相关论文: Corrigendum to `Convergence of invariant measures …

In this note, it is shown that the results claimed in the paper [1]---as well as the examples presented there---are, unfortunately, incorrect.

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

In this article, the author provides full details of the proof of the concordance/isotopy problem. The first published proof, [5], accomplished this task only partially since there was an error, see the erratum [6], which damaged the main…

In this comment we point out some wrong statements in the paper by Inc and Cavlak, Phys. Scr. 78 (2008) 045008

A review of the author's results is given. Inversion formulas and stability estimates for the solutions to 3D inverse scattering problems with fixed-energy data are obtained. Inversions of exact and noisy data are stidied. The inverse…

We proceed here with our systematic study, initiated in [3], of multiscale problems with defects, within the context of homogenization theory. The case under consideration here is that of a diffusion equation with a diffusion coefficient of…

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…

In the note two errors in Low and Lapsley's article "Optimization Flow Control, I: Basic Algorithm and Convergence", "IEEE/ACM Transactions on Networking", 7(6), pp. 861-874, 1999, are shown. Because of these errors the proofs of both…

The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…

We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…

We implement an estimator for determining the separation between two incoherent point sources. This estimator relies on image inversion interferometry and when used with the appropriate data analytics, it yields an estimate of the…

We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

We respond to two sets of criticisms of our analysis in Noack & Niven, Journal of Fluid Mechanics 700, 187--213 (2012), made by Di Vita, Journal of Thermodynamics & Catalysis, 3: e108 (2012). We show that the criticisms are incorrect and…

This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…

This note corrects a pretty serious mistake and some inaccuracies in "Consensus and cooperation in networked multi-agent systems" by R. Olfati-Saber, J.A. Fax, and R.M. Murray, published in Vol. 95 of the Proceedings of the IEEE (2007, No.…

This paper concerns a posteriori error analysis for the streamline diffusion (SD) finite element method for the one and one-half dimensional relativistic Vlasov-Maxwell system. The SD scheme yields a weak formulation, that corresponds to an…

We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…