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We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

Statistics Theory · Mathematics 2020-06-02 Carsten Chong

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

Numerical Analysis · Mathematics 2023-05-29 Harald Monsuur , Rob Stevenson , Johannes Storn

Let $X$ be a smooth irreducible quasi-projective algebraic variety over a number field $K$. Suppose $X$ is equipped with a $p$-adic \'{e}tale local system compatible with an admissible graded-polarized variation of mixed Hodge structures on…

Number Theory · Mathematics 2025-08-15 Kenneth Chung Tak Chiu

Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of $n$…

Machine Learning · Computer Science 2020-07-28 Hossein Esfandiari , Amin Karbasi , Vahab Mirrokni

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…

Analysis of PDEs · Mathematics 2017-08-18 Filip Rindler , Sebastian Schwarzacher , Endre Süli

In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Akash Harapanahalli , Saber Jafarpour , Samuel Coogan

We establish stability criterion for a two-class retrial system with Poisson inputs, general class-dependent service times and class-dependent constant retrial rates. We also characterise an interesting phenomenon of partial stability when…

Probability · Mathematics 2021-10-20 Konstantin Avrachenkov , Evsey Morozov , Ruslana Nekrasova

We present a novel approach to understand geometric-incompatibility-induced rigidity in under-constrained materials, including sub-isostatic 2D spring networks and 2D and 3D vertex models for dense biological tissues. We show that in all…

Soft Condensed Matter · Physics 2023-01-18 Matthias Merkel , Karsten Baumgarten , Brian P. Tighe , M. Lisa Manning

Periodic and quasi-periodic orbits of the $n$-body problem are critical points of the action functional constrained to the Sobolev space of symmetric loops. Variational methods yield collisionless orbits provided the group of symmetries…

Dynamical Systems · Mathematics 2007-05-23 Davide L. Ferrario

Over the last two decades, submodular function maximization has been the workhorse of many discrete optimization problems in machine learning applications. Traditionally, the study of submodular functions was based on binary function…

Machine Learning · Computer Science 2022-05-18 Loay Mualem , Moran Feldman

Term "asymmetrical pseudoelasticity" refers to the theory, in which a symmetrical stress tensor and a symmetrical strain tensor are connected by means of an asymmetrical material tensor. An 6-dimensional asymmetrical matrix of elasticity…

Mathematical Physics · Physics 2010-06-23 V. O. Bytev , L. I. Shkutin

We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter $H < 1/2$. This regime recently attracted a lot of attention both from the statistical and…

Pricing of Securities · Quantitative Finance 2018-03-12 Christian Bayer , Peter K. Friz , Archil Gulisashvili , Blanka Horvath , Benjamin Stemper

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

Optimization and Control · Mathematics 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

Our general aim is to give sufficient conditions for robustness behavior and convergence to the equilibrium point of linear time-varying fractional system's solutions. We approach this problem using as a framework a series of recent results…

Dynamical Systems · Mathematics 2019-06-27 Javier A. Gallegos , Manuel A. Duarte-Mermoud

In this article we describe a stable partitioned algorithm that overcomes the added mass instability arising in fluid-structure interactions of light rigid bodies and inviscid compressible flow. The new algorithm is stable even for bodies…

Numerical Analysis · Mathematics 2015-06-11 J. W. Banks , W. D. Henshaw , B. Sjogreen

We give a systematic construction of semiorthogonal decompositions of derived categories of coherent sheaves on quasi-smooth derived algebraic stacks over $\mathbb{C}$, where the summands are subcategories defined by weight conditions, and…

Algebraic Geometry · Mathematics 2026-05-26 Chenjing Bu , Tudor Pădurariu , Yukinobu Toda

We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…

Numerical Analysis · Mathematics 2018-07-27 Yingjun Jiang , Xuejun Xu

We propose a two-dimensional time-reversal invariant system of essentially non-interacting electrons on a square lattice that exhibits configurations with fractional charges e/2. These are vortex-like topological defects in the dimerization…

Strongly Correlated Electrons · Physics 2011-08-08 B. Seradjeh , C. Weeks , M. Franz

Applying techniques originally developed for systems lacking a variational structure, we establish conditions for the existence of solutions in systems that possess this property but their energy functional is unbounded both lower and…

Analysis of PDEs · Mathematics 2023-11-28 Andrei Stan

We study the boundary rigidity problem with partial data consisting of determining locally the Riemannian metric of a Riemannian manifold with boundary from the distance function measured at pairs of points near a fixed point on the…

Differential Geometry · Mathematics 2015-10-09 Plamen Stefanov , Gunther Uhlmann , Andras Vasy