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We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

Probability · Mathematics 2018-07-30 Laure Coutin , Laurent Decreusefond

We extend our analysis on the Oldroyd-B model in Barrett and Boyaval [1] to consider the finite element approximation of the FENE-P system of equations, which models a dilute polymeric fluid, in a bounded domain $D $\subset$ R d , d = 2 or…

Numerical Analysis · Mathematics 2017-04-05 John Barrett , Sébastien Boyaval

We attempt to investigate a two-dimensional Gauss-Kuzmin theorem for R\'enyi-type continued fraction expansions. More precisely speaking, our focus is to obtain specific lower and upper bounds for the error term considered which imply the…

Number Theory · Mathematics 2020-04-13 Gabriela Ileana Sebe , Dan Lascu

We investigate the consistency and convergence of flux-corrected finite element approximations in the context of nonlinear hyperbolic conservation laws. In particular, we focus on a monolithic convex limiting approach and prove a…

Numerical Analysis · Mathematics 2023-08-30 Dmitri Kuzmin , Mária Lukácova-Medvid'ová , Philipp Öffner

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

We consider a system of nonlinear partial differential equations modelling the steady motion of an incompressible non-Newtonian fluid, which is chemically reacting. The governing system consists of a steady convection-diffusion equation for…

Numerical Analysis · Mathematics 2017-03-16 Seungchan Ko , Petra Pustejovská , Endre Süli

Observable operator models (OOMs) offer a powerful framework for modelling stochastic processes, surpassing the traditional hidden Markov models (HMMs) in generality and efficiency. However, using OOMs to model infinite-dimensional…

Probability · Mathematics 2024-04-19 Wojciech Anyszka

We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

In this paper, we show a new relation between phase transition in one-dimensional Statistical Mechanics and the multiplicity of the dimension of the space of harmonic functions for an extension of the classical transfer operator. We…

Dynamical Systems · Mathematics 2020-09-17 L. Cioletti , L. Melo , R. Ruviaro , E. A. Silva

Operator-theoretic analysis of nonlinear dynamical systems has attracted much attention in a variety of engineering and scientific fields, endowed with practical estimation methods using data such as dynamic mode decomposition. In this…

Machine Learning · Computer Science 2020-09-25 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Yoichi Matsuo , Yoshinobu Kawahara

This paper deals with the discrete system being the finite-difference approximation of the Sturm-Liouville problem with frozen argument. The inverse problem theory is developed for this discrete system. We describe the two principal cases:…

Numerical Analysis · Mathematics 2021-08-25 Natalia P. Bondarenko

Many physical and mathematical models involve random fields in their input data. Examples are ordinary differential equations, partial differential equations and integro--differential equations with uncertainties in the coefficient…

Numerical Analysis · Mathematics 2021-12-07 Michael Griebel , Guanglian Li , Christian Rieger

We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degenerate Gaussian random elements taking values in a separable…

Probability · Mathematics 2023-04-17 Solesne Bourguin , Simon Campese , Thanh Dang

This paper is concerned with superconvergence properties of a class of finite volume methods of arbitrary order over rectangular meshes. Our main result is to prove {\it 2k-conjecture}: at each vertex of the underlying rectangular mesh, the…

Numerical Analysis · Mathematics 2014-01-03 Waixiang Cao , Zhimin Zhang , Qingsong Zou

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We prove in this paper the weak consistency of a general finite volume convection operator acting on discrete functions which are possibly not piecewise-constant over the cells of the mesh and over the time steps. It yields an extension of…

Numerical Analysis · Mathematics 2021-03-18 T Gallouët , R Herbin , J. -C Latché

We consider the finite volume approximation of a reaction-diffusion system with fast reversible reaction. We deduce from a priori estimates that the approximate solution converges to the weak solution of the reaction-diffusion problem and…

Analysis of PDEs · Mathematics 2008-08-05 R. Eymard , D. Hilhorst , M. Olech

The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, Gaussian limit distributions…

Probability · Mathematics 2025-10-22 Valentin Konakov , Enno Mammen , Lorick Huang

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias
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