Related papers: On the Root solution to the Skorokhod embedding pr…
In this paper we consider the Skorokhod embedding problem for general starting and target measures. In particular, we provide necessary and sufficient conditions for a stopping time to be minimal in the sense of Monroe(1972). The resulting…
This dissertation presents new results on three different themes all related to matroid polytopes. First we investigate properties of Ehrhart polynomials of matroid polytopes, independence matroid polytopes, and polymatroids. We prove that…
In this paper we show rigidity results for super-solutions to fully nonlinear elliptic conformally invariant equations on subdomains of the standard $n$-sphere $\mathbb S^n$ under suitable conditions along the boundary. We emphasize that…
This paper deals with a consistent estimator of the multifunction involved in a time-discretized Skorokhod reflection problem defined by a stochastic differential equation and a Moreau sweeping process.
We propose a model order reduction technique integrating the Shifted Boundary Method (SBM) with a POD-Galerkin strategy. This approach allows to treat more complex parametrized domains in an efficient and straightforward way. The impact of…
Vertex-patch smoothers offer an effective strategy for achieving robust geometric multigrid convergence for the Stokes equations, particularly in the context of high-order finite elements. However, their practical efficiency is often…
The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic…
In the case of polynomial potentials all solutions to 1-D Schroedinger equation are entire functions totally determined by loci of their roots and their behaviour at infinity. In this paper a description of the first of the two properties…
We propose consistent locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of non-autonomous parabolic evolution problems under the assumption of maximal…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE) with a constant diffusion coefficient, and with time…
We study solutions of uniformly elliptic PDE with Lipschitz leading coefficients and bounded lower order coefficients. We extend previous results of A. Logunov concerning nodal sets of harmonic functions and, in particular, prove polynomial…
Analytical solutions to the time-dependent Shr\"{o}dinger equation in one dimension are developed for time-independent potentials, one consisting of an infinite wall and a repulsive delta function. An exact solution is obtained by means of…
Skorokhod's J1 and M1 topologies are standard tools in proving limit theorems for stochastic processes. Motivated by applications, we extend these topologies so that they are capable of describing the convergence of a sequence of functions…
We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…
Quantum mechanical calculations require the repeated solution of a Schr\"odinger equation for the wavefunctions of the system. Recent work has shown that enriched finite element methods significantly reduce the degrees of freedom required…
In this work, we present a novel iterative deep Ritz method (IDRM) for solving a general class of elliptic problems. It is inspired by the iterative procedure for minimizing the loss during the training of the neural network, but at each…
We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod…
We present and analyze a new embedded--hybridized discontinuous Galerkin finite element method for the Stokes problem. The method has the attractive properties of full hybridized methods, namely an $H({\rm div})$-conforming velocity field,…
In this manuscript, we determine the optimal approximation rate for Skorohod integrals of sufficiently regular integrands. This generalizes the optimal approximation results for It\^o integrals. However, without adaptedness and the It\^o…