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We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

This paper is concerned with the directional derivative of the value function for a very general set-constrained optimization problem under perturbation. Under reasonable assumptions, we obtain upper and lower estimates for the upper and…

Optimization and Control · Mathematics 2023-11-08 Kuang Bai , Jane Ye

Two purposes will be shown in this paper. The first one is to extend the classic Tumura-Clunie type theorem for meromorphic functions of one complex variable to meromorphic functions of several complex variables by using Clunie lemma. The…

Complex Variables · Mathematics 2024-03-11 Wenjie Hao , Qingcai Zhang

We provide a detailed derivation of the Karhunen-Lo\`eve expansion of a stochastic process. We also discuss briefly Gaussian processes, and provide a simple numerical study for the purpose of illustration.

Probability · Mathematics 2015-10-28 Alen Alexanderian

The object of this paper is to investigate the certain results involving Bateman's matrix polynomials for integral index. We obtain some properties, integral representation and recurrence relations for hypergeometric matrix function. We…

General Mathematics · Mathematics 2024-07-18 Ghazi S. Khammash , Shimaa I. Moustafa , Shahid Mubeen , Saralees Nadarajah , Ayman Shehata

Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…

Complex Variables · Mathematics 2018-12-18 S. V Ludkovsky

In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…

Classical Analysis and ODEs · Mathematics 2020-03-31 Vitalii Makogin , Yuliya Mishura

In this work, approximations for real two variables function $f$ which has continuous partial $(n-1)$-derivatives $(n \ge 1)$ and has the $n$--th partial derivative of bounded bivariation or absolutely continuous are established. Explicit…

Classical Analysis and ODEs · Mathematics 2016-11-08 Mohammad W. Alomari

In this paper, we obtain a Carleman estimate for the higher order partial differential operator. In the process of establishing this estimate, we developed a new method, which is called the back-propagation method (the BPM, for short). This…

Analysis of PDEs · Mathematics 2024-04-23 Xiaoyu Fu , Yuan Gao

In this note we study some basic properties of general fractional derivatives induced by weighted Bergman kernels. As an application we demonstrate a method for generating pre-images of analytic functions under weighted Bergman projections.…

Complex Variables · Mathematics 2018-10-05 Antti Perälä

We obtain sharp weighted estimates for solutions of the equation $\partial$ u = f in a lineally convex domain of finite type. Precisely we obtain estimates in the spaces L p ($\Omega$,$\delta$ $\gamma$), $\delta$ being the distance to the…

Complex Variables · Mathematics 2017-04-13 Ph. Charpentier , Y Dupain

Existing approaches for derivative estimation are restricted to univariate functional data. We propose two methods to estimate the principal components and scores for the derivatives of multivariate functional data. As a result, the…

Methodology · Statistics 2024-11-28 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

The goal of this thesis is threefold: first, to provide a general semantic setting for reasoning about incremental computation. Second, to establish and clarify the connection between derivatives in the incremental sense and derivatives in…

Logic in Computer Science · Computer Science 2020-06-30 Mario Alvarez-Picallo

We first prove some weighted inequalities for compositions of functions on time scales which are in turn applied to establish some new dynamic Opial-type inequalities in several variables. Some generalizations and applications to partial…

Classical Analysis and ODEs · Mathematics 2016-05-31 Tran Dinh Phung

In this paper, we investigate shared value problems for shifts and higher-order difference operators of meromorphic and entire functions in several complex variables. Using Nevanlinna theory in $\mathbb{C}^n$, we obtain new uniqueness…

Complex Variables · Mathematics 2026-02-17 Abhijit Banerjee , Sujoy Majumder , Jhilik Banerjee

This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…

Numerical Analysis · Mathematics 2021-11-02 Korney Tomashchuk

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Machine Learning · Computer Science 2016-06-02 Andriy Mnih , Danilo J. Rezende

We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…

Optimization and Control · Mathematics 2011-11-11 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We intend to derive the moment and exponential tail estimates for the so-called bivariate or more generally multivariate functional operations, not necessary to be linear or even multilinear. We will show also the strong or at last weak…

Functional Analysis · Mathematics 2018-05-08 E. Ostrovsky , L. Sirota

The explicit semiclassical treatment of logarithmic perturbation theory for the bound-state problem within the framework of the radial Klein-Gordon equation with attractive real-analytic screened Coulomb potentials, contained time-component…

Quantum Physics · Physics 2007-05-23 I. V. Dobrovolska , R. S. Tutik