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Related papers: $\alpha$-robust error estimates of general non-uni…

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In this article, we present a method to construct a positivity-preserving numerical scheme for a jump-extended CEV (Constant Elasticity of Variance) process, whose jumps are governed by a spectrally positive $\alpha$-stable process with…

Numerical Analysis · Mathematics 2023-05-05 Libo Li , Guanting Liu

In this paper we investigate the one dimensional (1D) logarithmic diffusion equation with nonlinear Robin boundary conditions, namely, \[ \left\{ \begin{array}{l} \partial_t u=\partial_{xx} \log u\quad \mbox{in}\quad \left[-l,l\right]\times…

Analysis of PDEs · Mathematics 2021-03-02 Jean Cortissoz , César Reyes

We derive a specific functional form for factor alpha decay -- hyperbolic decay alpha(t) = K/(1+lambda*t) -- from a game-theoretic equilibrium model, and test it against linear and exponential alternatives. Using eight Fama-French factors…

Portfolio Management · Quantitative Finance 2025-12-30 Chorok Lee

Global spectral analysis (GSA) is used as a tool to test the accuracy of numerical methods with the help of canonical problems of convection and convection-diffusion equation which admit exact solutions. Similarly, events in turbulent flows…

Numerical Analysis · Mathematics 2022-03-21 Tapan K. Sengupta , Suman V. K. , Prasannabalaji Sundaram , Aditi Sengupta

The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquin Quintana-Murillo

We investigate the generalization error of group-invariant neural networks within the Barron framework. Our analysis shows that incorporating group-invariant structures introduces a group-dependent factor $\delta_{G,\Gamma,\sigma} \le 1$…

Machine Learning · Computer Science 2025-09-30 Yahong Yang , Wei Zhu

We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Joe-Mei Feng , Hsin-Hsiung Kao

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…

Numerical Analysis · Mathematics 2022-06-09 Can Wang , Weihua Deng , Xiangong Tang

In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity…

Methodology · Statistics 2018-01-25 Claudio Agostinelli , Ana M. Bianco , Graciela Boente

A uniform bounded variation estimate for finite volume approximations of the nonlinear scalar conservation law $\partial_t \alpha + \mathrm{div}(\boldsymbol{u}f(\alpha)) = 0$ in two and three spatial dimensions with an initial data of…

Numerical Analysis · Mathematics 2020-10-06 Gopikrishnan Chirappurathu Remesan

Superdiffusive transport with dynamical exponent $z=3/2$ has been firmly established at finite temperature for a class of integrable systems with a non-abelian global symmetry $G$. On the inclusion of integrability-breaking perturbations,…

Statistical Mechanics · Physics 2025-09-25 Kevin Wang , Joel E. Moore

The local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are…

Statistical Mechanics · Physics 2021-05-12 Salvatore Torquato , Jaeuk Kim , Michael A. Klatt

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

Machine Learning · Computer Science 2024-04-18 Gholamali Aminian , Saeed Masiha , Laura Toni , Miguel R. D. Rodrigues

Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…

Numerical Analysis · Mathematics 2025-02-25 Lot-Kei Chou , Wan-Na Deng , Yuan-Yuan Huang , Siu-Long Lei

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

In this paper, we design a semi-implicit scheme for the scalar time fractional reaction-diffusion equation. We theoretically prove that the numerical scheme is stable without the restriction on the ratio of the time and space stepsizes, and…

Numerical Analysis · Mathematics 2014-01-30 Yanyan Yu , Weihua Deng , Yujiang Wu

In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, in time. These schemes include…

Numerical Analysis · Mathematics 2017-03-30 Bangti Jin , Buyang Li , Zhi Zhou

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

Statistics Theory · Mathematics 2020-08-12 Annika Krutto , Jüri Lember

We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than $1/2$ fraction of examples. For any $\alpha < 1$, our algorithm takes as input a sample…

Data Structures and Algorithms · Computer Science 2019-05-31 Sushrut Karmalkar , Adam R. Klivans , Pravesh K. Kothari

The dispersion error is often the dominant error for computed solutions of wave propagation problems with high-frequency components. In this paper, we define and give explicit examples of $\alpha$-dispersion-relation-preserving schemes.…

Numerical Analysis · Mathematics 2021-10-12 Christopher Williams , Kenneth Duru