Related papers: Word combinatorics for stochastic differential equ…
In this paper, we study an efficient algorithm for constructing point sets underlying quasi-Monte Carlo integration rules for weighted Korobov classes. The algorithm presented is a reduced fast component-by-component digit-by-digit…
A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic…
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…
Motivated by a historical combinatorial problem that resembles the well-known Josephus problem, we investigate circular partition algorithms and formulate problems in deterministic finite automata with practical algorithms. The historical…
We present a stochastic finite-state model for segmenting Chinese text into dictionary entries and productively derived words, and providing pronunciations for these words; the method incorporates a class-based model in its treatment of…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…
The BCS equations are the centerpiece of the microscopic description of superconductivity. Their space discretization yields a system of coupled ordinary differential equations. In this work, we come up with fast time evolution schemes…
We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…
We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…
A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued,…
We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…
We present a class of symplectic integrators adapted for the integration of perturbed Hamiltonian systems of the form $H=A+\epsilon B$. We give a constructive proof that for all integer $p$, there exists an integrator with positive steps…
We introduce a language for formally reasoning about programs that combine differential constructs with probabilistic ones. The language harbours, for example, such systems as adaptive cruise controllers, continuous-time random walks, and…
Building upon the rule-algebraic stochastic mechanics framework, we present new results on the relationship of stochastic rewriting systems described in terms of continuous-time Markov chains, their embedded discrete-time Markov chains and…
In this paper we study sharp estimates for the Schr\"odinger operator via the framework of orthogonal polynomials. We use spherical harmonics and Gegenbauer polynomials to prove a new weighted inequality for the Schr\"odinger equation that…
The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…
Block-structured integer linear programs (ILPs) play an important role in various application fields. We address $n$-fold ILPs where the matrix $\mathcal{A}$ has a specific structure, i.e., where the blocks in the lower part of…