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We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models arise in situations with endogenous uncertainty. The developed…

Optimization and Control · Mathematics 2018-06-26 Fengqiao Luo , Sanjay Mehrotra

We consider a hyperbolic conservation law posed on an (N+1)-dimensional spacetime, whose flux is a field of differential forms of degree N. Generalizing the classical Kuznetsov's method, we derive an L1 error estimate which applies to a…

Analysis of PDEs · Mathematics 2011-04-22 Paulo Amorim , Philippe G. LeFloch , Wladimir Neves

Parameter estimation in ordinary differential equations, although applied and refined in various fields of the quantitative sciences, is still confronted with a variety of difficulties. One major challenge is finding the global optimum of a…

Quantitative Methods · Quantitative Biology 2013-02-11 Daniel Kaschek , Jens Timmer

We study generalised linear regression and classification for a synthetically generated dataset encompassing different problems of interest, such as learning with random features, neural networks in the lazy training regime, and the hidden…

Statistics Theory · Mathematics 2022-03-28 Federica Gerace , Bruno Loureiro , Florent Krzakala , Marc Mézard , Lenka Zdeborová

We consider the topic of multivariate regression on manifold-valued output, that is, for a multivariate observation, its output response lies on a manifold. Moreover, we propose a new regression model to deal with the presence of grossly…

Machine Learning · Statistics 2017-09-12 Xiaowei Zhang , Xudong Shi , Yu Sun , Li Cheng

The global characteristic initial value problem for linear wave equations on globally hyperbolic Lorentzian manifolds is examined, for a class of smooth initial value hypersurfaces satisfying favourable global properties. First it is shown…

Mathematical Physics · Physics 2018-05-01 Umberto Lupo

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

We use novel integral representations developed by the second author to prove certain rigorous results concerning elliptic boundary value problems in convex polygons. Central to this approach is the so-called global relation, which is a…

Analysis of PDEs · Mathematics 2013-01-09 A. C. L. Ashton , A. S. Fokas

The numerical analysis of gradient inclusions in a compact subset of $2\times 2$ diagonal matrices is studied. Assuming that the boundary conditions are reached after a finite number of laminations and using piecewise linear finite…

Numerical Analysis · Mathematics 2013-07-30 Omar Anza Hafsa

We establish global-in-time decay estimates for the multi-phase Muskat problem in the case where the density takes exactly n+1 distinct constant values. We first linearize the system around a flat stable configuration, followed by the study…

Analysis of PDEs · Mathematics 2026-04-15 Zirui Wang

One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric…

Numerical Analysis · Mathematics 2022-12-16 Ralf Zimmermann

In a general setting, we study a posteriori estimates used in finite element analysis to measure the error between a solution and its approximation. The latter is not necessarily generated by a finite element method. We show that the error…

Numerical Analysis · Mathematics 2025-07-09 Thomas Führer , Sergio Rojas

The error function of real argument can be uniformly approximated to a given accuracy by a single closed-form expression for the whole variable range either in terms of addition, multiplication, division, and square root operations only, or…

Chemical Physics · Physics 2025-10-06 Dimitri N. Laikov

Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a…

Computation · Statistics 2021-06-01 X. Zhu , B. Sudret

A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…

Numerical Analysis · Mathematics 2009-03-05 George W. Patrick , Charles Cuell

A semilinear 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 L1-type discretizations of this…

Numerical Analysis · Mathematics 2022-08-12 Natalia Kopteva

Initial-boundary value problems for the $n$-dimensional ($n$ is a natural number from the interval [2,7]) Kuramoto-Sivashinsky equation posed on smooth bounded domains in $\mathbb{R}^n$ were considered. The existence and uniqueness of…

Analysis of PDEs · Mathematics 2022-05-24 N. A. Larkin

In this paper, we derive a priori error estimates for variational inequalities of the first kind in an abstract framework. This is done by combining the first Strang Lemma and the Falk Theorem. The main application consists in the…

Numerical Analysis · Mathematics 2024-10-30 Lothar Banz , Miriam Schönauer , Andreas Schröder

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard