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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…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

The Majority is Stablest Theorem has numerous applications in hardness of approximation and social choice theory. We give a new proof of the Majority is Stablest Theorem by induction on the dimension of the discrete cube. Unlike the…

Computational Complexity · Computer Science 2012-11-07 Anindya De , Elchanan Mossel , Joe Neeman

In his seminal work, Weinstein considered the question of the ground states for discrete Schr\"odinger equations with power law nonlinearities, posed on ${\mathbb Z}^d$. More specifically, he constructed the so-called normalized waves, by…

Analysis of PDEs · Mathematics 2021-11-02 Atanas G. Stefanov , Ryan M. Ross , Panayotis G. Kevrekidis

Sequential lateration is a class of methods for multidimensional scaling where a suitable subset of nodes is first embedded by some method, e.g., a clique embedded by classical scaling, and then the remaining nodes are recursively embedded…

Statistics Theory · Mathematics 2024-12-10 Ery Arias-Castro , Siddharth Vishwanath

We investigate dynamics near Turing patterns in reaction-diffusion systems posed on the real line. Linear analysis predicts diffusive decay of small perturbations. We construct a "normal form" coordinate system near such Turing patterns…

Analysis of PDEs · Mathematics 2015-10-29 Arnd Scheel , Qiliang Wu

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Optimization and Control · Mathematics 2019-03-29 Nicolas Gillis , Michael Karow , Punit Sharma

We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…

Dynamical Systems · Mathematics 2022-09-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

Differential complexes such as the de Rham complex have recently come to play an important role in the design and analysis of numerical methods for partial differential equations. The design of stable discretizations of systems of partial…

Numerical Analysis · Mathematics 2025-10-20 Douglas N. Arnold

We study non-orthogonality of symmetric, regular types and show that it preserves generic stability and is an equivalence relation on the set of all generically stable, regular types. We will also prove that some of the nice properties from…

Logic · Mathematics 2015-03-17 Predrag Tanović

The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…

Fluid Dynamics · Physics 2007-05-23 Masato Ida , Nobuyuki Oshima

The stability of statistical analysis is an important indicator for reproducibility, which is one main principle of scientific method. It entails that similar statistical conclusions can be reached based on independent samples from the same…

Machine Learning · Statistics 2015-09-01 Wei Sun , Xingye Qiao , Guang Cheng

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

At each time $n\in\mathbb{N}$, let $\bar{Y}^{(n)}=(y_{1}^{(n)},y_{2}^{(n)},\cdots)$ be a random sequence of non-negative numbers that are ultimately zero in a random environment $\xi=(\xi_{n})_{n\in\mathbb{N}}$ in time, which satisfies for…

Probability · Mathematics 2019-08-06 Wenming Hong , Xiaoyue Zhang

The stable clustering hypothesis is a fundamental assumption about the nonlinear clustering of matter in cosmology. It states that the mean physical separation of particles is a constant on sufficiently small scales. While many authors have…

Astrophysics · Physics 2009-11-06 Y. P. Jing

In this paper, we introduce the following concept which generalizes known definitions of multiplicative and additive $D$-stability, Schur $D$-stability, $H$-stability, $D$-hyperbolicity and many others. Given a subset ${\mathfrak D} \subset…

Spectral Theory · Mathematics 2018-06-06 Olga Y. Kushel

We study the learnability of sums of independent integer random variables given a bound on the size of the union of their supports. For $\mathcal{A} \subset \mathbf{Z}_{+}$, a sum of independent random variables with collective support…

Data Structures and Algorithms · Computer Science 2020-11-13 Anindya De , Philip M. Long , Rocco A. Servedio

A random balanced sample (RBS) is a multivariate distribution with n components X_1,...,X_n, each uniformly distributed on [-1, 1], such that the sum of these components is precisely 0. The corresponding vectors X lie in an…

Statistics Theory · Mathematics 2007-06-18 Peter Bubenik , John Holbrook

In recent years various results about locally symmetric manifolds were proven using probabilistic approaches. One of the approaches is to consider random manifolds by associating a probability measure to the space of discrete subgroups of…

Group Theory · Mathematics 2025-01-22 Tsachik Gelander

This paper introduces the order-theoretic concept of lattices along with the concept of consistent quantification where lattice elements are mapped to real numbers in such a way that preserves some aspect of the order-theoretic structure.…

Logic in Computer Science · Computer Science 2018-07-23 Kevin H. Knuth

We study concentration properties of random vectors of the form $AX$, where $X = (X_1, ..., X_n)$ has independent coordinates and $A$ is a given matrix. We show that the distribution of $AX$ is well spread in space whenever the…

Probability · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin