ABSTRACT
The Feynman-Kac formula establishes the probabilistic representation of solutions to PDEs, linking the convergence of numerical schemes for PDEs to limit theorems in probability theory....
Venue: Online via Zoom
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ABSTRACT
Herr and Kwak had recently established sharp estimates for certain exponential sums on the 3 dimensional torus by counting rectangles in the plane....
ABSTRACT
It is of great mathematical and physical interest to study traveling wave solutions to the 2D incompressible Euler equation in the form of a touching pair of symmetric vortex patches with ...
ABSTRACT
Static potential games, pioneered by Monderer and Shapley (1996), are non-cooperative games in which there exists an auxiliary function called static potential function, so that any player...
ABSTRACT
Partial differential equations (PDEs) are widely used to model complex physical systems, but solving them efficiently remains a significant challenge....
ABSTRACT
We establish the unique ergodicity of the Markov chain generated by the stochastic theta method (STM) with \theta \in [1/2, 1] for monotone SODEs and SPDEs driven by multiplicative noise....
ABSTRACT
The multiscale decomposition of images developed by Tadmor, Nezzar and Vese in 2004 has been extended to other imaging applications and to inverse problems, even in the nonlinear case, by ...