English
Related papers

Related papers: Singularity of solutions to singular SPDEs

200 papers

The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…

Probability · Mathematics 2013-03-20 Alexander V. Ivanov , Nikolai Leonenko , María D. Ruiz-Medina , Irina N. Savich

We analyse the effective potential of the scalar wave equation near generic space-time singularities of power-law type (Szekeres-Iyer metrics) and show that the effective potential exhibits a universal and scale invariant leading x^{-2}…

High Energy Physics - Theory · Physics 2009-11-11 Matthias Blau , Denis Frank , Sebastian Weiss

We consider the strong numerical approximation for a fourth-order stochastic nonlinear SPDE driven by space-time white noise on $2$-dimensional torus. We consider its full discretisation with a spectral Galerkin scheme in space and Euler…

Numerical Analysis · Mathematics 2025-10-14 Dirk Blömker , Chengcheng Ling , Johannes Rimmele

Let \(\mu\) be a finite Borel measure on \((-\pi,\pi)\). Consider the one-dimensional Poisson equation \(-u''=\mu\), where equality holds in the sense of distributions, with Dirichlet boundary conditions \(u(\pm\pi)=0\). In this paper, we…

Classical Analysis and ODEs · Mathematics 2025-06-17 Christos Papadimitriou

In the first part of this article, we complete the program announced in the preliminary note [8] by proving a conjecture presented in [9] that states the equivalence of contractibility and p_{1}-stability for generalized spaces of formal…

Analysis of PDEs · Mathematics 2012-05-01 Alessandro Carlotto

We consider the approximation of Poisson type problems where the source is given by a singular measure and the domain is a convex polygonal or polyhedral domain. First, we prove the well-posedness of the Poisson problem when the source…

Numerical Analysis · Mathematics 2018-09-12 Irene Drelichman , Ricardo Durán , Ignacio Ojea

We study the number of isolated nodes in a soft random geometric graph whose vertices constitute a Poisson process on the torus of length L (the line segment [0,L] with periodic boundary conditions), and where an edge is present between two…

Probability · Mathematics 2022-10-21 Michael Wilsher , Carl Dettmann , Ayalvadi Ganesh

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Probability · Mathematics 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

By considering a limiting form of the q-Dixon_4\phi_3 summation, we prove a weighted partition theorem involving odd parts differing by >= 4. A two parameter refinement of this theorem is then deduced from a quartic reformulation of…

Combinatorics · Mathematics 2007-05-23 Krishnaswami Alladi , Alexander Berkovich

The paradigm for singular continuous spectra in symbolic dynamics and in mathematical diffraction is provided by the Thue-Morse chain, in its realisation as a binary sequence with values in $\{\pm 1\}$. We revisit this example and derive a…

Dynamical Systems · Mathematics 2008-10-06 Michael Baake , Uwe Grimm

A cone singularity is a normal affine variety $X$ with an effective one-dimensional torus action with a unique fixed point $x\in X$ which lies in the closure of any orbit of the $k^*$-action. In this article, we prove a boundedness theorem…

Algebraic Geometry · Mathematics 2018-12-13 Joaquín Moraga

We investigate certain Liouville integrable systems constructed earlier via reduction of the quasi-Hamiltonian double of $\mathrm{SU}(n)$. These systems live on compact connected symplectic manifolds of dimension $2(n-1)$ and can be…

Mathematical Physics · Physics 2026-05-07 L. Feher , H. R. Dullin

With suitable order of limits, as p, m, and n all tend to infinity, the distribution of the normalized trace of Frobenius on H^1 of a "random" plane curve of degree n over the field with p^m elements, tends to a Gaussian distribution. The…

Number Theory · Mathematics 2008-10-14 Michael Larsen

Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…

Probability · Mathematics 2021-10-12 Kihun Nam , Yunxi Xu

In this paper, we introduce a new discretization of the Gaussian curvature on surfaces, which is defined as the quotient of the angle defect and the area of some dual cell of a weighted triangulation at the conic singularity. A discrete…

Differential Geometry · Mathematics 2023-09-12 Xu Xu , Chao Zheng

We study stochastic integrals driven by a general subordinator and establish a zero-one law for the finiteness of the resulting integral as well as moment estimates. As an application, we use these results to obtain structural properties of…

Probability · Mathematics 2022-01-03 Changsong Deng , René L. Schilling , Lihu Xu

In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of…

Probability · Mathematics 2010-05-27 M. Hairer , A. M. Stuart , J. Voss , P. Wiberg

Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D}\subset \mathbb{R}^d$. In this article, we characterize the measurable second order random fields $U = (U(x))_{x\in\mathcal{D}}$ whose sample…

Analysis of PDEs · Mathematics 2023-01-18 Iain Henderson , Pascal Noble , Olivier Roustant

We consider a class of sample covariance matrices of the form $Q=TXX^{*}T^*,$ where $X=(x_{ij})$ is an $M \times N$ rectangular matrix consisting of i.i.d entries and $T$ is a deterministic matrix satisfying $T^*T$ is diagonal. Assuming $M$…

Probability · Mathematics 2026-01-14 Xiucai Ding

We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…

Probability · Mathematics 2023-08-22 Le Chen , Cheng Ouyang , William Vickery
‹ Prev 1 8 9 10 Next ›