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The spurious states found in numerical implementations of envelope function models for semiconductor heterostructures and nanostructures are artifacts of the use of the centered-difference formula. They are readily removed by employing a…

Mesoscale and Nanoscale Physics · Physics 2015-02-10 William R. Frensley , Raja N. Mir

In the realm of stock prediction, machine learning models encounter considerable obstacles due to the inherent low signal-to-noise ratio and the nonstationary nature of financial markets. These challenges often result in spurious…

Portfolio Management · Quantitative Finance 2025-03-28 Songci Xu , Qiangqiang Cheng , Chi-Guhn Lee

We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…

Spectral Theory · Mathematics 2018-09-28 Denis Borisov , Ivan Veselic'

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

Symbolic Computation · Computer Science 2026-01-14 Louis Gaillard

We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty can avoid posterior under-coverage when likelihoods are…

Methodology · Statistics 2016-10-25 Oksana A. Chkrebtii , David A. Campbell , Ben Calderhead , Mark A. Girolami

Invariance in duality transformation, the self-dual property, has important applications in electromagnetic engineering. In the present paper, the problem of most general linear and local boundary conditions with self-dual property is…

Classical Physics · Physics 2020-03-09 Ismo V. Lindell , Ari Sihvola

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

Inspired by the penalization of the domain approach of Lions & Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered:…

Analysis of PDEs · Mathematics 2013-10-25 Guy Barles , Christine Georgelin , Espen R. Jakobsen

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

Analysis of PDEs · Mathematics 2017-12-15 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

This paper is concerned with finite element error estimates for Neumann boundary control problems posed on convex and polyhedral domains. Different discretization concepts are considered and for each optimal discretization error estimates…

Numerical Analysis · Mathematics 2024-09-18 Johannes Pfefferer , Boris Vexler

We present a construction of harmonic functions on bounded domains for the spectral fractional Laplacian operator and we classify them in terms of their divergent profile at the boundary. This is used to establish and solve boundary value…

Analysis of PDEs · Mathematics 2015-09-22 Nicola Abatangelo , Louis Dupaigne

We develop a framework shedding light on common features of coupled variational formulations arising in electromagnetic scattering and acoustics. We show that spurious resonances haunting coupled domain-boundary formulations based on direct…

Analysis of PDEs · Mathematics 2022-03-01 Erick Schulz , Ralf Hiptmair

By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…

Classical Analysis and ODEs · Mathematics 2021-02-09 Alberto Cabada , Gennaro Infante , F. Adrián F. Tojo

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…

Optimization and Control · Mathematics 2025-02-24 Nacira Agram , Isabelle Turpin , Eya Zougar

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

For the first time, a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions is analyzed. The investigated problem involves a nonlinear monotone partial differential equation in the interior…

Numerical Analysis · Mathematics 2022-09-19 J. Gwinner , N. Ovcharova

Implicit variables of a mathematical program are variables which do not need to be optimized but are used to model feasibility conditions. They frequently appear in several different problem classes of optimization theory comprising bilevel…

Optimization and Control · Mathematics 2023-06-22 Matúš Benko , Patrick Mehlitz