相关论文: Regularity of probability laws by using an interpo…

The objective of this paper is to establish a connection between the problem of optimal regularity among solutions to elliptic PDEs with measurable coefficients and the Liouville property at infinity. Initially, we address the…

The superconvergence phenomenon is shown for products of free, identically distributed random variables. We also show that a certain Holder regularity, first demonstrated by Biane for the density of a free additive convolution with a…

We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on $L^2(G)$, where $G$ is an open bounded domain in $\mathbb{R}^d$ with smooth boundary. The…

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

In the space of all entire functions it is solved the problem of interpolation taking into account multiplicities by sums of the series of exponentials with the exponents from a given set. It is found a criterion of solubility of the…

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

We investigate the regularity of the law of Wong-Zakai-type approximations for It\^o stochastic differential equations. These approximations solve random differential equations where the diffusion coefficient is Wick-multiplied by the…

We introduce a new method for obtaining quantitative results in stochastic homogenization for linear elliptic equations in divergence form. Unlike previous works on the topic, our method does not use concentration inequalities (such as…

This paper introduces and investigates a regularity condition in the asymptotic sense for optimization problems whose objective functions are polynomial. Under this regularity condition, the normalization argument in asymptotic analysis…

In this contribution, a stochastic nonlinear evolution system under Neumann boundary conditions is investigated. Precisely, we are interested in finding an existence and uniqueness result for a random heat equation coupled with a…

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

Motivated by a challenging expectation of Rivi\`ere (2011), in the recent interesting work of deLongueville-Gastel (2019), de Longueville and Gastel proposed the following geometrical even order elliptic system \begin{equation*}…

Discontinuity with respect to data perturbations is common in algebraic computation where solutions are often highly sensitive. Such problems can be modeled as solving systems of equations at given data parameters. By appending auxiliary…

In this paper we produce new, optimal, regularity results for the solutions to $p$-Poisson equations. We argue through a delicate approximation method, under a smallness regime for the exponent $p$, that imports information from a limiting…

We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any…

We study the regularity results of holomorphic correspondences. As an application, we combine it with certain recently developed methods to obtain the extension theorem for proper holomorphic mappings between domains with real analytic…

As a generalization of Hermite interpolation problem, Birkhoff interpolation is an important subject in numerical approximation. This paper generalizes the existing Generalized Recursive Polynomial Interpolation Algorithm (GRPIA) that is…

We study the smoothness of the density of the solution to the nonlinear heat equation u_t=Lu(t,x)+\sigma(u(t,x))W on a torus with a periodic boundary condition, where L is the generator of a Levy process on the torus, and W is white noise.…

In this paper, we study the Dvoretzky covering problem with non-uniformly distributed centers. When the probability law of the centers admits an absolutely continuous density which satisfies a regular condition on the set of essential…