We deal with various Diophantine equations involving the Euler totient function and various sequences of numbers, including factorials, powers, and Fibonacci sequences.

We consider the stochastic 2-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique solution $Y$ to the shifted equation (see (1.4) below), then $X:=Y+{Z}$ is the unique solution to stochastic Cahn-Hilliard equaiton, where ${Z}$ is the corresponding O-U process. Moreover, we use Dirichlet form approach in cite{Albeverio:1991hk} to construct the probabilistically weak solution the the original equation (1.1) below. By clarifying the precise relation between the solutions obtained by the Dirichlet forms aprroach and $X$, we can also get the restricted Markov uniquness of the generator and the uniqueness of martingale solutions to the equation (1.1).

In this paper, we are concerned with the numerical solution of one type integro-differential equation by a probability method based on the fundamental martingale of mixed Gaussian processes. As an application, we will try to simulate the estimation of ruin probability with an unknown parameter driven not by the classical L'evy process but by the mixed fractional Brownian motion.

We study a class of fourth order nonlinear parabolic equations which include the thin-film equation and the quantum drift-diffusion model as special cases. We investigate these equations by first developing functional inequalities of the type $ int_Omega u^{2gamma-alpha-eta}Delta u^alphaDelta u^eta dx geq cint_Omega|Delta u^gamma |^2dx $, which seem to be of interest on their own right.

Among all dissipative solutions of the multi-dimensional isentropic Euler equations there exists at least one that minimizes the acceleration, which implies that the solution is as close to being a weak solution as possible. The argument is based on a suitable selection procedure.

We offer an alternative proof of a result of Conlon, Fox, Sudakov and Zhao on solving translation-invariant linear equations in dense Sidon sets. Our proof generalises to equations in more than five variables and yields effective bounds.

We consider two special cases of the connection problem for the second Painlev'e equation (PII) using the method of uniform asymptotics proposed by Bassom et al.. We give a classification of the real solutions of PII on the negative (positive) real axis with respect to their initial data. By product, a rigorous proof of a property associate with the nonlinear eigenvalue problem of PII on the real axis, recently revealed by Bender and Komijani, is given by deriving the asymptotic behavior of the Stokes multipliers.

In this paper, we study the regularity criterion of weak solutions to the three-dimensional (3D) MHD equations. It is proved that the solution $(u,b)$ becomes regular provided that one velocity and one current density component of the solution satisfy% egin{equation} u_{3}in L^{frac{30alpha }{7alpha -45}}left( 0,T;L^{alpha ,infty }left( mathbb{R}^{3} ight) ight) ext{ with }frac{45}{7}% leq alpha leq infty , label{eq01} end{equation}% and egin{equation} j_{3}in L^{frac{2eta }{2eta -3}}left( 0,T;L^{eta ,infty }left( mathbb{R}^{3} ight) ight) ext{ with }frac{3}{2}leq eta leq infty , label{eq02} end{equation}% which generalize some known results.

We introduce a Gaussian measure formally preserved by the 2-dimensional Primitive Equations driven by additive Gaussian noise. Under such measure the stochastic equations under consideration are singular: we propose a solution theory based on the techniques developed by Gubinelli and Jara in cite{GuJa13} for a hyperviscous version of the equations.

We give a simple proof of the strong maximum principle for viscosity subsolutions of fully nonlinear elliptic PDEs on the form $$ F(x,u,Du,D^2u) = 0 $$ under suitable structure conditions on the equation allowing for non-Lipschitz growth in the gradient terms. In case of smooth boundaries, we also prove the Hopf lemma, the boundary Harnack inequality and that positive viscosity solutions vanishing on a portion of the boundary are comparable with the distance function near the boundary. Our results apply to weak solutions of an eigenvalue problem for the variable exponent $p$-Laplacian.

In this work, the generalized $N$-component Fokas-Lenells(FL) equations, which have been studied by Guo and Ling (2012 J. Math. Phys. 53 (7) 073506) for $N=2$, are first investigated via Riemann-Hilbert(RH) approach. The main purpose of this is to study the soliton solutions of the coupled Fokas-Lenells(FL) equations for any positive integer $N$, which have more complex linear relationship than the analogues reported before. We first analyze the spectral analysis of the Lax pair associated with a $(N+1) imes (N+1)$ matrix spectral problem for the $N$-component FL equations. Then, a kind of RH problem is successfully formulated. By introducing the special conditions of irregularity and reflectionless case, the $N$-soliton solution formula of the equations are derived through solving the corresponding RH problem. Furthermore, take $N=2,3$ and $4$ for examples, the localized structures and dynamic propagation behavior of their soliton solutions and their interactions are discussed by some graphical analysis.

