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The aim of this paper is to develop analytic techniques to deal with certain monotonicity of combinatorial sequences. (1) A criterion for the monotonicity of the function $\sqrt[x]{f(x)}$ is given, which is a continuous analog for one…

Combinatorics · Mathematics 2015-04-29 Bao-Xuan Zhu

We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…

Probability · Mathematics 2026-03-03 Aurélien Alfonsi , Vlad Bally , Arturo Kohatsu-Higa

In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

A well known method for convergence acceleration of continued fraction $\K(a_n/b_n)$ is to use the modified approximants $S_n(\omega_n)$ in place of the classical approximants $S_n(0)$, where $\omega_n$ are close to tails $f^{(n)}$ of…

Numerical Analysis · Mathematics 2012-03-06 Rafał Nowak

We give a simple proof of a well-known theorem of G\'al and of the recent related results of Aistleitner, Berkes and Seip [1] regarding the size of GCD sums. In fact, our method obtains the asymptotically sharp constant in G\'al's theorem,…

Number Theory · Mathematics 2014-08-12 Mark Lewko , Maksym Radziwill

Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…

Numerical Analysis · Mathematics 2020-08-10 Martin Hutzenthaler , Arnulf Jentzen , Xiaojie Wang

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

Given a smooth R^d-valued diffusion, we study how fast the Euler scheme with time step 1/n converges in law. To be precise, we look for which class of test functions f the approximate expectation E[f(X^{n,x}_1)] converges with speed 1/n to…

Probability · Mathematics 2007-07-10 Julien Guyon

We present an \emph{Effective Static Approximation} (ESA) to the local field correction (LFC) of the electron gas that enables highly accurate calculations of electronic properties like the dynamic structure factor $S(q,\omega)$, the static…

The Euler-Maclaurin formula which relates a discrete sum with an integral, is generalised to the setting of Riemann-Stieltjes sums and integrals on stochastic processes whose paths are a.s. rectifiable, namely, continuous and with bounded…

Probability · Mathematics 2025-05-06 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha

This paper is concerned with the approximation of the compressible Euler equations supplemented with an arbitrary or tabulated equation of state. The proposed approximation technique is robust, formally second-order accurate in space,…

Numerical Analysis · Mathematics 2023-02-22 Bennett Clayton , Jean-Luc Guermond , Matthias Maier , Bojan Popov , Eric J. Tovar

When a function $f(x)$ is singular at a point $x_{s}$ on the real axis, its Fourier series, when truncated at the $N$-th term, gives a pointwise error of only $O(1/N)$ over the entire real axis. Such singularities spontaneously arise as…

Numerical Analysis · Mathematics 2010-03-30 John P. Boyd

This paper examines an averaging technique in which the nonlinear flux term is expanded and the convective velocities are passed through a low-pass filter. It is the intent that this modification to the nonlinear flux terms will result in…

Fluid Dynamics · Physics 2009-07-02 Gregory Norgard , Kamran Mohseni

Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The…

Probability · Mathematics 2013-06-17 Sotirios Sabanis

Considering fractional fast diffusion equations on bounded open polyhedral domains in $\mathbb{R}^N$, we give a fully Galerkin approximation of the solutions by $C^0$-piecewise linear finite elements in space and backward Euler…

Numerical Analysis · Mathematics 2019-12-18 Dongxue Li , Youquan Zheng

The conventional channel resolvability refers to the minimum rate needed for an input process to approximate the channel output distribution in total variation distance. In this paper we study $E_{\gamma}$-resolvability, in which total…

Information Theory · Computer Science 2017-07-24 Jingbo Liu , Paul Cuff , Sergio Verdú

By means of a variational approach we find new series representations both for well known mathematical constants, such as $\pi$ and the Catalan constant, and for mathematical functions, such as the Riemann zeta function. The series that we…

Mathematical Physics · Physics 2007-05-23 Paolo Amore

An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…

Numerical Analysis · Mathematics 2026-03-12 Ruchun Zuo

We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by a multiplicative noise. We show that SVM solution converges to a dissipative measure-valued martingale solution. These solutions are…

Analysis of PDEs · Mathematics 2021-09-03 Abhishek Chaudhary

We use the amplitude-based resummation of Feynman`s formulation of Einstein`s theory to arrive at a UV finite approach to quantum gravity. We show that we recover the UV fixed point recently claimed by the exact field-space renormalization…

High Energy Physics - Phenomenology · Physics 2013-02-05 B. F. L. Ward
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