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This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…

概率论 · 数学 2021-11-12 Guangshuo Zhou , Fengjiao Du , Shengjun Fan

This work is concerned with the construction of Gaussian Beam (GB) solutions for the numerical approximation of wave equations, semi-discretized in space by finite difference schemes. GB are high-frequency solutions whose propagation can be…

偏微分方程分析 · 数学 2023-06-12 Umberto Biccari , Enrique Zuazua

This article studies hypoellipticity on general filtered manifolds. We extend the Rockland criterion to a pseudodifferential calculus on filtered manifolds, construct a parametrix and describe its precise analytic structure. We use this…

微分几何 · 数学 2023-02-06 Shantanu Dave , Stefan Haller

We consider two different relativistic versions of the Kepler problem in the plane: the first one involves the relativistic differential operator, the second one involves a correction for the usual gravitational potential due to…

动力系统 · 数学 2023-03-02 Alberto Boscaggin , Walter Dambrosio , Guglielmo Feltrin

In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspects of the stochastic calculus related to the reflected…

概率论 · 数学 2009-07-14 Auguste Aman

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

统计方法学 · 统计学 2012-07-24 Judith Rousseau , Nicolas Chopin , Brunero Liseo

We look at simple BPS systems involving more than one field. We discuss the conditions that have to be imposed on various terms in Lagrangians involving many fields to produce BPS systems and then look in more detail at the simplest of such…

高能物理 - 理论 · 物理学 2019-09-04 L. A. Ferreira , P. Klimas , A. Wereszczynski , W. J. Zakrzewski

In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space on the one hand, and processes which typically occur in…

偏微分方程分析 · 数学 2013-05-21 Ana Bela Cruzeiro , Pierre-A. Vuillermot

We study obstructions to existence of non-commutative crepant resolutions, in the sense of Van den Bergh, over local complete intersections.

交换代数 · 数学 2009-11-25 Hailong Dao

This paper deals with some analytic aspects of GG system introduced by I.M.Gelfand and M.I.Graev: we compute the dimension of the solution space of GG system over the field of functions meromorphic and periodic with respect to a lattice. We…

代数几何 · 数学 2021-04-27 Saiei-Jaeyeong Matsubara-Heo

The general form of the cubic Boussinesq-type equation is considered. In special cases, this equation is reduced to the three different versions of the cubic Boussinesq equations and also the generalized modified cubic Boussinesq equation.…

斑图形成与孤子 · 物理学 2023-05-17 G. T. Adamashvili

A local convergence analysis of the Gauss-Newton method for solving injective-overdetermined systems of nonlinear equations under a majorant condition is provided. The convergence as well as results on its rate are established without a…

最优化与控制 · 数学 2013-03-21 Max Leandro Nobre Goncalves

We consider the nonlinear Schr\"{o}dinger equation of degree five on the circle $\mathbb{S}^1 = \mathbb{R}/2\pi$. We prove the existence of quasi-periodic solutions which bifurcate from "resonant" solutions (studied in [14]) of the system…

偏微分方程分析 · 数学 2017-06-28 Emanuele Haus , Michela Procesi

In a recent paper [16], the authors proposed a BGK model for relativistic gas mixtures based on the Marle-type approximation, which satisfies the fundamental kinetic properties: non-negativity of distribution functions, conservation laws,…

偏微分方程分析 · 数学 2024-04-02 Byung-Hoon Hwang , Myeong-Su Lee

We review the approach to the standard model of particle interactions based on spectral noncommutative geometry. The paper is (nearly) self-contained and presents both the mathematical and phenomenological aspects. In particular the bosonic…

高能物理 - 理论 · 物理学 2019-07-24 Agostino Devastato , Maxim Kurkov , Fedele Lizzi

We present a non-isospectral GBDT version of B\"acklund-Darboux transformation for the gravitational and $\sigma$-model equations. New families of explicit solutions correspond to the case of GBDT with non-diagonal generalized matrix…

偏微分方程分析 · 数学 2024-04-03 Alexander Sakhnovich

This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each procedure are outlined as well as the advantages of the Bayesian…

统计理论 · 数学 2014-02-04 Audronė Virbickaitė , M. Concepción Ausín , Pedro Galeano

A review is given of some 2-dimensional metrics for which noncommutative versions have been found. They serve partially to illustrate a noncommutative extension of the moving-frame formalism. All of these models suggest that there is an…

高能物理 - 理论 · 物理学 2007-05-23 M. Buric , J. Madore

This survey is based on lectures given by the authors during the program "Noncommutative algebraic geometry and representation theory" at the MSRI, Berkeley, in the spring of 2013. It covers the recent work of the authors on noncommutative…

代数几何 · 数学 2013-12-03 Matilde Marcolli , Goncalo Tabuada

We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and…

机器学习 · 统计学 2016-05-19 Shaobo Han , Xuejun Liao , David B. Dunson , Lawrence Carin
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