In the present paper by the Fourier transform we show that every linear differential equations of $n$-th order has a solution in $L^1(Bbb{R})$ which is infinitely differentiable in $Bbb{R} setminus {0}$. Moreover the Hyers-Ulam stability of such equations on $L^1(Bbb{R})$ is investigated.

This work deals with the efficient numerical solution of the time-fractional heat equation discretized on non-uniform temporal meshes. Non-uniform grids are essential to capture the singularities of "typical" solutions of time-fractional problems. We propose an efficient space-time multigrid method based on the waveform relaxation technique, which accounts for the nonlocal character of the fractional differential operator. To maintain an optimal complexity, which can be obtained for the case of uniform grids, we approximate the coefficient matrix corresponding to the temporal discretization by its hierarchical matrix (${cal H}$-matrix) representation. In particular, the proposed method has a computational cost of ${cal O}(k N M log(M))$, where $M$ is the number of time steps, $N$ is the number of spatial grid points, and $k$ is a parameter which controls the accuracy of the ${cal H}$-matrix approximation. The efficiency and the good convergence of the algorithm, which can be theoretically justified by a semi-algebraic mode analysis, are demonstrated through numerical experiments in both one- and two-dimensional spaces.

We introduce $Psimathrm{ec}$, a local spectral exterior calculus for the two-sphere $S^2$. $Psimathrm{ec}$ provides a discretization of Cartan's exterior calculus on $S^2$ formed by spherical differential $r$-form wavelets. These are well localized in space and frequency and provide (Stevenson) frames for the homogeneous Sobolev spaces $dot{H}^{-r+1}( Omega_{ u}^{r} , S^2 )$ of differential $r$-forms. At the same time, they satisfy important properties of the exterior calculus, such as the de Rahm complex and the Hodge-Helmholtz decomposition. Through this, $Psimathrm{ec}$ is tailored towards structure preserving discretizations that can adapt to solutions with varying regularity. The construction of $Psimathrm{ec}$ is based on a novel spherical wavelet frame for $L_2(S^2)$ that we obtain by introducing scalable reproducing kernel frames. These extend scalable frames to weighted sampling expansions and provide an alternative to quadrature rules for the discretization of needlet-like scale-discrete wavelets. We verify the practicality of $Psimathrm{ec}$ for numerical computations using the rotating shallow water equations. Our numerical results demonstrate that a $Psimathrm{ec}$-based discretization of the equations attains accuracy comparable to those of spectral methods while using a representation that is well localized in space and frequency.

A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak formulation as a second order system. Optimal-order uniform-in-time error estimates are shown in the $L^2$ and $H^1$ norms. The error estimates are based on a consistency and stability analysis. The proof of stability is performed in an abstract framework, based on energy estimates exploiting the anti-symmetric structure of the second order system. Numerical experiments illustrate the theoretical results.

In this paper, some useful necessary and sufficient conditions for the unique solution of the generalized absolute value equation (GAVE) $Ax-B|x|=b$ with $A, Bin mathbb{R}^{n imes n}$ from the optimization field are first presented, which cover the fundamental theorem for the unique solution of the linear system $Ax=b$ with $Ain mathbb{R}^{n imes n}$. Not only that, some new sufficient conditions for the unique solution of the GAVE are obtained, which are weaker than the previous published works.

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure solution has a low regularity, which manifests in sub-optimal convergence rates for well-known inf-sup stable mixed finite element methods in numerical simulations, see [10]. We show that eliminating this gradient part from the noise in the numerical scheme leads to optimally convergent mixed finite element methods, and that this conceptual idea may be used to retool numerical methods that are well-known in the deterministic setting, including pressure stabilization methods, so that their optimal convergence properties can still be maintained in the stochastic setting. Computational experiments are also provided to validate the theoretical results and to illustrate the conceptional usefulness of the proposed numerical approach.

