English
Related papers

Related papers: Monotone methods in counterparty risk models with …

200 papers

We introduce a notion of substitutability for correspondences and establish a monotone comparative static result, unifying results such as the inverse isotonicity of M-matrices, Berry, Gandhi and Haile's identification of demand systems,…

Theoretical Economics · Economics 2022-07-15 Alfred Galichon , Larry Samuelson , Lucas Vernet

Homogenization of a stochastic nonlinear reaction-diffusion equation with a large non- linear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficients of the equation we prove that the sequence of…

Probability · Mathematics 2014-08-12 Paul André Razafimandimby , Mamadou Sango , Jean Louis Woukeng

Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…

Mathematical Physics · Physics 2007-05-23 Sanjay Kumar Khattri

In this paper we study nonlinear Helmholtz equations with sign-changing diffusion coefficients on bounded domains. The existence of an orthonormal basis of eigenfunctions is established making use of weak T-coercivity theory. All…

Analysis of PDEs · Mathematics 2021-12-22 Rainer Mandel , Zoïs Moitier , Barbara Verfürth

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

We investigate a class of parametric elliptic semilinear partial differential equations of second order with homogeneous essential boundary conditions, where the coefficients and the right-hand side (and hence the solution) may depend on a…

Numerical Analysis · Mathematics 2025-05-13 Alexey Chernov , Tung Le

The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…

Analysis of PDEs · Mathematics 2020-07-21 Goro Akagi , Tomoyuki Oka

In this paper, we study the polyatomic Boltzmann equation based on continuous internal energy, focusing on physically relevant collision kernels of the hard potentials type with integrable angular part. We establish three main results:…

Analysis of PDEs · Mathematics 2025-10-14 Ricardo Alonso , Milana Čolić

A generalized inverse scattering method has been applied to the linear problem associated with the coupled higher order nonlinear schr\"odinger equation to obtain it's $N$-soliton solution. An infinite number of conserved quantities have…

Exactly Solvable and Integrable Systems · Physics 2019-06-14 Sudipta Nandy

Acquisition of data is a difficult task in many applications of machine learning, and it is only natural that one hopes and expects the population risk to decrease (better performance) monotonically with increasing data points. It turns…

Machine Learning · Computer Science 2022-01-19 Zakaria Mhammedi

We consider the homogenization of a model of reactive flows through periodic porous media involving a single solute which can be absorbed and desorbed on the pore boundaries. This is a system of two convection-diffusion equations, one in…

Analysis of PDEs · Mathematics 2014-12-30 Grégoire Allaire , Harsha Hutridurga

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…

Optimization and Control · Mathematics 2024-04-30 Radu Ioan Bot , Chiara Schindler

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

We develop mixed finite element methods for nonlinear reaction-diffusion equations with interfaces which have Robin-type interface conditions. We introduce the velocity of chemicals as new variables and reformulate the governing equations.…

Numerical Analysis · Mathematics 2023-04-27 Jeonghun J. Lee , Xinran Jin

The inverse scattering method is applied to the investigation of the equilibrium configuration of black holes. A study of the boundary problem corresponding to this configuration shows that any axially symmetric, stationary solution of the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 G. G. Varzugin

This work deals with a parabolic chemotaxis model with nonlinear diffusion and nonlocal reaction source. The problem is formulated on the whole space and, depending on a specific interplay between the coefficients associated to such…

Analysis of PDEs · Mathematics 2020-04-24 Tongxing Li , Giuseppe Viglialoro

Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…

Analysis of PDEs · Mathematics 2023-07-18 Jane Allwright

In this paper we consider a particular class of solutions of the linear Boltzmann-Rayleigh equation, known in the nonlinear setting as Homoenergetic solutions. These solutions describe the dynamics of Boltzmann gases under the effect of…

Analysis of PDEs · Mathematics 2025-01-27 Nicola Miele , Alessia Nota , Juan J. L. Velázquez