Related papers: Convergence of numerical approximations to non-lin…
Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex…
We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain…
We propose a novel diagrammatic method for computing transport coefficients in relativistic quantum field theory. The self-consistent equation for summing the diagrams with pinch singularities has a form of a linearized kinetic equation as…
We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
The aim of this work is to investigate semi-Lagrangian approximation schemes on unstructured grids for viscous transport and conservative equations with measurable coefficients that satisfy a one-sided Lipschitz condition. To establish the…
We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…
We consider linear partial differential equations on resistance spaces that are uniformly elliptic and parabolic in the sense of quadratic forms and involve abstract gradient and divergence terms. Our main interest is to provide graph and…
We consider nonlinear, uniformly elliptic equations with random, highly oscillating coefficients satisfying a finite range of dependence. We prove that homogenization and linearization commute in the sense that the linearized equation…
In this paper we present a novel method for the numerical solution of linear transport equations, which is based on ridgelets. Such equations arise for instance in radiative transfer or in phase contrast imaging. Due to the fact that…
Local nonlinear approximations to the growth of cosmic perturbations are developed, resulting in relations, at a given epoch, between the peculiar velocity and gravity fields and their gradients. Only the equation of motion is approximated,…
We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…
In this short note we provide a quantitative version of the classical Runge approximation property for second order elliptic operators. This relies on quantitative unique continuation results and duality arguments. We show that these…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…
We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class…
Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…
This paper focusses on the barely understood gap between the weakly nonlinear regime of structure formation and the onset of the virialized regime. While the former is accessed through perturbative calculations and the latter through…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…