An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are first used on both the coarse and fine grids. Then another approach is given that has a restarted BiCGStab (or IDR) method on the fine grid. While BiCGStab is generally considered to be a non-restarted method, it works well in this context with deflating and restarting. Tests show this new approach can be very efficient for difficult linear equations problems.

Apparatus and method for processing linear systems of equations and finding a n×1 vector x satisfying Ax=b where A is a symmetric, positive-definite n×n matrix corresponding to n×n predefined high-precision elements and b is an n1 vector corresponding to n predefined high-precision elements. A first iterative process generates n low-precision elements corresponding to an n×1 vector xl satisfying Alxl=bl where Al, bl are elements in low precision. The elements are converted to high-precision data elements to obtain a current solution vector x. A second iterative process generates n low-precision data elements corresponding to an n×1 correction vector dependent on the difference between the vector b and the vector product Ax. Then there is produced from the n low-precision data elements of the correction vector respective high-precision data elements of an n×1 update vector u. The data elements of the current solution vector x are updated such that x=x+u.

A teenager from Gippsland in Victoria has written an equation that has been published in a national academic journal a major achievement for one so young.

In America, the healthiest are by no coincidence also the wealthiest. The poor, the disabled and people of color get the short end of the stick.

V. V. Vlasov and N. A. Rautian
Trans. Moscow Math. Soc. 80 (2020), 169-188.
Abstract, references and article information

A. G. Sergeev and Kh. A. Khachatryan
Trans. Moscow Math. Soc. 80 (2020), 95-111.
Abstract, references and article information

Long Chen and Xuehai Huang
Math. Comp. 89 (2019), 1711-1744.
Abstract, references and article information

Erik Burman, Ali Feizmohammadi and Lauri Oksanen
Math. Comp. 89 (2020), 1681-1709.
Abstract, references and article information

Wolfgang Dahmen, Felix Gruber and Olga Mula
Math. Comp. 89 (2020), 1605-1646.
Abstract, references and article information

Changfeng Gui, Kelei Wang and Jucheng Wei
Trans. Amer. Math. Soc. 373 (2020), 3649-3668.
Abstract, references and article information

V. M. Radchenko and N. O. Stefans’ka
Theor. Probability and Math. Statist. 99 (2020), 229-238.
Abstract, references and article information

S. V. Bodnarchuk and O. M. Kulyk
Theor. Probability and Math. Statist. 99 (2020), 53-65.
Abstract, references and article information

A. Seesanea and I. E. Verbitsky
St. Petersburg Math. J. 31 (2020), 557-572.
Abstract, references and article information

N. Kuznetsov
St. Petersburg Math. J. 31 (2020), 521-531.
Abstract, references and article information

G. Kresin and V. Maz'ya
St. Petersburg Math. J. 31 (2020), 495-507.
Abstract, references and article information

S.-S. Byun, D. K. Palagachev and L. G. Softova
St. Petersburg Math. J. 31 (2020), 401-419.
Abstract, references and article information

Mohamed Jleli, Bessem Samet and Philippe Souplet
Proc. Amer. Math. Soc. 148 (2020), 2579-2593.
Abstract, references and article information

Vladimir Dragović and Irina Goryuchkina
Bull. Amer. Math. Soc. 57 (2020), 293-299.
Abstract, references and article information

(Rice University) Rice University researchers have discovered a hidden symmetry in the chemical kinetic equations scientists have long used to model and study many of the chemical processes essential for life.

Ruth L. Coleman
May 1, 2007; 30:1292-1293
BR Cardiovascular and Metabolic Risk

Fabien Panloup, Samy Tindel, Maylis Varvenne.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1075--1136.

Abstract:
In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumptions on the drift coefficient. Our estimation procedure is based on the identification of the invariant measure, and we provide consistency results as well as some information about the convergence rate. We also give some examples of coefficients for which the identifiability assumption for the invariant measure is satisfied.

David A. C. Mollinedo.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 188--201.

Abstract:
We consider the stochastic transport equation with a possibly unbounded Hölder continuous vector field. Well-posedness is proved, namely, we show existence, uniqueness and strong stability of $W^{1,p}$-weak solutions.

Christian Olivera, Ciprian Tudor.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 3, 520--531.

Abstract:
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.

