Results 101 to 110 of about 53,922 (203)

Coulomb branch algebras via symplectic cohomology

Journal of Topology, Volume 19, Issue 2, June 2026.
Abstract Let (M¯,ω)$(\bar{M}, \omega)$ be a compact symplectic manifold with convex boundary and c1(TM¯)=0$c_1(T\bar{M})=0$. Suppose that (M¯,ω)$(\bar{M}, \omega)$ is equipped with a convex Hamiltonian G$G$‐action for some connected, compact Lie group G$G$.
Eduardo González, Cheuk Yu Mak, Dan Pomerleano   +2 more
wiley   +1 more source

Neural Network‐Based Adaptive Super‐Twisting Control for Perturbed Nonlinear Systems: Lyapunov Design

International Journal of Robust and Nonlinear Control, Volume 36, Issue 8, Page 4717-4728, 25 May 2026.
ABSTRACT A newly developed robust control strategy based on an adaptive neural network (ANN) estimator performed in concert with adaptive super‐twisting (ASTW) control is presented. The proposed adaptive robust control algorithm is applied to a class of perturbed nonlinear systems and features a significantly decreased control gain with respect to the ...
Mohammad Javad Mirzaei, Mohamed Assaad Hamida, Yuri Shtessel, Franck Plestan   +3 more
wiley   +1 more source

Efficient Deconvolution in Populational Inverse Problems

International Journal for Numerical Methods in Engineering, Volume 127, Issue 9, 15 May 2026.
ABSTRACT This work is focused on the inversion task of inferring the distribution over parameters of interest, leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by the increasing availability of data, but a major roadblock is blind deconvolution, arising when the observational noise ...
Arnaud Vadeboncoeur, Mark Girolami, Andrew M. Stuart   +2 more
wiley   +1 more source

Comparative Analysis of the Performances of a Nonlinear Observer and Nonlinear Kalman Filters in the Presence of Non‐Gaussian Disturbances

International Journal of Robust and Nonlinear Control, Volume 36, Issue 7, Page 3896-3913, 10 May 2026.
ABSTRACT This paper focuses on state estimation for a fairly general class of systems, involving nonlinear functions and disturbances in both the process dynamics and output equations. A nonlinear observer that satisfies a H∞$$ {\boldsymbol{H}}_{\boldsymbol{\infty}} $$ disturbance attenuation constraint in addition to providing asymptotic stability in ...
Hamidreza Movahedi, Ali Zemouche, Rajesh Rajamani   +2 more
wiley   +1 more source

Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons

Communications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1151-1298, May 2026.
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley   +1 more source

Moderate Deviation Principles for Lacunary Trigonometric Sums

Mathematische Nachrichten, Volume 299, Issue 5, Page 1028-1044, May 2026.
ABSTRACT Classical works of Kac, Salem, and Zygmund, and Erdős and Gál have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random variables. For instance, they satisfy a central limit theorem (CLT) and a law of the iterated logarithm.
Joscha Prochno, Marta Strzelecka
wiley   +1 more source

BSDE with jumps and non-Lipschitz coefficients: Application to large deviations

Brazilian Journal of Probability and Statistics, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Gradual Changes in Functional Time Series

Journal of Time Series Analysis, Volume 47, Issue 3, Page 632-650, May 2026.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

Stochastic Processes and their Applications, 1995
The author considers the following backward stochastic differential equation \[ x(t) = \int^1_tf \bigl( s,x(s), y(s) \bigr) ds + \int^1_t \biggl[ g \bigl( s,x (s) \bigr) + y( s) \biggr] dw(s) = X \tag{*} \] on \(0 \leq t \leq 1\). Here \(w(t)\) in a \(q\)-dimensional Brownian motion and \(y(t)\) is an adapted control process.
openaire   +2 more sources

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source