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We provide an introduction to Dirichlet forms on discrete spaces and study their global properties such as recurrence, stochastic completeness and regularity of the Neumann form. In this setting we compare the notion of a recurrent…

泛函分析 · 数学 2016-09-05 Marcel Schmidt

Asymptotic expansions as well as necessary and sufficient conditions are provided for the pointwise convergence of the spherical partial integrals of the associated Fourier transforms on the real hyperbolic space. The proposed method…

数学物理 · 物理学 2020-05-25 Agapitos N. Hatzinikitas

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

机器学习 · 统计学 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

Frames and Bessel sequences in Fr\'echet spaces and their duals are defined and studied. Their relation with Schauder frames and representing systems is analyzed. The abstract results presented here, when applied to concrete spaces of…

泛函分析 · 数学 2017-02-22 José Bonet , Carmen Fernández , Antonio Galbis , Juan Miguel Ribera

Using the Dirichlet integrals, which are employed in the theory of Fourier series, this paper develops a useful method for the summation of series and the evaluation of integrals.

经典分析与常微分方程 · 数学 2012-12-04 Donal F. Connon

Sequence transformations are valuable numerical tools that have been used with considerable success for the acceleration of convergence and the summation of diverging series. However, our understanding of their theoretical properties is far…

数学物理 · 物理学 2014-05-13 Riccardo Borghi , Ernst Joachim Weniger

We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techniques, developed by Bouleau, to hedging…

证券定价 · 定量金融 2010-01-29 Simone Scotti

In this article we shall go over recent work in proving dispersive and Strichartz estimates for the Dirichlet-wave equation. We shall discuss applications to existence questions outside of obstacles and discuss open problems.

偏微分方程分析 · 数学 2007-05-23 Christopher D. Sogge

We revisit Hardy's inequality in the scope of regular Dirichlet forms following an analytical method. We shall give an alternative necessary and sufficient condition for the occurrence of Hardy's inequality. A special emphasis will be given…

泛函分析 · 数学 2009-04-02 Nedra Belhadjrhouma , Ali BenAmor

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

数学物理 · 物理学 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

A detailed analysis of the remainder obtained by truncating the Euler series up to the $n$th-order term is presented. In particular, by using an approach recently proposed by Weniger, asymptotic expansions of the remainder, both in inverse…

计算物理 · 物理学 2010-02-18 Riccardo Borghi

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

统计理论 · 数学 2026-04-21 Nils Lid Hjort

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

偏微分方程分析 · 数学 2021-07-12 Xiaobing Feng , Mitchell Sutton

This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…

数值分析 · 数学 2026-02-04 Lutz Angermann

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…

数值分析 · 数学 2020-03-24 Xing Shen , Xiaoliang Cheng , Kewei Liang

We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…

数值分析 · 数学 2020-11-13 Daxin Nie , Jing Sun , Weihua Deng

In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a…

统计理论 · 数学 2018-04-06 Sean van der Merwe , Daan de Waal

We consider the question of how approximations satisfying Dirichlet's theorem spiral around vectors in $\mathbb{R}^d$. We give pointwise almost everywhere results (using only the Birkhoff ergodic theorem on the space of lattices). In…

数论 · 数学 2014-11-27 Jayadev S. Athreya , Anish Ghosh , Jimmy Tseng

We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which the right-hand side functions satisfy Lipschitz condition globally…

数值分析 · 数学 2021-05-03 Tomasz Bochacik , Paweł Przybyłowicz

We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit Euler-Maruyama discretisation scheme that allows us to prove strong convergence,…

计算金融 · 定量金融 2016-04-12 Jean-Francois Chassagneux , Antoine Jacquier , Ivo Mihaylov