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Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

Direct statistical simulation (DSS) of nonlinear dynamical systems bypasses the traditional route of accumulating statistics by lengthy direct numerical simulations (DNS) by solving the equations that govern the statistics themselves. DSS…

Fluid Dynamics · Physics 2026-01-21 Kuan Li , J. B. Marston , Steven M. Tobias

Reducibility methods, aiming to simplify systems by conjugating them to those with constant coefficients, are crucial for studying the existence of quasiperiodic solutions. In KAM theory for PDEs, these methods help address the…

Analysis of PDEs · Mathematics 2025-04-24 Thomas Alazard , Chengyang Shao

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

Numerical Analysis · Mathematics 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

Let $\Omega$ be a convex domain in the complex plane ${\mathbb C}$ with $\Omega \not= {\mathbb C}$, and $P$ be a conformal map of the unit disk ${\mathbb D}$ onto $\Omega$. Let ${\mathcal F}_\Omega$ be the class of analytic functions $g$ in…

Complex Variables · Mathematics 2019-05-27 Md Firoz Ali , Vasudevarao Allu , Hiroshi Yanagihara

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

We give conditions for local diagonalization of analytic operator families acting between real or complex Banach spaces. The transformations are constructed from an operator Toeplitz matrix obtained from Jordan chains of increasing length.…

Algebraic Geometry · Mathematics 2023-05-24 Matthias Stiefenhofer

We present the numerical analysis of a finite element method (FEM) for one-dimensional Dirichlet problems involving the logarithmic Laplacian (the pseudo-differential operator that appears as a first-order expansion of the fractional…

Numerical Analysis · Mathematics 2025-05-21 Víctor Hernández-Santamaría , Sven Jarohs , Alberto Saldaña , Leonard Sinsch

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Numerical Analysis · Mathematics 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

In this paper we consider minimization of a difference-of-convex (DC) function with and without linear constraints. We first study a smooth approximation of a generic DC function, termed difference-of-Moreau-envelopes (DME) smoothing, where…

Optimization and Control · Mathematics 2022-11-21 Kaizhao Sun , Xu Andy Sun

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…

Optimization and Control · Mathematics 2023-04-03 Jinxin Wang , Jiang Hu , Shixiang Chen , Zengde Deng , Anthony Man-Cho So

A variant of the abstract Cauchy-Kovalevskaya theorem is considered. We prove existence and uniqueness of classical solutions to the nonlinear, non-autonomous initial value problem \[ \frac{du(t)}{dt} = A(t)u(t) + B(u(t),t), \ \ u(0) = x \]…

Functional Analysis · Mathematics 2022-03-17 Martin Friesen , Oleksandr Kutoviy

Deploying robots in household environments requires safe, adaptable, and interpretable behaviors that respect the geometric structure of tasks. Often represented on Lie groups and Riemannian manifolds, this includes poses on SE(3) or…

Robotics · Computer Science 2026-03-06 Saray Bakker , Martin Schonger , Tobias Löw , Javier Alonso-Mora , Sylvain Calinon

The directional mean shift (DMS) algorithm is a nonparametric method for pursuing local modes of densities defined by kernel density estimators on the unit hypersphere. In this paper, we show that any DMS iteration can be viewed as a…

Statistics Theory · Mathematics 2021-01-26 Yikun Zhang , Yen-Chi Chen

The dynamics of many systems from physics, economics, chemistry, and biology can be modelled through polynomial functions. In this paper, we provide a computational means to find positively invariant sets of polynomial dynamical systems by…

Dynamical Systems · Mathematics 2022-08-25 Elias August , Mauricio Barahona

Friedrichs' systems (FS) are symmetric positive linear systems of first-order partial differential equations (PDEs), which provide a unified framework for describing various elliptic, parabolic and hyperbolic semi-linear PDEs such as the…

Numerical Analysis · Mathematics 2023-08-08 Francesco Romor , Davide Torlo , Gianluigi Rozza

We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…

Numerical Analysis · Mathematics 2022-12-22 Beniamin Goldys , Chunxi Jiao , Kim-Ngan Le

In this article we deal with the stability and convergence of numerical solutions of nonlinear evolution equations of the form $A(u(t))+f(u(t))=u'(t)$, the numerical analysis of solutions to this problems will be performed using some…

Functional Analysis · Mathematics 2010-12-30 Fredy Vides