Related papers: A numerical method for oscillatory integrals with …

In this paper, we describe a numerical continuation method that enables harmonic analysis of nonlinear periodic oscillators. This method is formulated as a boundary value problem that can be readily implemented by resorting to a standard…

A new simulation technique to obtain the synchronized steady-state solutions existing in coupled oscillator systems is presented. The technique departs from a semi-analytical formulation presented in previous works. It extends the model of…

This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certificate for asymptotic convergence, directly bridging the gap…

We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…

This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

Using simple models in D=0+0 and D=0+1 dimensions we construct partition functions and compute two-point correlations. The exact result is compared with saddle-point approximation and solutions of Schwinger-Dyson equations. When integrals…

Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct…

In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…

In this short lecture, we compute asymptotics of orthogonal polynomials, from a saddle point approximation. This is an example of a calculation which shows the link between integrability, algebraic geometry and random matrices.

We prove that the decay of the eigenfunctions of harmonic oscillators, uniform electric or magnetic fields is not stable under 0-order complex perturbations, even if bounded, of these Hamiltonians, in the sense that we can produce solutions…

In this article we introduce and study oscillating Gaussian processes defined by $X_t = \alpha_+ Y_t {\bf 1}_{Y_t >0} + \alpha_- Y_t{\bf 1}_{Y_t<0}$, where $\alpha_+,\alpha_->0$ are free parameters and $Y$ is either stationary or…

Gaussian beams are asymptotically valid high frequency solutions to hyperbolic partial differential equations, concentrated on a single curve through the physical domain. They can also be extended to some dispersive wave equations, such as…

We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

An integral scheme for the efficient evaluation of two-center integrals over contracted solid harmonic Gaussian functions is presented. Integral expressions are derived for local operators that depend on the position vector of one of the…

We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribution exhibits a rate function that is a simple quadratic…

The rich non-linear dynamics of the coupled oscillators (under second harmonic injection) can be leveraged to solve computationally hard problems in combinatorial optimization such as finding the ground state of the Ising Hamiltonian. While…

We propose an inexact Uzawa algorithm with two variable relaxation parameters for solving the generalized saddle-point system. The saddle-point problems can be found in a wide class of applications, such as the augmented Lagrangian…