Related papers: On explicit numerical schemes for the CIR process
We provide numerical procedures for possibly best evaluating the sum of positive series. Our procedures are based on the application of a generalized version of Kummer's test.
The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…
The well-known stochastic SIS model characterized by highly nonlinear in epidemiology has a unique positive solution taking values in a bounded domain with a series of dynamical behaviors. However, the approximation methods to maintain the…
In this paper, we propose and analyze a positivity-preserving, energy stable numerical scheme for certain type reaction-diffusion systems involving the Law of Mass Action with the detailed balance condition. The numerical scheme is…
An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…
As recently pointed out, regularization schemes defined in four-dimensions may also face inconsistencies in the presence of chiral fermions. In this work, we extend this analysis to two-loop order. Adopting the implicit regularization as…
In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…
A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…
Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…
The Circularity Principle was successfully applied for developing a coinductive proving technique, known as circular coinduction. In this paper, we show that the same principle can be used to develop an inductive proving technique. A main…
In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…
In this paper, a two-phase quasi-Newton scheme is proposed for solving an unconstrained optimization problem. The global convergence property of the scheme is provided under mild assumptions. The superlinear rate of the scheme is also…
We give the first constant-factor approximation algorithm for quasi-bipartite instances of Directed Steiner Tree on graphs that exclude fixed minors. In particular, for $K_r$-minor-free graphs our approximation guarantee is…
In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…
Shor's algorithm for factoring in polynomial time on a quantum computer\cite{Shor} gives an enormous advantage over all known classical factoring algorithm. We demonstrate how to factor products of large prime numbers using a compiled…
We propose a nonstandard finite difference scheme for the Susceptible-Infected-Removed (SIR) continuous model. We prove that our discretized system is dynamically consistent with its continuous counterpart and we derive its exact solution.…
Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…
In this paper, we study the prediction of a real-valued target, such as a risk score or recidivism rate, while guaranteeing a quantitative notion of fairness with respect to a protected attribute such as gender or race. We call this class…
In this paper we develop the formalism of rational complex Bezier curves. This framework is a simple extension of the CAD paradigm, since it describes arc of curves in terms of control polygons and weights, which are extended to complex…
Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…