Related papers: Lower estimates on microstates free entropy dimens…
In this paper, we consider the inhomogeneous Dirichlet boundary value problem for the stationary Navier--Stokes equations in $n$-dimensional half spaces $\mathbb{R}^n_+= \{ x=(x',x_n)\ ;\ x' \in \mathbb{R}^{n-1}, x_n > 0 \}$ with $n \geq 3$…
Underdamped Langevin dynamics (ULD) is a widely-used sampler for Gibbs distributions $\pi\propto e^{-V}$, and is often empirically effective in high dimensions. However, existing non-asymptotic convergence guarantees for discretized ULD…
We derive an equilibrated a posteriori error estimator for the space (semi) discretization of the scalar wave equation by finite elements. In the idealized setting where time discretization is ignored and the simulation time is large, we…
We investigate, via computer simulations, the time evolution of the (Boltzmann) entropy of a dense fluid not in local equilibrium. The macrovariables $M$ describing the system are the (empirical) particle density $f=\{f(\un{x},\un{v})\}$…
We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued…
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…
We define a free probability analogue of the Wasserstein metric, which extends the classical one. In dimension one, we prove that the square of the Wasserstein distance to the semi-circle distribution is majorized by a modified free entropy…
This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…
Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…
In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…
We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…
Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…
Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…
This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…
Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…
Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast…
Given any half-sided modular inclusion of standard subspaces, we show that the entropy function associated with the decreasing one-parameter family of translated standard subspaces is convex for any given (not necessarily smooth) vector in…
This paper considers the estimation and testing of a class of locally stationary time series factor models with evolutionary temporal dynamics. In particular, the entries and the dimension of the factor loading matrix are allowed to vary…