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Differential equations of infinite order are an increasingly important class of equations in theoretical physics. Such equations are ubiquitous in string field theory and have recently attracted considerable interest also from cosmologists.…
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…
The present paper is concerned with strong stability of solutions of non-autonomous equations of the form $\dot u(t)=A(t)u(t)$, where $A(t)$ is an unbounded operator in a Banach space depending almost periodically on $t$. A general…
We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…
Approximation techniques have been historically important for solving differential equations, both as initial value problems and boundary value problems. The integration of numerical, analytic and perturbation methods and techniques can…
A L{\'e}vy walk of order $\beta$ is studied on an interval of length $L$, driven out of equilibrium by different-density boundary baths. The anomalous current generated under these settings is nonlocally related to the density profile…
This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…
Differential equations with infinitely many derivatives, sometimes also referred to as ``nonlocal'' differential equations, appear frequently in branches of modern physics such as string theory, gravitation and cosmology. The goal of this…
It is well-known that wave-type equations with memory, under appropriate assumptions on the memory kernel, are uniformly exponentially stable. On the other hand, time delay effects may destroy this behavior. Here, we consider the…
The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and…
Estimating the condition numbers of random structured matrices is a well known challenge, linked to the design of efficient randomized matrix algorithms. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The…
We study perturbations of the eigenvalue problem for the negative Laplacian plus an indefinite and unbounded potential and Robin boundary condition. First we consider the case of a sublinear perturbation and then of a superlinear…
We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…
This work is a follow-up to our previous work "A numerical approach related to defect-type theories for some weakly random problems in homogenization" (preprint available on this archive). It extends and complements, both theoretically and…
The asymptotic behavior of a family of singularly perturbed PDEs in two time variables in the complex domain is studied. The appearance of a multilevel Gevrey asymptotics phenomenon in the perturbation parameter is observed. We construct a…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
A Neumann problem in the strip for the Fitzhugh Nagumo system is consid- ered. The transformation in a non linear integral equation permits to deduce a priori estimates for the solution. A complete asymptotic analysis shows that for large t…
Explicit exponential stability tests are obtained for the scalar neutral differential equation $$ \dot{x}(t)-a(t)\dot{x}(g(t))=-\sum_{k=1}^m b_k(t)x(h_k(t)), $$ together with exponential estimates for its solutions. Estimates for solutions…
Several counterexamples in analysis show the existence of some special object with some sort of pathological behavior. We present three different examples where the pathological behavior is not an isolated exception, but it is the "typical"…