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In this paper we develop a way of obtaining Green's functions for partial differential equations with linear involutions by reducing the equation to a higher-order PDE without involutions. The developed theory is applied to a model of heat…

Classical Analysis and ODEs · Mathematics 2017-07-05 F. Adrián F. Tojo , Pedro J. Torres

We consider a class of linear ODEs of second order with variable coefficients and construct its Lie algebra of Lie group of equivalence transformations. Further we find invariants and differential invariants of this Lie algebra and by using…

Classical Analysis and ODEs · Mathematics 2010-01-19 Ivan Tsyfra , Tomasz Czyzycki

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

Numerical solutions to high-dimensional partial differential equations (PDEs) based on neural networks have seen exciting developments. This paper derives complexity estimates of the solutions of $d$-dimensional second-order elliptic PDEs…

Numerical Analysis · Mathematics 2021-11-09 Ziang Chen , Jianfeng Lu , Yulong Lu

We develop a general comparison result for inf convolution operators related to rearrangement. As a consequence we derive comparison results under spherically symmetric rearrangement for Laplace and polar transforms. As a by product we…

Probability · Mathematics 2025-08-12 Devraj Duggal , James Melbourne , Cyril Roberto

In this survey we collect some recent results obtained by the authors and collaborators concerning the fine structure of functions of bounded deformation (BD). These maps are $\mathrm{L}^1$-functions with the property that the symmetric…

Analysis of PDEs · Mathematics 2020-02-06 Guido De Philippis , Filip Rindler

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…

Probability · Mathematics 2025-06-24 Anna Vidotto , Guangqu Zheng

In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…

Probability · Mathematics 2020-07-09 Xue Dong He , Zhaoli Jiang

$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

The non-commutative strategy developed by Bagarello (see Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 - 2394) for the analysis of systems of ordinary differential equations (ODEs) is extended to a class of partial…

Mathematical Physics · Physics 2015-08-25 Jean Ghislain Compaore , Villevo Adanhounme , Mahouton Norbert Hounkonnou

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Probability · Mathematics 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

This paper offers a new and complete description of subnormal solutions of certain non-homogeneous second order periodic linear differential equations first studied by Gundersen and Steinbart in 1994. We have established a previously…

Complex Variables · Mathematics 2015-03-13 Y. M. Chiang , K. W. Yu

Here we present a new approach to search for first order invariants (first integrals) of rational second order ordinary differential equations. This method is an alternative to the Darbouxian and symmetry approaches. Our procedure can…

Mathematical Physics · Physics 2018-10-09 J. Avellar , M. S. Cardoso , L. G. S. Duarte , L. A. C. P. da Mota

We investigate a connection between the differential of polylogarithms (as considered by Cathelineau) and a finite variant of them. This allows to answer a question raised by Kontsevich concerning the construction of functional equations…

K-Theory and Homology · Mathematics 2007-05-23 Philippe Elbaz-Vincent , Herbert Gangl , Maxim Kontsevich

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

The linearization problem of a second-order ordinary differential equation by the generalized Sundman transformation was considered earlier by Duarte, Moreira and Santos using the Laguerre form. The results obtained in the present paper…

Classical Analysis and ODEs · Mathematics 2010-06-16 Warisa Nakpim , Sergey V. Meleshko

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

Recently, we proposed to transform the outputs of each hidden neuron in a multi-layer perceptron network to have zero output and zero slope on average, and use separate shortcut connections to model the linear dependencies instead. We…

Machine Learning · Computer Science 2013-03-12 Tommi Vatanen , Tapani Raiko , Harri Valpola , Yann LeCun
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