Related papers: Semi-discrete heat equations with variable coeffic…
We analyze multivariate ordered discrete response models with a lattice structure, modeling decision makers who narrowly bracket choices across multiple dimensions. These models map latent continuous processes into discrete responses using…
We study the Cauchy problem for the fractional semilinear heat equation with distributional inhomogeneous terms. By introducing the Lorentz--Morrey spaces, we overcome limitations of real interpolation in the classical local Morrey spaces…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
In the present paper, a systematic study is made of quantitative semicontinuity (a.k.a. Lipschitzian) properties of certain multifunctions, which are defined as a solution map associated to a family of parameterized ``split" feasibility…
In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…
This paper considers weak Galerkin finite element approximations for a quasistatic Maxwell viscoelastic model. The spatial discretization uses piecewise polynomials of degree $k \ (k\geq 1)$ for the stress approximation, degree $k+1$ for…
We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in…
Isolated patches of spatially oscillating pattern have been found to emerge near a pattern-forming instability in a wide variety of experiments and mathematical models. However, there is currently no mathematical theory to explain this…
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
In this paper a semidiscrete Fourier pseudospectral method for approximating Benjamin-type equations is introduced and analyzed. A study of convergence is presented.
Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…
We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…
For the discrete Laguerre operators we compute explicitly the corresponding heat kernels by expressing them with the help of Jacobi polynomials. This enables us to show that the heat semigroup is ultracontractive and to compute the…
We present the hyperasymptotic expansions for a certain group of solutions of the heat equation. We extend this result to a more general case of linear PDEs with constant coefficients. The generalisation is based on the method of Borel…
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…