Well‐posedness of heat equations with nonlinearities of arbitrarily rapid growth
Proceedings of the London Mathematical Society, Volume 133, Issue 3, September 2026.Abstract We address local‐ and global‐in‐time well‐posedness of the Cauchy problem for nonlinear heat equations without imposing growth rate restrictions on the nonlinearity a priori. Our results constitute a nontrivial expansion of the classical Lq$L^q$‐theory for nonlinearities dominated by polynomial growth and the exponential‐Orlicz space theory ...
Yohei Fujishima +2 more
wiley +1 more source
General covariance from the perspective of Noether's theorems [PDF]
, 2002 Analysis of Emmy Noether's 1918 theorems provides an illuminating method for testing the consequences of coordinate generality, and for exploring what else must be added to this requirement in order to give general covariance its far-reaching physical ...
Brading, Katherine +2 more
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On functional central limit theorems for certain continuous time parameter stochastic processes
Weak invariance principles for certain continuous time parameter stochastic processes (including martingales and reverse martingales) are considered. Weak convergence in the sup-norm metric is also studied.continuous time-parameter functional central ...
Tsong, Y., Sen, P. K.
core
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
Building on work of McLeish, we present a number of invariance principles for doubly indexed arrays of stochastic processes which may exhibit considerable dependence, heterogeneity, and/or trending moments.
Wooldridge, Jeffrey M., White, Halbert
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The information geometry of two-field functional integrals. [PDF]
Inf Geom, 2022 Smith E.
europepmc +1 more source
A Discrete Informational Framework for Classical Gravity: Ledger Foundations and Galaxy Rotation Curve Constraints. [PDF]
Entropy (Basel)Simons M, Allahyarov E, Washburn J.
europepmc +1 more source
Regression Asymptotics Using Martingale Convergence Methods [PDF]
Weak convergence of partial sums and multilinear forms in independent random variables and linear processes to stochastic integrals now plays a major role in nonstationary time series and has been central to the development of unit root econometrics. The
Peter C.B. Phillips, Rustam Ibragimov
core
A multiscale topology optimization design framework with data driven surrogate model. [PDF]
Sci RepZhou H, Zhou C.
europepmc +1 more source
Central Limit Theorems and Invariance Principles for Time-One Maps of Hyperbolic Flows
, 2002 We give a general method for deducing statistical limit laws in situations where rapid decay of correlations has been established. As an application of this method, we obtain new results for time-one maps of hyperbolic flows.
Ian Melbourne, Andrei Török
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Intelligent Computing for Future Layered Cathodes in Sodium-Ion Batteries. [PDF]
SmallLiu Q +10 more
europepmc +1 more source