Search results for "J60"

showing 10 items of 53 documents

Exact simulation of diffusion first exit times: algorithm acceleration

2020

In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either momentarily unavailable or too expensive in terms of computation time. It therefore needs to be replaced by an approximation procedure. As was previously the case, the ambitious exact simulation of exit times for diffusion processes was unreachable though it concerns many applications in different fields like mathematical finance, neuroscience or reliability. The usual way to describe exit times was to use discretization schemes, that are of course approxim…

[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Probability (math.PR)primary 65C05 secondary:60G40 68W20 68T05 65C20 91A60 60J60diffusion processes[MATH] Mathematics [math]Exit timeExit time Brownian motion diffusion processes rejection sampling exact simulation multi-armed bandit randomized algorithm.randomized algorithm[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]exact simulationFOS: MathematicsBrownian motionmulti-armed banditMathematics - ProbabilityRejection sampling
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Additive functionals and push forward measures under Veretennikov's flow

2014

16 pages; In this work, we will be interested in the push forward measure $(\vf_t)_*\gamma$, where $\vf_t$ is defined by the stochastic differential equation \begin{equation*} d\vf_t(x)=dW_t + \ba(\vf_t(x))dt, \quad \vf_0(x)=x\in\mbR^m, \end{equation*} and $\gamma$ is the standard Gaussian measure. We will prove the existence of density under the hypothesis that the divergence $\div(\ba)$ is not a function, but a signed measure belonging to a Kato class; the density will be expressed with help of the additive functional associated to $\div(\ba)$.

[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]010104 statistics & probability[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]010102 general mathematicsstochastic flowsAdditive functionalsmeasures in Kato class0101 mathematics01 natural sciencesAMS 2000 subject classifications. Primary 60H10; secondary 60J35 60J60.[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
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An unbounded family of log Calabi–Yau pairs

2016

We give an explicit example of log Calabi-Yau pairs that are log canonical and have a linearly decreasing Euler characteristic. This is constructed in terms of a degree two covering of a sequence of blow ups of three dimensional projective bundles over the Segre-Hirzebruch surfaces ${\mathbb F}_n$ for every positive integer $n$ big enough.

geography of threefoldSequenceDegree (graph theory)Projective bundleGeneral Mathematics14J30 14J32 14J60CombinatoricsMathematics - Algebraic Geometrysymbols.namesakeMathematics::Algebraic Geometryprojective bundlesIntegerEuler characteristicLog Calabi-Yau pairFOS: MathematicssymbolsCalabi–Yau manifoldSettore MAT/03 - GeometriaAlgebraic Geometry (math.AG)Mathematics::Symplectic GeometryMAT/03 - GEOMETRIAMathematicsRendiconti Lincei - Matematica e Applicazioni
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REFLEXIONS ON THE ROMANIAN HIGHER EDUCATION AND GRADUATE EMPLOYMENT

2012

The objective of the paper is to provide an insight on the Romanian higher education and to analyse the graduate employment in Romania during the 2006-2010 period. The conclusions reveal that the Romanian graduate employment registered a continuous decrease in its figures during the whole analysed period.

jel:I25jel:I23higher education graduate employment market economyjel:J60jel:I21jel:J63Revista Economica
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Equivalence of viscosity and weak solutions for the normalized $p(x)$-Laplacian

2018

We show that viscosity solutions to the normalized $p(x)$-Laplace equation coincide with distributional weak solutions to the strong $p(x)$-Laplace equation when $p$ is Lipschitz and $\inf p>1$. This yields $C^{1,\alpha}$ regularity for the viscosity solutions of the normalized $p(x)$-Laplace equation. As an additional application, we prove a Rad\'o-type removability theorem.

osittaisdifferentiaaliyhtälöt35J60 35D40 35D30Pure mathematicsApplied Mathematics010102 general mathematicsLipschitz continuity01 natural sciences010101 applied mathematicsViscosityMathematics - Analysis of PDEspartial differential equationsFOS: Mathematics0101 mathematicsLaplace operatorEquivalence (measure theory)AnalysisMathematicsAnalysis of PDEs (math.AP)
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Nonlinear Liouville Problems in a Quarter Plane

2016

We answer affirmatively the open problem proposed by Cabr\'e and Tan in their paper "Positive solutions of nonlinear problems involving the square root of the Laplacian" (see Adv. Math. {\bf 224} (2010), no. 5, 2052-2093).

osittaisdifferentiaaliyhtälötPlane (geometry)General MathematicsOpen problemta111010102 general mathematicsMathematical analysis35B09 35B53 35J60Quarter (United States coin)01 natural sciencesNonlinear systemMathematics - Analysis of PDEsSquare root0103 physical sciencesFOS: Mathematicspartial differential equations010307 mathematical physics0101 mathematicsLaplace operatorAnalysis of PDEs (math.AP)MathematicsInternational Mathematics Research Notices
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Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities

