Related papers: A numerical method for oscillatory integrals with …
We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…
High-index saddle dynamics provides an effective means to compute the any-index saddle points and construct the solution landscape. In this paper we prove error estimates for Euler discretization of high-index saddle dynamics with respect…
Using the saddle-point method, we compute an asymptotic, as $y \rightarrow \infty$, for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$…
In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and…
The attractors of a dynamical system govern its typical long-term behaviour. The presence of many attractors is significant as it means the behaviour is heavily dependent on the initial conditions. To understand how large numbers of…
We develop and analyze numerical discretization to the constrained high-index saddle dynamics, the dynamics searching for the high-index saddle points confined on the high-dimensional unit sphere. Compared with the saddle dynamics without…
In ergodic quantum systems, physical observables have a non-relaxing component if they "overlap" with a conserved quantity. In interacting microscopic models, how to isolate the non-relaxing component is unclear. We compute exact dynamical…
We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…
We introduce Gaussian quadrature rules for spline spaces that are frequently used in Galerkin discretizations to build mass and stiffness matrices. By definition, these spaces are of even degrees. The optimal quadrature rules we recently…
In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…
In this paper, new Levin methods are presented for calculating oscillatory integrals with algebraic and/or logarithmic singularities. To avoid singularity, the technique of singularity separation is applied and then the singular ODE…
In this paper we obtain the non - asymptotic estimations for oscillating integral operators in the so - called Bilateral Grand Lebesgue Spaces. We also give examples to show the sharpness of these inequalities.
We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…
The spectral problem associated with the linearization about solitary waves of spinor systems or optical coupled mode equations supporting gap solitons is formulated in terms of the Evans function, a complex analytic function whose zeros…
We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the…
The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…
Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…