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This article develops a numerical approximation of a convex non-local and non-smooth minimization problem. The physical problem involves determining the optimal distribution, given by $h\colon \Gamma_I\to [0,+\infty)$, of a given amount…

Numerical Analysis · Mathematics 2025-05-08 Harbir Antil , Alex Kaltenbach , Keegan L. A. Kirk

We address the problem of parameter estimation for degenerate diffusion processes defined via the solution of Stochastic Differential Equations (SDEs) with diffusion matrix that is not full-rank. For this class of hypo-elliptic diffusions…

Statistics Theory · Mathematics 2024-09-04 Yuga Iguchi , Alexandros Beskos

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

We consider an insulated conductivity model with two neighboring inclusions of $m$-convex shapes in $\mathbb{R}^{d}$ when $m\geq2$ and $d\geq3$. We establish the pointwise gradient estimates for the insulated conductivity problem and…

Analysis of PDEs · Mathematics 2023-03-29 Zhiwen Zhao

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia

Medical image segmentation is a critical step in computer-aided diagnosis, and convolutional neural networks are popular segmentation networks nowadays. However, the inherent local operation characteristics make it difficult to focus on the…

Computer Vision and Pattern Recognition · Computer Science 2023-05-18 Fenghe Tang , Jianrui Ding , Lingtao Wang , Min Xian , Chunping Ning

Anatomical Landmark Detection is the process of identifying key areas of an image for clinical measurements. Each landmark is a single ground truth point labelled by a clinician. A machine learning model predicts the locus of a landmark as…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Julian Wyatt , Irina Voiculescu

This paper investigates the convergence of density approximations for stochastic heat equation in both uniform convergence topology and total variation distance. The convergence order of the densities in uniform convergence topology is…

Probability · Mathematics 2023-03-14 Chuchu Chen , Jianbo Cui , Jialin Hong , Derui Sheng

We study the problem of the nonparametric estimation for the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$. From the continuous observation of the sampling path on…

Statistics Theory · Mathematics 2023-10-23 Chiara Amorino , Arnaud Gloter

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

In this work, we design and analyze a novel, provably conditionally stable, weakly coupled partitioned scheme to solve the conjugate heat transfer (CHT) problem. We consider a model CHT problem consisting of linear advection-diffusion and…

Numerical Analysis · Mathematics 2026-02-23 Sarah Nataj , David C. Del Rey Fernández , David Brown , Rajeev Jaiman

We propose a one-dimensional (1D) diffusion equation (heat equation) for systems in which the diffusion constant (thermal diffusivity) varies alternately with a spatial period $a$. We solve the time evolution of the field (temperature)…

Mesoscale and Nanoscale Physics · Physics 2022-04-18 S. Makino , T. Fukui , T. Yoshida , Y. Hatsugai

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…

Analysis of PDEs · Mathematics 2025-02-27 D. Farazakis , G. Karali , A. Stavrianidi

We present a full-sky, covariance-weighted analysis of redshift-frame transformations in the Pantheon+ Type Ia supernova sample to assess their impact on local measurements of the Hubble constant. Using 1,543 supernovae with heliocentric…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-27 Said Laaroua

Rapid growth in the field of quantitative digital image analysis is paving the way for researchers to make precise measurements about objects in an image. To compute quantities from the image such as the density of compressed materials or…

Computer Vision and Pattern Recognition · Computer Science 2017-07-31 Marylesa Howard , Margaret C. Hock , B. T. Meehan , Leora Dresselhaus-Cooper

This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…

Numerical Analysis · Mathematics 2021-03-08 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

Strongly Correlated Electrons · Physics 2023-01-11 Hui Shao , Anders W. Sandvik

In this paper, we study a family of stochastic volatility processes; this family features a mean reversion term for the volatility and a double CEV-like exponent that generalizes SABR and Heston's models. We derive approximated closed form…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Bourgade Paul , Croissant Olivier
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