Related papers: Weak approximations for Wiener functionals
Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…
We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional…
The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the space fractional nonlinear Schr\"{o}dinger equation. First, we…
We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth rough paths and differentiating in the truncated tensor…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
A discrete version of the WKB method is developed and applied to calculate the tunnel splittings between classically degenerate states of spin Hamiltonians. The results for particular model problems are in complete accord with those…
We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…
We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We…
Blind deconvolution is an ill-posed problem arising in various fields ranging from microscopy to astronomy. The ill-posed nature of the problem requires adequate priors to arrive to a desirable solution. Recently, it has been shown that…
We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to…
We discuss the rigorous justification of the spatial discretization by means of Fourier spectral methods of quasilinear first-order hyperbolic systems. We provide uniform stability estimates that grant spectral convergence of the…
We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schr\"odinger (NLS) equation. The main novelty of our method lies on the uniform a priori estimate and…
Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…
The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…
In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…
Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…
We compare the continuous and discrete truncated Wigner approximations of various spin models' dynamics to exact analytical and numerical solutions. We account for all components of spin-spin correlations on equal footing, facilitated by a…
This article presents a superconvergence for the gradient approximation of the second order elliptic equation discretized by the weak Galerkin finite element methods on nonuniform rectangular partitions. The result shows a convergence of…
We consider weak convergence of the rescaled error processes arising from Riemann discretizations of certain stochastic integrals and relate the $L_p$-integrability of the weak limit to the fractional smoothness in the Malliavin sense of…
Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…