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We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

This paper introduces a novel algorithmic solution for the approximation of a given multivariate function by a nomographic function that is composed of a one-dimensional continuous and monotone outer function and a sum of univariate…

Information Theory · Computer Science 2015-07-14 Steffen Limmer , Jafar Mohammadi , Slawomir Stanczak

Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…

Numerical Analysis · Mathematics 2018-09-28 Yuhan Ding , Fred J. Hickernell , Lluís Antoni Jiménez Rugama

We present a near linear time algorithm for constructing hierarchical nets in finite metric spaces with constant doubling dimension. This data-structure is then applied to obtain improved algorithms for the following problems: Approximate…

Data Structures and Algorithms · Computer Science 2007-05-23 Sariel Har-Peled , Manor Mendel

We consider the Dirichlet problem for elliptic systems with periodically distributed inclusions whose conduction parameter exhibits a significant contrast compared to the background media. We develop a unified method to quantify the…

Analysis of PDEs · Mathematics 2024-04-18 Xin Fu , Wenjia Jing

We suggest a new optimization technique for minimizing the sum $\sum_{i=1}^n f_i(x)$ of $n$ non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational…

Machine Learning · Computer Science 2019-09-10 Ibrahim Jubran , Dan Feldman

We investigate approximation to a given real number by algebraic numbers and algebraic integers of prescribed degree. We deal with both best and uniform approximation, and highlight the similarities and differences compared with the…

Number Theory · Mathematics 2018-12-31 Johannes Schleischitz

We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…

Numerical Analysis · Mathematics 2022-09-05 Kateryna Marynets , Dona Pantova

We prove that the Littlewood conjecture is satisfied for a restricted class of pairs $(\alpha,\beta)$ of badly approximable numbers. We use the localization of the roots of a cubic equation with coefficients depending on the diophantine…

Number Theory · Mathematics 2025-04-22 Youssef Lazar

We investigate the number of integer solutions to a multiplicative Diophantine approximation problem and show that the associated counting function converges in distribution to a normal law. Our approach relies on the analysis of…

Number Theory · Mathematics 2026-01-21 Michael Björklund , Reynold Fregoli , Alexander Gorodnik

This paper deals with the \emph{integral} version of the Dirichlet homogeneous fractional Laplace equation. For this problem weighted and fractional Sobolev a priori estimates are provided in terms of the H\"older regularity of the data. By…

Numerical Analysis · Mathematics 2017-01-11 Gabriel Acosta , Juan Pablo Borthagaray

We investigate the problem of best simultaneous Diophantine approximation under a constraint on the denominator, as proposed by Jurkat. New lower estimates for optimal approximation constants are given in terms of critical determinants of…

Number Theory · Mathematics 2007-05-23 Iskander Aliev , Peter Gruber

We propose a new second-order accurate lattice Boltzmann formulation for linear elastodynamics that is stable for arbitrary combinations of material parameters under a CFL-like condition. The construction of the numerical scheme uses an…

Numerical Analysis · Mathematics 2025-01-22 Oliver Boolakee , Martin Geier , Laura De Lorenzis

We develop the theory of Diophantine approximation for systems of simultaneously small linear forms, which coefficients are drawn from any given analytic non-degenerate manifolds. This setup originates from a problem of Sprind\v{z}uk from…

Number Theory · Mathematics 2017-07-04 Victor Beresnevich , Vasili Bernik , Natalia Budarina

We develop the metric theory of Diophantine approximation on homogeneous varieties of semisimple algebraic groups and prove results analogous to the classical Khinchin and Jarnik theorems. In full generality our results establish…

Dynamical Systems · Mathematics 2014-06-25 Anish Ghosh , Alexander Gorodnik , Amos Nevo

This paper is devoted to the study of a problem of Cassels in multiplicative Diophantine approximation which involves minimising values of a product of affine linear forms computed at integral points. It was previously known that values of…

Number Theory · Mathematics 2016-01-15 Alexander Gorodnik , Pankaj Vishe

We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…

Data Structures and Algorithms · Computer Science 2020-07-28 Elaheh Fata , Will Ma , David Simchi-Levi

This paper proposes a new AND-OR graph search framework for synthesis of Linear Temporal Logic on finite traces (\LTLf), that overcomes some limitations of previous approaches. Within such framework, we devise a procedure inspired by the…

Logic in Computer Science · Computer Science 2023-06-21 Marco Favorito

The (classical) Lagrange spectrum is a closed subset of the positive real numbers defined in terms of diophantine approximation. Its structure is quite involved. This article describes a polynomial time algorithm to approximate it in…

Dynamical Systems · Mathematics 2019-11-28 Vincent Delecroix , Carlos Matheus , Carlos Gustavo Moreira

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

Numerical Analysis · Mathematics 2022-09-14 Wenbo Li , Abner J. Salgado