…
We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability…
We study extensions of Sem\"enov arithmetic, the first-order theory of the structure $(\mathbb{N}, +, 2^x)$. It is well-knonw that this theory becomes undecidable when extended with regular predicates over tuples of number strings, such as…