Related papers: Convergence of approximations to stochastic scalar…
The purpose of this article is to study the convergence of a low order finite element approximation for a natural convection problem. We prove that the discretization based on P1 polynomials for every variable (velocity, pressure and…
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…
Stochastic approximation (SA) is a classical approach for stochastic convex optimization. Previous studies have demonstrated that the convergence rate of SA can be improved by introducing either smoothness or strong convexity condition. In…
A constructive numerical approximation of the two-dimensional unsteady stochastic Navier-Stokes equations of an incompressible fluid is proposed via a pseudo-compressibility technique involving a parameter $\epsilon$. Space and time are…
Our general aim is to give sufficient conditions for robustness behavior and convergence to the equilibrium point of linear time-varying fractional system's solutions. We approach this problem using as a framework a series of recent results…
We study Krasnoselskii-Mann style iterative algorithms for approximating fixpoints of asymptotically weakly contractive mappings, with a focus on providing generalised convergence proofs along with explicit rates of convergence. More…
A uniform bounded variation estimate for finite volume approximations of the nonlinear scalar conservation law $\partial_t \alpha + \mathrm{div}(\boldsymbol{u}f(\alpha)) = 0$ in two and three spatial dimensions with an initial data of…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
We consider a system of nonlinear partial differential equations describing the motion of an incompressible chemically reacting generalized Newtonian fluid in three space dimensions. The governing system consists of a steady…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
We propose an upwind finite volume method for a system of two kinetic equations in one dimension that are coupled through nonlocal interaction terms. These cross-interaction systems were recently obtained as the mean-field limit of a…
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…
For a generalized Hodge Laplace equation, we prove the quasi-optimal convergence rate of an adaptive mixed finite element method. This adaptive method can control the error in the natural mixed variational norm when the space of harmonic…
We use the truncated Wigner approximation to derive stochastic classical field equations for the description of polariton condensates. Our equations are shown to reduce to the Boltzmann equation in the limit of low polariton density. Monte…
We propose a new entropy-compatible neural network method for scalar hyperbolic conservation laws and establish, to our knowledge, the first explicit \(L^1\) convergence rates in this setting that apply to piecewise smooth entropy…
In this article we describe the applications of the relative entropy framework. In particular uniqueness of an entropy solution is proven for a scalar conservation law, using the notion of measure-valued entropy solutions. Further we survey…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
Finite volume schemes are commonly used to construct approximate solutions to conservation laws. In this study we extend the framework of the finite volume methods to dispersive water wave models, in particular to Boussinesq type systems.…