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We introduce a subexponential algorithm for geometric solving of multivariate polynomial equation systems whose bit complexity depends mainly on intrinsic geometric invariants of the solution set. From this algorithm, we derive a new…
We introduce forward-backward stochastic differential equations, highlighting the connection between solutions of these and solutions of partial differential equations, related by the Feynman-Kac theorem. We review the technique of…
An approach is developed for constructing simple analytical formulae accurately approximating solutions to eigenvalue problems of quantum mechanics. This approach is based on self-similar approximation theory. In order to derive…
The solution to the nonlinear output regulation problem requires one to solve a first order PDE, known as the Francis-Byrnes-Isidori (FBI) equations. In this paper we propose a method to compute approximate solutions to the FBI equations…
We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides…
We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
We design an abstract setting for the approximation in Banach spaces of operators acting in duality. A typical example are the gradient and divergence operators in Lebesgue--Sobolev spaces on a bounded domain. We apply this abstract setting…
We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…
We consider the problem of approximation of density functions which is important in the theory of pricing of basket options. Our method is well adopted to the multidimensional case. Observe that implementations of polynomial and spline…
We develop model-based methods for solving stochastic convex optimization problems, introducing the approximate-proximal point, or aProx, family, which includes stochastic subgradient, proximal point, and bundle methods. When the modeling…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
Strongly coupled immersed boundary (IB) methods solve the nonlinear fluid and structural equations of motion simultaneously for strongly enforcing the no-slip constraint on the body. Handling this constraint requires solving several large…
This paper is concerned with existence, uniqueness and behavior of the solutions of the autonomous third order nonlinear differential equation $f'''+(m+2)ff''-(2m+1)f'^2=0$ on $\mathbb{R}^+$ with the boundary conditions $f(0)=-\gamma$,…
A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…
In this paper we consider two different Stefan problems for a semi-infinite material for the non classical heat equation with a source which depends on the heat flux at the fixed face x = 0. One of them (with constant temperature on x = 0)…
In this paper we study the a posteriori bounds for a conforming piecewise linear finite element approximation of the Signorini problem. We prove new rigorous a posteriori estimates of residual type in $L^{p}$, for $p \in (4,\infty)$ in two…
The flow of a gas through porous medium is considered in the case of pressure dependent permeability. Approximate self-similar solutions of the boundary-value problems are found.
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple and general…
To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…