Results 51 to 60 of about 8,616 (247)

Stochastic Reaction-diffusion Equations Driven by Jump Processes

, 2018
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional.
A Debussche, A Debussche, A Friedman, A Lunardi, A Pazy, A Truman, A Truman, BPW Fernando, C Marinelli, C Mueller, C Mueller, D Applebaum, D Applebaum, E Hausenblas, E Hausenblas, E Hausenblas, E Hausenblas, E Motyl, E Saint Loubert Bié, Erika Hausenblas, F Flandoli, G Da Prato, G Da Prato, G Di Blasio, G Dore, H Brézis, H Triebel, H Triebel, J Bergh, J Diestel, J Zhu, JL Lions, JP Kahane, K-I Sato, KR Parthasarathy, L Mytnik, M Metivier, M Reed, M Röckner, N Ikeda, N Jacob, O Kallenberg, P Billingsley, P Kotelenez, Paul André Razafimandimby, R Dalang, R Dudley, R Seeley, S Cerrai, S Dirksen, S Ethier, S Kwapień, S Peszat, S Peszat, T Runst, V Mandrekar, W Whitt, Y Giga, Z Brzezńiak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Brzeźniak, Z Dong, Z Dong, Zdzisław Brzeźniak   +69 more
core   +1 more source

Statistical determinism in non-Lipschitz dynamical systems

Ergodic Theory and Dynamical Systems, 2023
AbstractWe study a class of ordinary differential equations with a non-Lipschitz point singularity that admits non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on a parameter $\nu $ : the regularized dynamics is globally defined for each $\nu> 0$ , and the original singular system
THEODORE D. DRIVAS, ALEXEI A. MAILYBAEV, ARTEM RAIBEKAS   +2 more
openaire   +2 more sources

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Private Stochastic Optimization with Large Worst-Case Lipschitz Parameter

The Journal of Privacy and Confidentiality
We study differentially private (DP) stochastic optimization (SO) with loss functions whose worst-case Lipschitz parameter over all data points may be huge or infinite.
Andrew Lowy, Meisam Razaviyayn
doaj   +1 more source

Estimates for the difference between approximate and exact solutions to stochastic differential equations in the G-framework

Journal of Taibah University for Science, 2019
This article investigates the Euler-Maruyama approximation procedure for stochastic differential equations in the framework of G-Browinian motion with non-linear growth and non-Lipschitz conditions.
Faiz Faizullah, Ilyas Khan, Mukhtar M. Salah, Ziyad Ali Alhussain   +3 more
doaj   +1 more source

On duality for nonsmooth Lipschitz optimization problems [PDF]

Yugoslav Journal of Operations Research, 2009
We present some duality theorems for a non-smooth Lipschitz vector optimization problem. Under generalized invexity assumptions on the functions the duality theorems do not require constraint qualifications.
Preda Vasile, Beldiman Miruna, Bătătorescu Antoan   +2 more
doaj   +1 more source

An Analysis of Robustness of Non-Lipschitz Networks

, 2020
To appear in Journal of Machine Learning Research (JMLR)
Balcan, Maria-Florina, Blum, Avrim, Sharma, Dravyansh, Zhang, Hongyang   +3 more
openaire   +3 more sources

Self‐Similar Blowup for the Cubic Schrödinger Equation

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source

Eigenvalue problems in a non-Lipschitz domain [PDF]

IMA Journal of Numerical Analysis, 2013
In this paper we analyse piecewise linear finite element approximations of the Laplace eigenvalue problem in the plane domain Ω = (x,y): 0 < x < 1, 0 < y < x, which gives for 1< the simplest model of an external cusp. Since Ω is curved and non-Lipschitz, the classical spectral theory cannot be applied directly.
Acosta Rodriguez, Gabriel, Armentano, Maria Gabriela   +1 more
openaire   +2 more sources

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source