相关论文: Sharp forms of Nevanlinna error terms in different…

Due to the intrinsically initial singularity of solution and the discrete convolution form in numerical Caputo derivatives, the traditional $H^1$-norm analysis (corresponding to the case for a classical diffusion equation) to the time…

In this paper, the existence of smooth positive solutions to a Robin boundary-value problem with non-homogeneous differential operator and reaction given by a nonlinear convection term plus a singular one is established. Proofs chiefly…

This paper is associated with Nevanlinna class, Dirichlet series and Szeg\"o's problem in infinitely many variables. As we will see, there is a natural connection between these topics. The paper first introduces the Nevanlinna class and the…

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

The main objective of this study is to investigate the existence and forms of solutions of systems of general quadratic functional equations in $\mathbb{C}^n$. By utilizing Nevanlinna theory in $\mathbb{C}^n$, we explore the existence and…

The purpose of this note is to discuss several results that have been obtained in the last decade in the context of sharp adjoint Fourier restriction/Strichartz inequalities. Rather than aiming at full generality, we focus on several…

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

This article demonstrates how variation of parameters can be successfully implemented in combination with other classical techniques, such as the method of characteristics, to derive novel classes of solutions to nonlinear partial…

Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization problem. Oracle inequalities are an important theoretical…

The first aim of this work is to establish a Peano type existence theorem for an initial value problem involving complex fractional derivative and the second is, as a consequence of this theorem, to give a partial answer to the local…

We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…

Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…

Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate is proved to be close to 1 for a class of highly non-linear…

In this paper, we obtain sharp remainder terms for the Hardy-Poincar\'e inequalities with general non-radial weights in the setting of Baouendi-Grushin vector fields (see Theorem 2.5). It is worth emphasizing that all of our results are new…

The basic formalism of a novel scale invarinat nonlinear analysis is presented. A few analytic number theoretic results are derived independent of standard approaches.

In this paper, we prove multiplicity of solutions for a class of quasilinear problems in $ \mathbb{R}^{N} $ involving variable exponents and nonlinearities of concave-convex type. The main tools used are variational methods, more precisely,…

Singular perturbation theory plays a central role in the approximate solution of nonlinear differential equations. However, applying these methods is a subtle art owing to the lack of globally applicable algorithms. Inspired by the fact…

We show that the virial theorem provides a useful simple tool for approximating nonlinear problems. In particular we consider conservative nonlinear oscillators and a bifurcation problem. In the former case we obtain the same main result…

We study the error induced by the time discretization of a decoupled forward-backward stochastic differential equations $(X,Y,Z)$. The forward component $X$ is the solution of a Brownian stochastic differential equation and is approximated…

We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…