The present issue of the series <<Modern Problems in Mathematical Physics>> represents the Proceedings of the Students Training Contest Olympiad in M…

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization base…

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to b…

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, …

We present a mathematical theory of time-harmonic wave propagation and reflection in a two-dimensional random acoustic waveguide with sound soft boun…

We analyze long range wave propagation in three-dimensional random waveguides. The waves are trapped by top and bottom boundaries, but the medium is …

We prove well-posedness of time-dependent Ginzburg--Landau system in a nonconvex polygonal domain, and decompose the solution as a regular part plus …

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images …

We study efficient and reliable methods of capturing and sparsely representing anisotropic structures in 3D data. As a model class for multidimension…

We study long range propagation of electromagnetic waves in random waveguides with rectangular cross-section and perfectly conducting boundaries. The…

We study a class of discrete focusing nonlinear Schr{\"o}dinger equations (DNLS) with general nonlocal interactions. We prove the existence of onsite…

In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage t…

The translation of a bubble under the action of an acoustic forcing finds applications in fields ranging from drug delivery to sonoluminesce. This ph…

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