Related papers: On a perturbation method for stochastic parabolic …
Linear constrained convex programming has many practical applications, including support vector machine and machine learning portfolio problems. We propose the randomized primal-dual coordinate (RPDC) method, a randomized coordinate…
The influence of a linearized perturbation on stationary inflow solutions in an inviscid and thin accretion disc, has been studied here, and it has been argued, that a perturbative technique would indicate that all possible classes of…
We provide a self-contained analysis, based entirely on pde methods, of the exponentially long time behavior of solutions to linear uniformly parabolic equations which are small perturbations of a transport equation with vector field having…
The goal of this paper is to solve backward doubly stochastic differential equation (BDSDE, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus…
Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…
We discuss two approaches to study the long-time behaviour and infinite-time behaviour of solutions for integrable hamiltonian systems under small stochastic perturbations. Then we compare these results with those for deterministic…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
We present in this paper an approach for computing the homogenized behavior of a medium that is a small random perturbation of a periodic reference material. The random perturbation we consider is, in a sense made precise in our work, a…
This article is devoted to exploring the Lipschitz truncation method for parabolic multi-phase problems. The method is based on Whitney decomposition and covering lemmas with a delicate comparison scheme of appropriate alternatives to…
This paper presents a new systematic framework for nonlinear singularly perturbed systems in which state-dependent perturbation functions are used instead of constant perturbation coefficients. Under this framework, general results are…
We study the \emph{Proximal Alternating Predictor-Corrector} (PAPC) algorithm introduced recently by Drori, Sabach and Teboulle to solve nonsmooth structured convex-concave saddle point problems consisting of the sum of a smooth convex…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…
This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…
Linear equations with periodic coefficients describe the behavior of various dynamical systems. This studying is devoted to their applications to the planetary restricted three-body problem (RTBP). Here we consider the Laplace method for…
We consider, in the Aw-Rascle-Zhang traffic flow model, the problem of the asymptotic stability of constant flows. By using a perturbative approach, we show the stability in a larger space of perturbation than previous results. Furthermore,…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
We have developed a variational perturbation theory based on the Liouville-Neumann equation, which enables one to systematically compute the perturbative correction terms to the variationally determined wave functions of the time-dependent…