Related papers: The Helicoidal Method
In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…
This set of notes re-proves known results on weighted automata (over a field, also known as multiplicity automata). The text offers a unified view on theorems and proofs that have appeared in the literature over decades and were written in…
We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…
This paper considers the problem of estimating the variance of a sum of a triangular array of random vectors with heterogeneous means. When random vectors exhibit two-way cluster dependence or weak dependence, standard variance estimators…
We introduce a new approach to obtaining pointwise estimates for solutions of elliptic boundary value problems when the operator being considered satisfies a certain type of weighted integral inequalities. The method is illustrated on…
The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of…
The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…
A powerful method for calculating the eigenvalues of a Hamiltonian operator consists of converting the energy eigenvalue equation into a matrix equation by means of an appropriate basis set of functions. The convergence of the method can be…
This paper presents a study using the Bayesian approach in stochastic volatility models for modeling financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use of other distributions for the errors in the…
We study weak solutions to nonlocal equations governed by integrodifferential operators. Solutions are defined with the help of symmetric nonlocal bilinear forms. Throughout this work, our main emphasis is on operators with general,…
We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…
Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…
Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…
In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
This paper extends the theory of Zen spaces (weighted Hardy/Berg\-man spaces on the right-hand half-plane) to the Hilbert-space valued case, and describes the multipliers on them; it is shown that the methods of $H^\infty$ control can…
The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…
In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment…