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We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

For the general obstacle problem, we prove by direct methods an epiperimetric inequality at regular and singular points, thus answering a question of Weiss (Invent. Math., 138 (1999), 23--50). In particular at singular points we introduce a…

Analysis of PDEs · Mathematics 2017-08-08 Maria Colombo , Luca Spolaor , Bozhidar Velichkov

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

The problem of the optimal approximation of circular arcs by parametric polynomial curves is considered. The optimality relates to the Hausdorff distance and have not been studied yet in the literature. Parametric polynomial curves of low…

Numerical Analysis · Mathematics 2021-02-26 Aleš Vavpetič , Emil Žagar

Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…

Optimization and Control · Mathematics 2026-05-25 Zhou Wei , Michel Thera , Jen-Chih Yao

This paper proposes a novel variant of hyperinterpolation, called hard thresholding hyperinterpolation. This approximation scheme of degree $n$ leverages a hard thresholding operator to filter all hyperinterpolation coefficients, which…

Numerical Analysis · Mathematics 2024-11-28 Congpei An , Jiashu Ran

We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…

Functional Analysis · Mathematics 2021-07-20 Dorin Ervin Dutkay , Chun-Kit Lai

On one hand, consider the problem of finding global solutions to a polynomial optimization problem and, on the other hand, consider the problem of interpolating a set of points with a complex exponential function. This paper proposes a…

Optimization and Control · Mathematics 2017-03-21 Cédric Josz

Function approximation is a generic process in a variety of computational problems, from data interpolation to the solution of differential equations and inverse problems. In this work, a unified approach for such techniques is…

Numerical Analysis · Mathematics 2019-10-01 Nikolaos P. Bakas

Solving a system of nonlinear inequalities is an important problem for which conventional numerical analysis has no satisfactory method. With a box-consistency algorithm one can compute a cover for the solution set to arbitrarily close…

Numerical Analysis · Mathematics 2021-08-23 M. H. van Emden , B. Moa

It was recently shown that the theory of linear stochastic systems can be viewed as a particular case of the theory of linear systems on a certain commutative ring of power series in a countable number of variables. In the present work we…

Functional Analysis · Mathematics 2011-04-11 Daniel Alpay , Haim Attia

We introduce remarkable upper bounds for the interpolation error constants on triangles, which are sharp and given by simple formulas. These constants are crucial in analyzing interpolation errors, particularly those associated with the…

Numerical Analysis · Mathematics 2025-07-18 Kenta Kobayashi

Linear interpolation inequalities that combine Hardy's inequality with sharp Sobolev embedding are obtained using classical arguments of Hardy and Littlewood (Bliss lemma). Such results are equivalent to Caffarelli-Kohn-Nirenberg…

Analysis of PDEs · Mathematics 2009-07-24 William Beckner

Standard interpolation techniques are implicitly based on the assumption that the signal lies on a homogeneous domain. In this letter, the proposed interpolation method instead exploits prior information about domain inhomogeneity,…

Classical Analysis and ODEs · Mathematics 2017-04-14 Hamid Behjat , Zafer Doğan , Dimitri Van De Ville , Leif Sörnmo

We prove that under very mild conditions for any interpolation formula $f(x) = \sum_{\lambda\in \Lambda} f(\lambda)a_\lambda(x) + \sum_{\mu\in M} \hat{f}(\mu)b_{\mu}(x)$ we have a lower bound for the counting functions $n_\Lambda(R_1) +…

Classical Analysis and ODEs · Mathematics 2020-05-27 Aleksei Kulikov

We derive analyticity criteria for explicit error bounds and an exponential rate of convergence of the magic point empirical interpolation method introduced by Barrault et al. (2004). Furthermore, we investigate its application to…

Numerical Analysis · Mathematics 2015-12-01 Maximilian Gaß , Kathrin Glau

We obtain new effective results in best approximation theory, specifically moduli of uniqueness and constants of strong unicity, for the problem of best uniform approximation with bounded coefficients, as first considered by Roulier and…

Classical Analysis and ODEs · Mathematics 2021-12-30 Andrei Sipos

Given $E_0, E_1, F_0, F_1, E$ rearrangement invariant function spaces, $a_0$, $a_1$, $b_0$, $b_1$, $b$ slowly varying functions and $0< \theta_0<\theta_1<1$, we characterize the interpolation spaces $$(\overline{X}^{\mathcal…

Functional Analysis · Mathematics 2021-03-17 Pedro Fernández-Martínez , Teresa M. Signes

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

Functional Analysis · Mathematics 2016-11-08 Jorge Antezana , Eduardo Chiumiento

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Statistics Theory · Mathematics 2012-05-14 Peter M. Robinson
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