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We provide an introduction to Dirichlet forms on discrete spaces and study their global properties such as recurrence, stochastic completeness and regularity of the Neumann form. In this setting we compare the notion of a recurrent…

Functional Analysis · Mathematics 2016-09-05 Marcel Schmidt

Asymptotic expansions as well as necessary and sufficient conditions are provided for the pointwise convergence of the spherical partial integrals of the associated Fourier transforms on the real hyperbolic space. The proposed method…

Mathematical Physics · Physics 2020-05-25 Agapitos N. Hatzinikitas

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

Frames and Bessel sequences in Fr\'echet spaces and their duals are defined and studied. Their relation with Schauder frames and representing systems is analyzed. The abstract results presented here, when applied to concrete spaces of…

Functional Analysis · Mathematics 2017-02-22 José Bonet , Carmen Fernández , Antonio Galbis , Juan Miguel Ribera

Using the Dirichlet integrals, which are employed in the theory of Fourier series, this paper develops a useful method for the summation of series and the evaluation of integrals.

Classical Analysis and ODEs · Mathematics 2012-12-04 Donal F. Connon

Sequence transformations are valuable numerical tools that have been used with considerable success for the acceleration of convergence and the summation of diverging series. However, our understanding of their theoretical properties is far…

Mathematical Physics · Physics 2014-05-13 Riccardo Borghi , Ernst Joachim Weniger

We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techniques, developed by Bouleau, to hedging…

Pricing of Securities · Quantitative Finance 2010-01-29 Simone Scotti

In this article we shall go over recent work in proving dispersive and Strichartz estimates for the Dirichlet-wave equation. We shall discuss applications to existence questions outside of obstacles and discuss open problems.

Analysis of PDEs · Mathematics 2007-05-23 Christopher D. Sogge

We revisit Hardy's inequality in the scope of regular Dirichlet forms following an analytical method. We shall give an alternative necessary and sufficient condition for the occurrence of Hardy's inequality. A special emphasis will be given…

Functional Analysis · Mathematics 2009-04-02 Nedra Belhadjrhouma , Ali BenAmor

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

A detailed analysis of the remainder obtained by truncating the Euler series up to the $n$th-order term is presented. In particular, by using an approach recently proposed by Weniger, asymptotic expansions of the remainder, both in inverse…

Computational Physics · Physics 2010-02-18 Riccardo Borghi

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

Analysis of PDEs · Mathematics 2021-07-12 Xiaobing Feng , Mitchell Sutton

This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…

Numerical Analysis · Mathematics 2026-02-04 Lutz Angermann

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…

Numerical Analysis · Mathematics 2020-03-24 Xing Shen , Xiaoliang Cheng , Kewei Liang

We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…

Numerical Analysis · Mathematics 2020-11-13 Daxin Nie , Jing Sun , Weihua Deng

In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a…

Statistics Theory · Mathematics 2018-04-06 Sean van der Merwe , Daan de Waal

We consider the question of how approximations satisfying Dirichlet's theorem spiral around vectors in $\mathbb{R}^d$. We give pointwise almost everywhere results (using only the Birkhoff ergodic theorem on the space of lattices). In…

Number Theory · Mathematics 2014-11-27 Jayadev S. Athreya , Anish Ghosh , Jimmy Tseng

We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which the right-hand side functions satisfy Lipschitz condition globally…

Numerical Analysis · Mathematics 2021-05-03 Tomasz Bochacik , Paweł Przybyłowicz

We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit Euler-Maruyama discretisation scheme that allows us to prove strong convergence,…

Computational Finance · Quantitative Finance 2016-04-12 Jean-Francois Chassagneux , Antoine Jacquier , Ivo Mihaylov
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