相关论文: Composition of stochastic B-series with applicatio…
In this article we show how to compute a matrix representation and the implicit equation by means of the method developed in [Botbol: arXiv:1007.3437], using the computer algebra system Macaulay2 \cite{M2}. As it is probably the most…
In this article we provide an intrinsic characterization of the famous Howard-Bachmann ordinal in terms of a natural well-partial-ordering by showing that this ordinal can be realized as a maximal order type of a class of generalized trees…
We propose a stochastic representation for a simple class of transport PDEs based on Ito representations. We detail an algorithm using an estimator stemming for the representation that, unlike regularization by noise estimators, is…
We apply the {\it first-order formalism} method to obtaining BPS equations for Alice string. This is done by generalizing the well-known first-order formalism to the case of non-Abelian strings. We do not assume any specific gauge group nor…
In this article, we discuss sixth-order and seventh-order iterative methods for nonlinear equations. Derivative-based and derivative-free, both categories are presented for said iterative methods. Especially sixth-order derivative-based and…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The…
In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…
In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the…
In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…
We introduce an efficient algorithmic procedure for implementing the direct formula that represents the product of splines in the B-spline basis. We first demonstrate the relevance of this direct approach through numerical evidence showing…
We study probability distributions over free algebras of trees. Probability distributions can be seen as particular (formal power) tree series [Berstel et al 82, Esik et al 03], i.e. mappings from trees to a semiring K . A widely studied…
We introduce some new symmetric tensor categories based on the combinatorics of trees: a discrete family $\mathcal{D}(n)$, for $n \ge 3$ an integer, and a continuous family $\mathcal{C}(t)$, for $t \ne 1$ a complex number. The construction…
In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…
We proposed the tensor-input tree (TT) method for scalar-on-tensor and tensor-on-tensor regression problems. We first address scalar-on-tensor problem by proposing scalar-output regression tree models whose input variable are tensors (i.e.,…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
Integration of Ordinary Differential Equations (ODEs) using Backward Difference formula (BDF) methods with p backward steps achieves order p accuracy if specific conditions are met. This work extends the composition technique with complex…