Related papers: Introduction to hypocoercive methods and applicati…
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…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
The homogeneous isotropic Boltzmann equation (HIBE) is a fundamental dynamic model for many applications in thermodynamics, econophysics and sociodynamics. Despite recent hardware improvements, the solution of the Boltzmann equation remains…
In this article, we study the long-time behavior of a finite-volume discretization for a nonlinear kinetic reaction model involving two interacting species. Building upon the seminal work of [Favre, Pirner, Schmeiser, ARMA, 2023], we extend…
We provide new complexity information for the convergence of the Hybrid Steepest Descent Method for solving the Variational Inequality Problem for a strict contraction on Hilbert space over a closed convex set C given either as the fixed…
These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…
The long-term dynamics of long-range interacting $N$-body systems can generically be described by the Balescu-Lenard kinetic equation. However, for ${1D}$ homogeneous systems, this collision operator exactly vanishes by symmetry. These…
In the present paper we give a brief summary of some recent theoretical advances in the treatment of inhomogeneous fluids and methods which have applications in the study of dynamical properties of liquids in situations of extreme…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
We are motivated to approximate solutions of a Hodgkin-Huxley type model with implicit methods. As a representative we chose a psychiatric disease model containing stable as well as chaotic cycling behaviour. We analyze the bifurcation…
In this paper, we provide a general framework to study general class of linear and nonlinear kinetic equations with random uncertainties from the initial data or collision kernels, and their stochastic Galerkin approximations, in both…
We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…
Building up on classical linear formulations, we posit that a broad class of problems in signal synthesis and in signal recovery are reducible to the basic task of finding a point in a closed convex subset of a Hilbert space that satisfies…
We make a brief historical review to the moment model reduction to the kinetic equations, particularly the Grad's moment method for Boltzmann equation. The focus is on the hyperbolicity of the reduced model, which is essential to the…
We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…
We examine the validity of the kinetic description of wave turbulence for a model quadratic equation. We focus on the space-inhomogeneous case, which had not been treated earlier; the space-homogeneous case is a simple variant. We determine…
For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as…
In this paper, we introduce an inertial proximal method for solving a bilevel problem involving two monotone equilibrium bifunctions in Hilbert spaces. Under suitable conditions and without any restrictive assumption on the trajectories,…