Related papers: Strong convergence of a positive preserving drift-…
We study the discrete dynamical system obtained by repeatedly applying the Pearson correlation operator to a real matrix. Each step centers every row, normalizes each centered row to unit Euclidean norm, and forms the Gram matrix of the…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
This paper considers discrete-time linear systems with bounded additive disturbances, and studies the convergence properties of the backward reachable sets of robust controlled invariant sets (RCIS). Under a simple condition, we prove that…
We consider the compressible Euler system with anelastic scaling, modeling isentropic flows under the influence of gravity. In the zero-Mach-number limit, the solution of the compressible Euler system converges to a variable density…
We apply the iterative nonlinear programming method, previously proposed in our earlier work, to optimize Schur test functions and thereby provide refined upper bounds for the norms of integral operators. As an illustration, we derive such…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
We consider a chemo-repulsion model with quadratic production in a bounded domain. Firstly, we obtain global in time weak solutions, and give a regularity criterion (which is satisfied for $1D$ and $2D$ domains) to deduce uniqueness and…
We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with…
In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…
The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…
Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…
We study the Euler scheme for scalar non-autonomous stochastic differential equations, whose diffusion coefficient is not globally Lipschitz but a fractional power of a globally Lipschitz function. We analyse the strong error and establish…
An asymptotic preserving and energy stable scheme for the barotropic Euler system under the low Mach number scaling is designed and analysed. A velocity shift proportional to the pressure gradient is introduced in the convective fluxes,…
We address a class of schemes for the Euler equations with the following features: the space discretization is staggered, possible upwinding is performed with respect to the material velocity only and the internal energy balance is solved,…
In this paper, we define a generalised fractional Cox-Ingersoll-Ross process as a square of singular stochastic differential equation with respect to fractional Brownian motion with Hurst parameter H in (0,1) and continuous drift function.…
The present article aims to design and analyze efficient first-order strong schemes for a generalized A\"{i}t-Sahalia type model arising in mathematical finance and evolving in a positive domain $(0, \infty)$, which possesses a diffusion…
The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…
An alternative to the fully implicit or monolithic methods used for the solution of the coupling of fluid flow and deformation in porous media is a sequential approach in which the fully coupled system is broken into subproblems (flow and…
This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…