Related papers: On low frequency inference for diffusions without …

In this note we show that the non-symmetric version of the classical Nitsche's method for the weak imposition of boundary conditions is stable without penalty term. We prove optimal $H^1$-error estimates and $L^2$-estimates that are…

We prove an inequality of H\"older type traducing the unique continuation property at one time for the heat equation with a potential and Neumann boundary condition. The main feature of the proof is to overcome the propagation of smallness…

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

This work considers the inverse dynamic source problem arising from the time-domain fluorescence diffuse optical tomography (FDOT). We recover the dynamic distributions of fluorophores in biological tissue by the one single boundary…

We prove $L^p$-mass concentration properties of Laplace eigenfunctions away from their nodal sets, extending a recent result in \cite{GM3} to all dimensions, and giving a slight refinement of a result in \cite{JN}. As a consequence, we are…

We consider certain non-integer base $\beta$-expansions of Parry's type and we study various properties of the transfer (Perron-Frobenius) operator $\mathcal{P}:L^p([0,1])\mapsto L^p([0,1])$ with $p\geq 1$ and its associated composition…

We show a general relation between fixed point stability of suitably perturbed transfer operators and convergence to equilibrium (a notion which is strictly related to decay of correlations). We apply this relation to deterministic…

Assume that $X$ is a Banach space of measurable functions for which Koml\'os' Theorem holds. We associate to any closed convex bounded subset $C$ of $X$ a coefficient $t(C)$ which attains its minimum value when $C$ is closed for the…

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile and expectile regression settings. Under Hellinger differentiability on the error distribution and other mild conditions,…

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…

Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…

In this note, we propose a probabilistic approach to bound the (dimension-free) Lipschitz constant of the Langevin flow map on $\mathbb{R}^d$ introduced by Kim and Milman (2012). As example of application, we construct Lipschitz maps from a…

For the Neumann heat flow on nonconvex Riemannian domains $D\subset M$, we provide sharp gradient estimates and transport estimates with a novel $\sqrt t$-dependence, for instance, $$\text{Lip}( P^D_tf)\le e^{2S \,…

This paper studies the asymptotic behavior of the constant step Stochastic Gradient Descent for the minimization of an unknown function F , defined as the expectation of a non convex, non smooth, locally Lipschitz random function. As the…

This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…

We consider the inverse problem of determining the Lam\'e moduli for a piecewise constant elasticity tensor ${\mathbb C}= \sum_{j} {\mathbb C}_j \chi_{D_j}$, where $\{D_j\}$ is a known finite partition of the body $\Omega$, from the…

The paper presents analytic expressions of minimax (worst-case) estimates for solutions of linear abstract Neumann problems in Hilbert space with uncertain (not necessarily bounded!) inputs and boundary conditions given incomplete…