Related papers: First-order planar autoregressive model

When considering the problem of forecasting a continuous-time stochastic process over an entire time-interval in terms of its recent past, the notion of Autoregressive Hilbert space processes (ARH) arises. This model can be seen as a…

We consider the evolutionary Hamilton-Jacobi equation \begin{align*} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad(x,t)\in M\times [0,+\infty), \end{align*} where $M$ is a compact manifold, $H:T^*M\times R\to R$, $H=H(x,p,u)$ satisfies Tonelli…

The family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregressive schemes with semi-stable marginals and semi-selfsimilar…

In this paper, we analyze a second-order differential equation with a piecewise constant argument and reflection coupled to periodic boundary conditions. Our main contribution is the construction of the related Green's function and a…

We consider positive singular solutions (i.e. with a non-removable singularity) of a system of PDEs driven by $p$-Laplacian operators and with the additional presence of a nonlinear first order term. By a careful use of a rather new version…

Analytical analysis of spatially extended autocatalytic and hypercyclic systems is presented. It is shown that spatially explicit systems in the form of reaction-diffusion equations with global regulation possess the same major qualitative…

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

In this paper we introduce and solve a class of optimal stopping problems of recursive type. In particular, the stopping payoff depends directly on the value function of the problem itself. In a multi-dimensional Markovian setting we show…

We consider the one-dimensional motion of a particle randomly accelerated by Gaussian white noise on the line segment 0<x<1. The reflections of the particle from the boundaries at x=0 and 1 are inelastic, with coefficient of restitution r.…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

For a class of equations generalizing the model case \[ \Delta _p u-a(r)u^{p-1}+b(r)u^q=0 \; \; \mbox{in $B$}, \; \; u=0 \; \; \mbox{on $\partial B$}, \] where $B$ is the unit ball in $R^n$, $n \geq 1$, $r=|x|$, $p,q>1$, and $\Delta _p$…

We study the stationary Navier--Stokes equations in the whole plane with a compactly supported force term and with a prescribed constant spatial limit. Prior to this work, existence of solutions to this problem was only known under special…

We establish a new oscillation estimate for solutions of nonlinear partial differential equations of elliptic, degenerate type. This new tool yields a precise control on the growth rate of solutions near their set of critical points, where…

We present a framework for constructing a first-order hyperbolic system whose solution approximates that of a desired higher-order evolution equation. Constructions of this kind have received increasing interest in recent years, and are…

We consider the nonlinear Schr{\"o}dinger equation (NLSE) in 1+1 dimension with scalar-scalar self interaction $\frac{g^2}{\kappa+1} (\psi^\star \psi)^{\kappa+1}$ in the presence of the external forcing terms of the form $r e^{-i(kx +…

In the paper, we study the plane Couette flow of a rarefied gas between two parallel infinite plates at $y=\pm L$ moving relative to each other with opposite velocities $(\pm \alpha L,0,0)$ along the $x$-direction. Assuming that the…

We analyze the 1D cubic nonlinear stationary Schr\"odinger equation on a ring with a defect for both focusing and defocusing nonlinearity. All possible $\delta$ and $\delta'$ boundary conditions are considered at the defect, computing for…

We are concerned with the asymptotic behaviour of classical solutions of systems of the form u_t = Au_xx + f(u, u_x), x in R, t>0, u(x,t) a vector in RN, with u(x,0)= U(x), where A is a positive-definite diagonal matrix and f is a…

We provide the detailed asymptotic behavior for first-order aggregation models of heterogeneous oscillators. Due to the dissimilarity of natural frequencies, one could expect that all relative distances converge to definite positive value…