Related papers: Refined stability estimates for mixed problems by …
In this paper we derive local estimates of solutions of the Perturbed Stokes system. This system arises as a reduction of the Stokes system near a curved part of the boundary of the domain if one applies a diffeomorphism flatting the…
In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…
We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
In this paper, we derive quasi-optimal $\textit{a priori}$ error estimates for the kinematic pressure for a Finite Element (FE) approximation of steady systems of $p$-Navier-Stokes type in the case of shear-thickening, $\textit{i.e.}$, in…
In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…
In this paper we develop new methods to obtain regularity criteria for the three-dimensional Navier-Stokes equations in terms of dynamically restricted endpoint critical norms: the critical Lebesgue norm in general or the critical weak…
We consider mechanics of composite materials in which thin inclusions are modeled by lower-dimensional manifolds. By successively applying the dimensional reduction to junctions and intersections within the material, a geometry of…
Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
Recent works showed that pressure-robust modifications of mixed finite element methods for the Stokes equations outperform their standard versions in many cases. This is achieved by divergence-free reconstruction operators and results in…
We approximate the solution of the Stokes equations by a new quasi-optimal and pressure robust discontinuous Galerkin discretization of arbitrary order. This means quasi-optimality of the velocity error independent of the pressure.…
The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…
A finite element (FE) discretization for the steady, incompressible, fully inhomogeneous, generalized Navier-Stokes equations is proposed. By the method of divergence reconstruction operators, the formulation is valid for all shear stress…