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The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependency, considered as an intermediate step between the standard Brownian motion (Bm) and the…

Mathematical Finance · Quantitative Finance 2021-04-09 Axel A. Araneda , Nils Bertschinger

We demonstrate how to produce a stable multispeed lattice Boltzmann method (LBM) for a wide range of velocity sets, many of which were previously thought to be intrinsically unstable. We use non-Gauss--Hermitian cubatures. The method…

Statistical Mechanics · Physics 2007-05-23 R. A. Brownlee , A. N. Gorban , J. Levesley

We introduce an efficient stable algorithm for transforms associated with expansions in Hermite functions interpolated at Hermite polynomial roots. The Hermite transform matrix can be factorised into a diagonal component and an orthogonal…

Numerical Analysis · Mathematics 2026-05-07 Marcus Webb , Georg Maierhofer

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

We consider a linearly elastic composite medium, which consists of a homogeneous matrix containing a statistically homogeneous set of multimodal spherical inclusions modeling the morphology of heterogeneous solid propellants (HSP).…

Materials Science · Physics 2012-09-21 V. A. Buryachenko

Federated learning (FL) has become a promising paradigm for collaborative medical image analysis, yet existing frameworks remain tightly coupled to task-specific backbones and are fragile under heterogeneous imaging modalities. Such…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Meilin Liu , Jiaying Wang , Jing Shan

Fractional polynomials are widely used for dose-response modelling, and recent Bayesian fractional polynomial work has renewed interest in this finite model class. We propose PMM-FP, a frequentist extension of Kunchenko's polynomial…

Methodology · Statistics 2026-05-26 Serhii Zabolotnii

We propose and analyze a first-order finite difference scheme for the functionalized Cahn-Hilliard (FCH) equation with a logarithmic Flory-Huggins potential. The semi-implicit numerical scheme is designed based on a suitable convex-concave…

Numerical Analysis · Mathematics 2023-07-28 Wenbin Chen , Jianyu Jing , Hao Wu

A stable partitioned algorithm for coupling incompressible flows with compressible elastic solids is described. This added-mass partitioned (AMP) scheme requires no sub-iterations, can be made fully second- or higher-order accurate, and…

Numerical Analysis · Mathematics 2013-08-28 J. W. Banks , W. D. Henshaw , D. W. Schwendeman

We study the nonlinear stability of a large class of inhomogeneous steady state solutions to the Hamiltonian Mean Field (HMF) model. Under a simple criterion, we prove the nonlinear stability of steady states which are decreasing functions…

Analysis of PDEs · Mathematics 2015-09-30 Mohammed Lemou , Ana Maria Luz , Florian Mehats

We develop a GMM approach for estimation of log-normal stochastic volatility models driven by a fractional Brownian motion with unrestricted Hurst exponent. We show that a parameter estimator based on the integrated variance is consistent…

Statistical Finance · Quantitative Finance 2026-01-16 Anine E. Bolko , Kim Christensen , Mikko S. Pakkanen , Bezirgen Veliyev

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…

Optimization and Control · Mathematics 2025-04-07 Dongjun Wu , Anders Rantzer

Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This…

Machine Learning · Computer Science 2018-08-31 Yan Yan , Tianbao Yang , Zhe Li , Qihang Lin , Yi Yang

The main goal of this paper is to provide a fractional stochastic differential equation modelling the physical phenomena governed by the Langevin equation in 1-dimension. A generalized equation leaning on the fractional Brownian motion…

Mathematical Physics · Physics 2008-07-03 Lounis Tewfik , Saïd Bouabdellah

In this work we study the so-called ModMax nonlinear electrodynamics, which is a novel model designed to preserve duality rotations and conformal transformations, such as the Maxwell's equations do. This model allows to study diverse…

High Energy Physics - Theory · Physics 2022-02-16 C. A. Escobar , Román Linares , B. Tlatelpa-Mascote

We propose an accelerated computational fluid dynamics framework based on a hybrid Fourier Neural Operator-Lattice Boltzmann Method (FNO-LBM) for steady and unsteady weakly compressible flows. FNO-based initialization significantly…

Fluid Dynamics · Physics 2026-05-01 Alexandra Junk , Josef M. Winter , Meike Tütken , Steffen Schmidt , Nikolaus A. Adams

We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…

Numerical Analysis · Mathematics 2015-02-05 Masashi Ieda

The study of path behaviour of stochastic processes is a classical topic in probability theory and related areas. In this frame, a natural question one can address is: whether or not sample paths belong to a critical H\"older space? The…

Probability · Mathematics 2016-08-18 Antoine Ayache , Julien Hamonier