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We provide abstract, general and highly uniform rates of asymptotic regularity for a generalized stochastic Halpern-style iteration, which incorporates a second mapping in the style of a Krasnoselskii-Mann iteration. This iteration is…

最优化与控制 · 数学 2025-12-19 Nicholas Pischke , Thomas Powell

We consider the asymptotic behavior of the global solutions to the initial value problem for the generalized KdV-Burgers equation. It is known that the solution to this problem converges to a self-similar solution to the Burgers equation…

偏微分方程分析 · 数学 2025-04-03 Ikki Fukuda

In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…

数值分析 · 数学 2018-12-18 J. Tanner Slagel , Julianne Chung , Matthias Chung , David Kozak , Luis Tenorio

In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…

概率论 · 数学 2024-02-12 Giacomo Ascione , Mladen Savov , Bruno Toaldo

Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

概率论 · 数学 2026-05-26 Emmanuel Akame Mfoumou , David Holcman

Adsorption of a symmetric (AB) random copolymer (RC) onto a symmetric (ab) random heterogeneous surface (RS) is studied in the annealed approximation by using a two-dimensional partially directed walk model of the polymer. We show that in…

软凝聚态物质 · 物理学 2015-06-15 A. A. Polotsky

This study investigates the dynamics of alternating minimization applied to a bilinear regression task with normally distributed covariates, under the asymptotic system size limit where the number of parameters and observations diverge at…

最优化与控制 · 数学 2025-02-03 Koki Okajima , Takashi Takahashi

The behaviour of solutions to fourth order problems is studied through the decomposition into a system of second order ones, which leads to relaxed formulations with the introduction of measure terms. This allows to solve a shape…

泛函分析 · 数学 2007-05-23 Paolo Dall'Aglio

We introduce coarse-grained hydrodynamic equations of motion for diffusion-annihilation system with a power-law long-range interaction. By taking into account fluctuations of the conserved order parameter - charge density - we derive an…

凝聚态物理 · 物理学 2009-10-28 Valeriy V. Ginzburg , Leo Radzihovsky , Noel A. Clark

We propose a global convergent numerical method to reconstruct the initial condition of a nonlinear parabolic equation from the measurement of both Dirichlet and Neumann data on the boundary of a bounded domain. The first step in our method…

数值分析 · 数学 2022-05-25 Thuy T. Le

Further development of the method of computational experiments for solving ill-posed problems is given. The effective (unoverstated) estimate for solution error of the first-kind equation is obtained using the truncating singular numbers…

数值分析 · 数学 2015-09-22 V. S. Sizikov , A. V. Stepanov

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

统计理论 · 数学 2017-06-08 Mikhail Ermakov

In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…

经典分析与常微分方程 · 数学 2011-03-31 Manwah Lilian Wong

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…

统计方法学 · 统计学 2025-03-17 Jan Albrecht , Sebastian Reich

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

偏微分方程分析 · 数学 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…

数学物理 · 物理学 2007-05-23 V. L. Golo , D. O. Sinitsyn

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

应用统计 · 统计学 2011-12-06 Timothy B. Armstrong

We develop Second Order Asymptotical Regularization (SOAR) methods for solving inverse source problems in elliptic partial differential equations with both Dirichlet and Neumann boundary data. We show the convergence results of SOAR with…

数值分析 · 数学 2019-01-23 Ye Zhang , Rongfang Gong

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

统计理论 · 数学 2022-07-04 Teppei Ogihara

An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…

概率论 · 数学 2024-12-17 Juraj Földes , David P. Herzog