相关论文: Zeev Schuss' legacy: an unexpected path in applied…

Despite persistent efforts in revealing the temporal patterns in scientific careers, little attention has been paid to the spatial patterns of scientific activities in the knowledge space. Here, drawing on millions of papers in six…

Boundary integral methods are highly suited for problems with complicated geometries, but require special quadrature methods to accurately compute the singular and nearly singular layer potentials that appear in them. This paper presents a…

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

The main content of this book is composed from two doctoral theses: by V.\,V.~Katrakhov (1989) and by S.\,M.~Sitnik (2016). In our work, for the first time in the format of a monograph, we systematically expound the theory of transmutation…

Stochastic formalisms are necessary to describe the behavior of many biological systems. However, there remains a lack of numerical methods available to calculate the stationary probability distributions of stochastic reaction networks. We…

In infectious disease modelling, the expected time from endemicity to extinction (of infection) may be analysed via WKB approximation, a method with origins in mathematical physics. The method is very general, but its uptake to date may…

Jacobi is one of the most famous mathematicians of his century. His name is attached to many results in various fields of mathematics and his complete works in seven volumes have been available since the end of the XIXth century and are…

Boris Venkov passed away on November 10 2011 just 5 days before his 77th birthday. This article gives a short survey of the mathematical work of Boris Venkov in this direction.

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…

This paper presents a brief historical survey of iterative methods for solving linear systems of equations. The journey begins with Gauss who developed the first known method that can be termed iterative. The early 20th century saw good…

Schauder theory is a basic tool in the study of elliptic and parabolic PDEs, asserting that solutions inherit the regularity of the coefficients. It plays a central role in establishing higher regularity for solutions to a broad class of…

We study four systems and their interactions. First, we formulate a unified system of coupled forward-backward stochastic partial differential equations (FB-SPDEs) with Levy jumps, whose drift, diffusion, and jump coefficients may involve…

We describe an approach to classify (meromorphic) representations of a given vertex operator algebra by calculating Zhu's algebra explicitly. We demonstrate this for FKS lattice theories and subtheories corresponding to the Z_2 reflection…

In November 2014 Alexander Grothendieck passed away at the age of 86. There is no doubt that he was one of the greatest and most innovative mathematicians of the 20th century. After a bitter childhood, his meteoric ascent started in the…

In this paper we consider (upward skip-free) discrete-time and discrete-space Markov additive chains (MACs) and develop the theory for the so-called $\tilde{W}$ and $\tilde{Z}$ scale matrices. which are shown to play a vital role in the…

This paper presents a Bayesian estimation framework for Wiener models, focusing on learning nonlinear output functions under known linear state dynamics. We derive a closed-form optimal affine estimator for the unknown parameters,…

We recently published [J. Phys A: Math. Theor. {\bf 45} 115202 (2012)] a new and more efficient implementation of a transfer-matrix algorithm for exact enumerations of self-avoiding polygons. Here we extend this work to the enumeration of…

Egbert Brieskorn died on July 11, 2013, a few days after his 77th birthday. He was an impressive personality who has left a lasting impression on all who knew him, whether inside or outside of mathematics. Brieskorn was a great…