相关论文: Integrability of solutions of the Skorokhod Embedd…

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

An instance $I$ of the Stable Matching Problem (SMP) is given by a bipartite graph with a preference list of neighbors for every vertex. A swap in $I$ is the exchange of two consecutive vertices in a preference list. A swap can be viewed as…

We prove that if the Sobolev embedding $M^{1,p}(X)\hookrightarrow L^q(X)$ holds for some $q>p\geq 1$ in a metric measure space $(X,d,\mu),$ then a constant $C$ exists such that $\mu(B(x,r))\geq Cr^n$ for all $x\in X$ and all $0<r\leq 1,$…

Let $X(\cdot)$ be a non-degenerate, positive recurrent one-dimensional diffusion process on $\mathbb{R}$ with invariant probability density $\mu(x)$, and let $\tau_y=\inf\{t\ge0: X(t)=y\}$ denote the first hitting time of $y$. Let…

Electromagnetic Inverse Scattering Problems (EISP) have gained wide applications in computational imaging. By solving EISP, the internal relative permittivity of the scatterer can be non-invasively determined based on the scattered…

In this work, a subdiffusion equation with constant time delay $\tau$ is considered. First, the regularity of the solution to the considered problem is investigated, finding that its first-order time derivative exhibits singularity at…

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…

Suppose a solid has a crack filled with a gas. If the crack reaches the surrounding medium, how long does it take the gas to diffuse out of the crack? Iterated Brownian motion serves as a model for diffusion in a crack. If \tau is the first…

We derive the optimal rate of convergence for the mean squared error at the terminal point for anticipating linear stochastic differential equations, where the integral is interpreted in Skorohod sense. Although alternative proof techniques…

Given a probability measure $P$ on a $\sigma$-algebra of subsets of a set $\Omega$, an interval $I\subset\mathbb R$, $g\in L^1(I)$, and a function $\varphi\colon I\times\Omega\to I$ fulfilling some conditions we obtain results on the…

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

This paper investigates the problem of time-harmonic acoustic scattering in an inhomogeneous medium with a complex topological structure. Specifically, the medium is anisotropic and contains several disjoint sound-soft obstacles. This model…

We develop a parabolic inf-sup theory for a modified TraceFEM semi-discretization in space of the heat equation posed on a stationary surface embedded in $\mathbb{R}^n$. We consider the normal derivative volume stabilization and add an…

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

Determining whether two STRIPS planning instances are isomorphic is the simplest form of comparison between planning instances. It is also a particular case of the problem concerned with finding an isomorphism between a planning instance…

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…

We propose and analyze a space-time Local Discontinuous Galerkin method for the approximation of the solution to parabolic problems. The method allows for very general discrete spaces and prismatic space-time meshes. Existence and…

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

We prove the nonlinear asymptotic stability of stably stratified solutions to the Incompressible Porous Media equation (IPM) for initial perturbations in $\dot H^{1-\tau}(\mathbb{R}^2) \cap \dot H^s(\mathbb{R}^2)$ with $s > 3$ and for any…