Related papers: Taylor estimate for differential equations driven …
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…
The dynamics of rough differential equations (RDEs) has recently received a lot of interest. For example, the existence of local random center manifolds for RDEs has been established. In this work, we present an approximation for local…
The cumulant representation of the Fourier path integral method is examined to determine the asymptotic convergence characteristics of the imaginary-time density matrix with respect to the number of path variables $N$ included. It is proved…
A method is given for finding roots of a one-variable function using Taylor's expansion of that function and fractional derivative calculated at a suitable tangent point without using Newton's method, but is regarded as a variant of Halley…
We derive a priori estimates for singular differential equations of the form \[ \mathcal{L} \phi = P(\phi,\nabla\phi) + f(\phi,\nabla\phi)\xi \] where $P$ is a polynomial, $f$ is a sufficiently well-behaved function, and $\xi$ is an…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
We obtain some sharp $L^p$ weighted Fourier restriction estimates of the form $\|Ef\|_{L^p(B^{n+1}(0,R),Hdx)} \lessapprox R^{\beta}\|f\|_2$, where $E$ is the Fourier extension operator over the truncated paraboloid, and $H$ is a weight…
Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
Motivated by recent work of George Andrews and Mircea Merca on the expansion of the quotient of the truncation of Euler's pentagonal number series by the complete series, we provide similar expansion results for averages involving…
Second order ordinary differential equations of the form $y'' = P(x,y) + 4 Q(x,y) y' + 6 R(x,y) y'^2 + 4 S(x,y) y'^3 + L(x,y) y'^4$ are considered and their point-expansions are constructed. Geometrical structures connected with these…
We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are…
In this complementary note to [1] (arXiv:1501.05641), we provide an alternative proof for the factorial decay estimate of iterated integrals for geometric rough paths without using the neoclassical inequality. This note intends to aid the…
Consider the Delaunay triangulation T of a set P of points in the plane as a Euclidean graph, in which the weight of every edge is its length. It has long been conjectured that the dilation in T of any pair p, p \in P, which is the ratio of…
We establish a new generalized Taylor's formula for power fractional derivatives with nonsingular and nonlocal kernels, which includes many known Taylor's formulas in the literature. Moreover, as a consequence, we obtain a general version…
We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance.
To any solution of a linear system of differential equations, we associate a kernel, correlators satisfying a set of loop equations, and in presence of isomonodromic parameters, a Tau function. We then study their semiclassical expansion…
We discuss $p$-variation regularity of real-valued functions defined on $[0,T]^2$, based on rectangular increments. When $p>1$, there are two slightly different notions of $p$-variation; both of which are useful in the context of Gaussian…