Related papers: Averaging Theorems for Ordinary Differential Equat…
A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The…
In the present work, we adopt the idea of velocity averaging lemma to establish regularity for stationary linearized Boltzmann equations in a bounded convex domain. Considering the incoming data, with three iterations, we establish…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…
We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete…
We present a new, short proof of the increased regularity obtained by solutions to uniformly parabolic partial differential equations. Though this setting is fairly introductory, our new method of proof, which uses a priori estimates, can…
For the ordinary differential equation (ODE) $\dot{x}(t) = f(t,x)$, $x(0) = x_0$, $t\geq 0$, $x\in R^d$, assume $f$ to be at least continuous in $t$ and locally Lipshitz in $x$, and if necessary, several times continuously differentiable in…
We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include…
We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations…
One method to determine whether or not a system of partial differential equations is consistent is to attempt to construct a solution using merely the "algebraic data" associated to the system. In technical terms, this translates to the…
Motivated by polynomial approximations of differential forms, we study analytical and numerical properties of a polynomial interpolation problem that relies on function averages over interval segments. The usage of segment data gives rise…
By developing new efficient techniques and using an appropriate fixed point theorem, we derive several new sufficient conditions for the pseudo almost periodic solutions with double measure for some system of differential equations with…
We propose a general analytical framework for single-facility continuous location problems under spatial demand uncertainty. In contrast to classical formulations based on discrete or regionally aggregated demands, the proposed model…
The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…
We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…
We study the problem of estimating time-varying coefficients in ordinary differential equations. Current theory only applies to the case when the associated state variables are observed without measurement errors as presented in…
We prove Holder regularity for solutions of non divergence integro-differential equations with non necessarily even kernels. The even/odd decomposition of the kernel can be understood as a sum of a diffusion and a drift term. In our case we…
By means of a recent Birkhoff-Kellogg type theorem, we discuss the solvability of a fairly general class of parameter-dependent fourth order retarded differential equations subject to functional boundary conditions. We seek solutions within…
In this paper, we present an averaging method for obtaining quasi-periodic response solutions in perturbed, real analytic, quasi-periodic systems with Diophantine frequency vectors. Under the assumptions that the averaged system possesses a…
For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…
Using the damped pendulum system we introduce the averaging method to study the periodic solutions of a dynamical system with small perturbation. We provide sufficient conditions for the existence of periodic solutions with small amplitude…