2018

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.

osittaisdifferentiaaliyhtälötPure mathematicsComputer Science::Computer Science and Game TheoryTug of war010102 general mathematicslocal Lipschitz estimatesLipschitz continuity01 natural sciencesnormalized p(x)-laplaciandynamic programming principle010104 statistics & probabilityMathematics - Analysis of PDEsFOS: Mathematicspeliteoria91A05 91A15 91A50 35B65 35J60 35J92stochastic games0101 mathematicsValue (mathematics)AnalysisAnalysis of PDEs (math.AP)Mathematicsstokastiset prosessit
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Spectral multipliers and wave equation for sub-Laplacians: lower regularity bounds of Euclidean type

2018

Let $\mathscr{L}$ be a smooth second-order real differential operator in divergence form on a manifold of dimension $n$. Under a bracket-generating condition, we show that the ranges of validity of spectral multiplier estimates of Mihlin--H\"ormander type and wave propagator estimates of Miyachi--Peral type for $\mathscr{L}$ cannot be wider than the corresponding ranges for the Laplace operator on $\mathbb{R}^n$. The result applies to all sub-Laplacians on Carnot groups and more general sub-Riemannian manifolds, without restrictions on the step. The proof hinges on a Fourier integral representation for the wave propagator associated with $\mathscr{L}$ and nondegeneracy properties of the sub…

osittaisdifferentiaaliyhtälötsub-LaplacianApplied MathematicsGeneral Mathematicsharmoninen analyysi35L05 35S30 42B15 43A22 58J60Functional Analysis (math.FA)Mathematics - Functional Analysiseikonal equationMathematics - Analysis of PDEsMathematics - Classical Analysis and ODEsClassical Analysis and ODEs (math.CA)FOS: Mathematicswave equationsub-Riemannian manifoldMathematics::Differential Geometryspectral multipliermonistotFourier integral operatorAnalysis of PDEs (math.AP)Journal of the European Mathematical Society
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Radial symmetry of p-harmonic minimizers

2017

"It is still not known if the radial cavitating minimizers obtained by Ball [J.M. Ball, Discontinuous equilibrium solutions and cavitation in nonlinear elasticity, Phil. Trans. R. Soc. Lond. A 306 (1982) 557--611] (and subsequently by many others) are global minimizers of any physically reasonable nonlinearly elastic energy". The quotation is from [J. Sivaloganathan and S. J. Spector, Necessary conditions for a minimum at a radial cavitating singularity in nonlinear elasticity, Ann. Inst. H. Poincare Anal. Non Lineaire 25 (2008), no. 1, 201--213] and seems to be still accurate. The model case of the $p$-harmonic energy is considered here. We prove that the planar radial minimizers are indee…

radial symmetryosittaisdifferentiaaliyhtälötMathematics - Complex VariablesMechanical Engineering010102 general mathematicsMathematical analysisSymmetry in biologyElastic energyp-harmonic minimizers01 natural sciencesfunktioteoria010101 applied mathematicssymbols.namesakeMathematics (miscellaneous)Poincaré conjecture35J60 30C70symbolsFOS: MathematicsIdentity functionBall (mathematics)0101 mathematicsComplex Variables (math.CV)AnalysisNon lineaireMathematics
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Constant sign and nodal solutions for parametric anisotropic $(p, 2)$-equations

2021

We consider an anisotropic ▫$(p, 2)$▫-equation, with a parametric and superlinear reaction term.Weshow that for all small values of the parameter the problem has at least five nontrivial smooth solutions, four with constant sign and the fifth nodal (sign-changing). The proofs use tools from critical point theory, truncation and comparison techniques, and critical groups. Spletna objava: 9. 9. 2021. Abstract. Bibliografija: str. 1076.

udc:517.9electrorheological fluidsElectrorheological fluidMaximum principleMathematics - Analysis of PDEsSettore MAT/05 - Analisi MatematicaFOS: Mathematicsconstant sign and nodal solutionsAnisotropyanisotropic operators regularity theory maximum principle constant sign and nodal solutions critical groups variable exponent electrorheological fluidsParametric statisticsMathematicsvariable exponentVariable exponentApplied MathematicsMathematical analysisudc:517.956.2regularity theoryAnisotropic operatorsanisotropic operatorsTerm (time)Primary: 35J20 35J60 35J92 Secondary: 47J15 58E05maximum principleConstant (mathematics)critical groupsAnalysisAnalysis of PDEs (math.AP)Sign (mathematics)
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