Sparse estimation via penalized likelihood (PL) is now a popular approach to learn the associations among a large set of variables. This paper describes an R package called lslx that implements PL methods for semi-confirmatory structural equation modeling (SEM). In this semi-confirmatory approach, each model parameter can be specified as free/fixed for theory testing, or penalized for exploration. By incorporating either a L1 or minimax concave penalty, the sparsity pattern of the parameter matrix can be efficiently explored. Package lslx minimizes the PL criterion through a quasi-Newton method. The algorithm conducts line search and checks the first-order condition in each iteration to ensure the optimality of the obtained solution. A numerical comparison between competing packages shows that lslx can reliably find PL estimates with the least time. The current package also supports other advanced functionalities, including a two-stage method with auxiliary variables for missing data handling and a reparameterized multi-group SEM to explore population heterogeneity.

Niansheng Tang, Xiaodong Yan, Xingqiu Zhao.

Source: The Annals of Statistics, Volume 48, Number 1, 607--627.

Abstract:
This article considers simultaneous variable selection and parameter estimation as well as hypothesis testing in censored survival models where a parametric likelihood is not available. For the problem, we utilize certain growing dimensional general estimating equations and propose a penalized generalized empirical likelihood, where the general estimating equations are constructed based on the semiparametric efficiency bound of estimation with given moment conditions. The proposed penalized generalized empirical likelihood estimators enjoy the oracle properties, and the estimator of any fixed dimensional vector of nonzero parameters achieves the semiparametric efficiency bound asymptotically. Furthermore, we show that the penalized generalized empirical likelihood ratio test statistic has an asymptotic central chi-square distribution. The conditions of local and restricted global optimality of weighted penalized generalized empirical likelihood estimators are also discussed. We present a two-layer iterative algorithm for efficient implementation, and investigate its convergence property. The performance of the proposed methods is demonstrated by extensive simulation studies, and a real data example is provided for illustration.

Ilya Pavlyukevich, Georgiy Shevchenko.

Source: Bernoulli, Volume 26, Number 2, 1381--1409.

Abstract:
In this paper, we study the Stratonovich stochastic differential equation $mathrm{d}X=|X|^{alpha }circ mathrm{d}B$, $alpha in (-1,1)$, which has been introduced by Cherstvy et al. ( New J. Phys. 15 (2013) 083039) in the context of analysis of anomalous diffusions in heterogeneous media. We determine its weak and strong solutions, which are homogeneous strong Markov processes spending zero time at $0$: for $alpha in (0,1)$, these solutions have the form egin{equation*}X_{t}^{ heta }=((1-alpha)B_{t}^{ heta })^{1/(1-alpha )},end{equation*} where $B^{ heta }$ is the $ heta $-skew Brownian motion driven by $B$ and starting at $frac{1}{1-alpha }(X_{0})^{1-alpha }$, $ heta in [-1,1]$, and $(x)^{gamma }=|x|^{gamma }operatorname{sign}x$; for $alpha in (-1,0]$, only the case $ heta =0$ is possible. The central part of the paper consists in the proof of the existence of a quadratic covariation $[f(B^{ heta }),B]$ for a locally square integrable function $f$ and is based on the time-reversion technique for Markovian diffusions.

Pasha Tkachov.

Source: Bernoulli, Volume 26, Number 2, 1354--1380.

Abstract:
The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov process with a Lévy non-branching part is demonstrated. The key idea is to approximate the branching Markov process by a branching random walk and apply the result of Aïdékon [ Ann. Probab. 41 (2013) 1362–1426] on the limiting law of the latter one.

Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde.

Source: Bernoulli, Volume 26, Number 2, 799--827.

Abstract:
In this paper, we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying autocovariance functions. The model departs from the usual way of incorporating this type of long-range dependence into a short-memory model as it is obtained by applying a fractional filter to the drift term rather than to the noise term. The advantages of this approach are that the corresponding long-range dependent solutions are semimartingales and the local behavior of the sample paths is unaffected by the degree of long memory. We prove existence and uniqueness of solutions to the SFDDEs and study their spectral densities and autocovariance functions. Moreover, we define a subclass of SFDDEs which we study in detail and relate to the well-known fractionally integrated CARMA processes. Finally, we consider the task of simulating from the defining SFDDEs.

Watch students in 8th grade teacher Susie Morehead's class deepen their understanding of math principles by working through problems with their peers.