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In the recent breakthrough work \cite{xu2023lack}, a rigorous numerical analysis was conducted on the numerical solution of a scalar ODE containing a cubic polynomial derived from the Allen-Cahn equation. It was found that only the implicit…

Numerical Analysis · Mathematics 2024-11-12 Pansheng Li , Dongling Wang

This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…

Probability · Mathematics 2024-08-28 Zhongmin Qian , Xingcheng Xu

This work focuses on the numerical approximations of neutral stochastic delay differential equations with their drift and diffusion coefficients growing super-linearly with respect to both delay variables and state variables. Under…

Numerical Analysis · Mathematics 2024-02-15 Jingjing Cai , Ziheng Chen , Yuanling Niu

We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete…

Numerical Analysis · Mathematics 2015-01-05 Emilia Bazhlekova , Bangti Jin , Raytcho Lazarov , Zhi Zhou

We consider a recently proposed fully discrete Galerkin scheme for the Benjamin-Ono equation which has been found to be locally convergent in finite time for initial data in $L^2(\mathbb{R})$. By assuming that the initial data is…

Numerical Analysis · Mathematics 2021-04-23 Sondre Tesdal Galtung

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

We study large deviations for the time average of the Ornstein-Uhlenbeck process raised to an arbitrary power. We prove that beyond a critical value, large deviations are subexponential in time, with a non-convex rate function whose main…

Probability · Mathematics 2025-07-22 Grégoire Ferré

We establish Lipschitz stability for both the potential and the initial conditions from a single boundary measurement in the context of a hyperbolic boundary initial value problem. In our setting, the initial conditions are allowed to…

Analysis of PDEs · Mathematics 2025-11-25 Shiqi Ma

This paper is devoted to the study of the Stokes and Navier-Stokes equations, in a half-space, for initial data in a class of locally uniform Lebesgue integrable functions, namely $L^q_{uloc,\sigma}(\R^d_+)$. We prove the analyticity of the…

Analysis of PDEs · Mathematics 2020-06-17 Yasunori Maekawa , Hideyuki Miura , Christophe Prange

This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…

Probability · Mathematics 2025-09-17 Xinghu Jin , Xiaolong Zhang

It is well known that some important Markov semi-groups have a "regularization effect" -- as for example the hypercontractivity property of the noise operator on the Boolean hypercube or the Ornstein-Uhlenbeck semi-group on the real line,…

Probability · Mathematics 2023-03-07 Nathael Gozlan , Xue-Mei Li , Mokshay Madiman , Cyril Roberto , Paul-Marie Samson

For the numerical solution of the cubic nonlinear Schr\"{o}dinger equation with periodic boundary conditions, a pseudospectral method in space combined with a filtered Lie splitting scheme in time is considered. This scheme is shown to…

Numerical Analysis · Mathematics 2025-11-18 Lun Ji , Alexander Ostermann , Frédéric Rousset , Katharina Schratz

We consider an inverse boundary value problem for the biharmonic operator with the first order perturbation in a bounded domain of dimension three or higher. Assuming that the first and the zeroth order perturbations are known in a…

Analysis of PDEs · Mathematics 2025-06-26 Boya Liu , Salem Selim

We provide a short proof of the $L^2$-orbital stability of a class of explicit steady Euler flows in a disk by establishing a quantitative estimate. The main idea is to exploit the conserved quantities of the Euler equation, including the…

Analysis of PDEs · Mathematics 2025-10-17 Fatao Wang , Guodong Wang

We study an inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map as the data. We consider piecewise constant wavespeeds on an unknown tetrahedral partition and prove a Lipschitz stability estimate in…

Analysis of PDEs · Mathematics 2014-08-08 Elena Beretta , Maarten V. de Hoop , Elisa Francini , Sergio Vessella

The off-lattice Boltzmann (OLB) method consists of numerical schemes which are used to solve the discrete Boltzmann equation. Unlike the commonly used lattice Boltzmann method, the spatial and time steps are uncoupled in the OLB method. In…

Computational Physics · Physics 2015-05-20 Parthib R. Rao , Laura A. Schaefer

The logarithmic Schr\"odinger equation (LogSE) has a logarithmic nonlinearity $f(u)=u\ln |u|^2$ that is not differentiable at $u=0.$ Compared with its counterpart with a regular nonlinear term, it possesses richer and unusual dynamics,…

Numerical Analysis · Mathematics 2023-06-29 Lilian Wang , Jingye Yan , Xiaolong Zhang

We prove a weak stability result for the three-dimensional homogeneous incompressible Navier-Stokes system. More precisely, we investigate the following problem : if a sequence $(u_{0, n})_{n\in \N}$ of initial data, bounded in some scaling…

Analysis of PDEs · Mathematics 2013-10-02 Hajer Bahouri , Jean-Yves Chemin , Isabelle Gallagher

This paper is concerned with the stability estimates for inverse source problems of the stochastic Helmholtz equation driven by white noise. The well-posedness is established for the direct source problems, which ensures the existence and…

Analysis of PDEs · Mathematics 2023-07-14 Peijun Li , Ying Liang

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Numerical Analysis · Mathematics 2025-04-29 Chunlong Sun , Wenlong Zhang , Zhidong Zhang