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We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…

Probability · Mathematics 2020-01-13 Peter Friz , Torstein Nilssen , Wilhelm Stannat

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

Physics-informed neural networks have shown significant potential in solving partial differential equations (PDEs) across diverse scientific fields. However, their performance often deteriorates when addressing PDEs with intricate and…

Machine Learning · Computer Science 2025-02-18 Nanxi Chen , Chuanjie Cui , Rujin Ma , Airong Chen , Sifan Wang

Persistent homology has become an important tool for extracting geometric and topological features from data, whose multi-scale features are summarized in a persistence diagram. From a statistical perspective, however, persistence diagrams…

Statistics Theory · Mathematics 2022-06-07 Siddharth Vishwanath , Kenji Fukumizu , Satoshi Kuriki , Bharath Sriperumbudur

This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…

Classical Analysis and ODEs · Mathematics 2014-10-07 Lajos Gergely Gyurkó

This work is motivated by the frequent occurrence of boundary value problems with various boundary conditions in the modeling of some problems in engineering and physical science. Here we propose a new technique to force the positive…

Numerical Analysis · Mathematics 2019-06-19 Babak Azarnavid , Mohammad Nabati , Mahdi Emamjome , Kourosh Parand

A two-particle self-consistency is rarely part of mean-field theories. It is, however, essential for avoiding spurious critical transitions and unphysical behavior. We present a general scheme for constructing analytically controllable…

Strongly Correlated Electrons · Physics 2019-11-20 Václav Janiš , Peter Zalom , Vladislav Pokorný , Antonín Klíč

We investigate the dynamics of an arbitrary Dirichlet (D-) string in presence of general curved backgrounds following a path-integral formalism. In particular, we consider the interaction of D-string with the massless excitations of closed…

High Energy Physics - Theory · Physics 2008-11-26 Supriya Kar

Topological data analysis offers a rich source of valuable information to study vision problems. Yet, so far we lack a theoretically sound connection to popular kernel-based learning techniques, such as kernel SVMs or kernel PCA. In this…

Machine Learning · Statistics 2014-12-24 Jan Reininghaus , Stefan Huber , Ulrich Bauer , Roland Kwitt

Direct numerical solution of the coordinate-space integral-equation version of the two-particle Lippmann Schwinger (LS) equation is considered as a means of avoiding the shortcomings of partial-wave expansion at high energies and in the…

Computational Physics · Physics 2016-11-15 Zeki C. Kuruoglu

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

The dynamic structure factor (DSF) is a mathematical function that contains information about inter-particle correlations and their time evolution. Mostly the classical molecular dynamics is used to calculate the DSF of the classical…

Disordered Systems and Neural Networks · Physics 2024-07-08 V. S. Filinov , P. R. Levashov , A. S. Larkin

A new data-based smoothing parameter for circular kernel density (and its derivatives) estimation is proposed. Following the plug-in ideas, unknown quantities on an optimal smoothing parameter are replaced by suitable estimates. This paper…

Computation · Statistics 2022-11-21 Jose Ameijeiras-Alonso

Physics-informed neural networks (PINNs) have emerged as a flexible framework for solving partial differential equations, but their performance on interface problems remains challenging because continuity and flux conditions are typically…

Numerical Analysis · Mathematics 2026-05-19 Seung Whan Chung , Stephen T. Castonguay , Sumanta Roy , Michael S. Penwarden , Yucheng Fu , Pratanu Roy

We present a framework based on modified dyadic shifts to prove multiple results of modern singular integral theory under mild kernel regularity. Using new optimized representation theorems we first revisit a result of Figiel concerning the…

Classical Analysis and ODEs · Mathematics 2020-09-28 Emil Airta , Henri Martikainen , Emil Vuorinen

In this paper, we adapt the differential signature construction to the equivalence problem for complex plane algebraic curves under the actions of the projective group and its subgroups. Given an action of a group $G$, a signature map…

Algebraic Geometry · Mathematics 2019-06-11 Irina A. Kogan , Michael Ruddy , Cynthia Vinzant

We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…

Pricing of Securities · Quantitative Finance 2026-02-03 Antoine Jacquier , Zan Zuric

In this paper we develop a numerical scheme based on quadratures to approximate solutions of integro-differential equations involving convolution kernels, $\nu$, of diffusive type. In particular, we assume $\nu$ is symmetric and…

Numerical Analysis · Mathematics 2020-11-03 Loic Cappanera , Gabriela Jaramillo , Cory Ward

We develop a novel approach for the self-consistent solution of coupled sets of Bethe-Salpeter and Schwinger-Dyson equations in QCD. This framework allows us to maintain the axial Ward-Takahashi identities of the theory within advanced…

High Energy Physics - Phenomenology · Physics 2025-09-30 Angel. S. Miramontes , Jose M. Morgado Chavez , Joannis Papavassiliou , Jan M. Pawlowski

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright