相关论文: Piecewise linear approximation for the dynamical $…

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

This paper concerns a method of selecting a subset of features for a sequential logit model. Tanaka and Nakagawa (2014) proposed a mixed integer quadratic optimization formulation for solving the problem based on a quadratic approximation…

In this paper we treat semilinear stochastic partial differential equations by two methods. First, we extend the framework of [BDR10] from a Hilbert space to a Gelfand triple and as an application we prove the existence of solutions for the…

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

These lecture notes grew out of a series of lectures given by the second named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main aim is to explain some aspects of the theory of "Regularity structures" developed…

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…

We propose a model for restoration of spatio-temporal TIRF images based on infimal decomposition regularization model named STAIC proposed earlier. We propose to strengthen the STAIC algorithm by enabling it to estimate the relative weights…

A nonperturbative renormalization of the phi^4 model is considered. First we integrate out only a single pair of conjugated modes with wave vectors +/- q. Then we are looking for the RG equation which would describe the transformation of…

This article describes a method for constructing approximations to periodic solutions of dynamic Lorenz system with classical values of the system parameters. The author obtained a system of nonlinear algebraic equations in general form…

In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…

This article is devoted to nonlinear approximation and estimation via piecewise polynomials built on partitions into dyadic rectangles. The approximation rate is studied over possibly inhomogeneous and anisotropic smoothness classes that…

We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in $1+1$ dimensions. In order to show that the renormalisation counterterms are local in the solution, a careful…

A characterization of the support in H\"{o}lder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequence of an approximation theorem, in the convergence of…

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

We present a semi-sparsity model for 3D triangular mesh denoising, which is motivated by the success of semi-sparsity regularization in image processing applications. We demonstrate that such a regularization model can be also applied for…

The ability to quantify stochastic fluctuations present in biochemical and other systems is becoming increasing important. Analytical descriptions of these fluctuations are attractive, as stochastic simulations are computationally…