Results 41 to 50 of about 53,922 (203)

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

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

First order strong approximations of scalar SDEs with values in a domain [PDF]

, 2012
We are interested in strong approximations of one-dimensional SDEs which have non-Lipschitz coefficients and which take values in a domain. Under a set of general assumptions we derive an implicit scheme that preserves the domain of the SDEs and is ...
Neuenkirch, Andreas, Szpruch, Lukasz
core   +1 more source

Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance

Journal of Forecasting, EarlyView.
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher, Sebastian Stöckl, Michael Hanke   +2 more
wiley   +1 more source

Algorithm Design for Edge Detection of High-Speed Moving Target Image under Noisy Environment

Sensors, 2019
For some measurement and detection applications based on video (sequence images), if the exposure time of camera is not suitable with the motion speed of the photographed target, fuzzy edges will be produced in the image, and some poor lighting condition
Fangfang Han, Bin Liu, Junchao Zhu, Baofeng Zhang   +3 more
doaj   +1 more source

Projections of spherical Brownian motion

, 2018
We obtain a stochastic differential equation (SDE) satisfied by the first $n$ coordinates of a Brownian motion on the unit sphere in $\mathbb{R}^{n+\ell}$.
Bravo, Gerónimo Uribe, Mijatović, Aleksandar, Mramor, Veno   +2 more
core   +1 more source

STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH JUMPS AND NON-LIPSCHITZ COEFFICIENTS

, 2020
Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical finance, biology, engineering and so on. In this paper, we apply the successive approximation method to investigate the existence and uniqueness of solutions to the SVIEs driven by
Khalaf, Anas Dheyab, Wang, Xiangjun
openaire   +2 more sources

On the analyzing of bifurcation properties of the one‐dimensional Mackey–Glass model by using a generalized approach

Mathematical Methods in the Applied Sciences, EarlyView.
The goal of this work is to look at how a nonlinear model describes hematopoiesis and its complexities utilizing commonly used techniques with historical and material links. Based on time delay, the Mackey–Glass model is explored in two instances. To offer a range, the relevance of the parameter impacting stability (bifurcation) is recorded.
Shuai Zhang, Yaya Wang, Hongyin Geng, Wei Gao, Esin Ilhan, Haci Mehmet Baskonus   +5 more
wiley   +1 more source

Shape Derivatives of the Eigenvalues of the De Rham Complex for Lipschitz Deformations and Variable Coefficients: Part I

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We study eigenvalue problems for the de Rham complex on varying three‐dimensional domains. Our analysis includes the Helmholtz equation as well as the Maxwell system with mixed boundary conditions and non‐constant coefficients. We provide Hadamard‐type formulas for the shape derivatives under weak regularity assumptions on the domain and its ...
Pier Domenico Lamberti, Dirk Pauly, Michele Zaccaron   +2 more
wiley   +1 more source

On stochastic differential equations driven by the renormalized square of the Gaussian white noise

, 2015
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions.
Ammou, Bilel Kacem Ben, Lanconelli, Alberto   +1 more
core   +1 more source