Related papers: On rates in Euler's formula for C_0-semigroups
In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The…
The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose…
In this paper, we prove optimal convergence rates results for regularisation methods for solving linear ill-posed operator equations in Hilbert spaces. The result generalises existing convergence rates results on optimality to general…
This paper presents a family of rapidly convergent summation formulas for various finite sums of analytic functions. These summation formulas are obtained by applying a series acceleration transformation involving Stirling numbers of the…
We study $L^p$-theory of second-order elliptic divergence type operators with complex measurable coefficients. The major aspect is that we allow complex coefficients in the main part of the operator, too. We investigate generation of…
We establish nearly optimal rates of convergence to self-similar solutions of Smoluchowski's coagulation equation with kernels $K = 2$, $x + y$, and $xy$. The method is a simple analogue of the Berry-Ess\'een theorem in classical…
We consider a Trotter-type-product formula for approximating the solution of a linear abstract Cauchy problem (given by a strongly continuous semigroup), where the underlying Banach space is a product of two spaces. In contrast to the…
We systematically find conditions which yield locally uniform convergence in the Fourier inversion formula in one and higher dimensions. We apply the gained knowledge to the complex inversion formula of the Laplace transform to extend known…
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…
We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a…
We study heat kernel convergence of induced subgraphs with Neumann boundary conditions. We first establish convergence of the resulting semigroups to the Neumann semigroup in $\ell^2$. While convergence to the Neumann semigroup always…
Fitting regression models for intensity functions of spatial point processes is of great interest in ecological and epidemiological studies of association between spatially referenced events and geographical or environmental covariates.…
We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…
The Sinc approximation is a function approximation formula that attains exponential convergence for rapidly decaying functions defined on the whole real axis. Even for other functions, the Sinc approximation works accurately when combined…
We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…
We define tensor product decompositions of $E_0$-semigroups with a structure analogous to a classical theorem of Beurling. Such decompositions can be characterized by adaptedness and exactness of unitary cocycles. For CCR-flows we show that…
Strong convergence rates for numerical approximations of semilinear stochastic partial differential equations (SPDEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for numerical…
Monotonicity properties of the ratio $$ \log \frac{f(x+a_1)\cdots f(x+a_n)}{f(x+b_1)\cdots f(x+b_n)}, $$ where $f$ is an entire function are investigated. Earlier results for Euler's gamma function and other entire functions of genus 1 are…
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…