Related papers: An Upper Bound Estimate and Stability for the Glob…
In this paper, we develop an optimization-based framework for solving coupled forward-backward stochastic differential equations. We introduce an integral-form objective function and prove its equivalence to the error between consecutive…
We transform a double integral into a second-order initial value problem, which we solve using Euler's method and Richardson extrapolation. For an example we consider, we achieve accuracy close to machine precision (1e-15). We also use the…
As quantum computers mature, quantum error correcting codes (QECs) will be adopted in order to suppress errors to any desired level $E$ at a cost in qubit-count $n$ that is merely poly-logarithmic in $1/E$. However in the NISQ era, the…
In this paper, we study a second-order accurate and linear numerical scheme for the nonlocal Cahn-Hilliard equation. The scheme is established by combining a modified Crank-Nicolson approximation and the Adams-Bashforth extrapolation for…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
This paper develops systematically the output feedback exponential stabilization for a one-dimensional unstable/anti-stable wave equation where the control boundary suffers from both internal nonlinear uncertainty and external disturbance.…
Let A_N be an N-point distribution in the unit square in the Euclidean plane. We consider the Discrepancy function D_N(x) in two dimensions with respect to rectangles with lower left corner anchored at the origin and upper right corner at…
The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…
We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
In this work, we develop a numerical method to study the error estimates of the $\alpha$-stable central limit theorem under sublinear expectation with $\alpha \in(0,2)$, whose limit distribution can be characterized by a fully nonlinear…
In recent years, high-order finite element methods on high-order meshes have attracted considerable attention. This work investigates the isoparametric upwind discontinuous Galerkin method for the radiation transport equation on a bounded…
Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…
In a recent paper~\cite{paper2}, we proposed the concept of optimal error bounds for an iterative process, which allows us to obtain the convergence result of the iterative sequence to the common fixed point of the nonexpansive mappings in…
Finite precision computations using digital computers involve the following inherent errors: (1) Round-off error of finite precision computations (2) Binary computer arithmetic precludes exact number representation of traditional decimal…
In this paper, the optimal convergence rate $O\left(N^{-1/2}\right)$ (where $N$ is the total number of iterations performed by the algorithm), without the presence of a logarithmic factor, is proved for mirror descent algorithms with…
This paper is concerned with the numerical implementation of a formula in the enclosure method as applied to a prototype inverse initial boundary value problem for thermal imaging in a one-space dimension. A precise error estimate of the…
The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…
We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…
In this paper, we study convergence and superconvergence theory of integer and fractional derivatives of the one-point and the two-point Hermite interpolations. When considering the integer-order derivative, exponential decay of the error…