Related papers: On the Root solution to the Skorokhod embedding pr…
The continouity and compactness of embedding operators in in Sobolev-Lions type spaces are derived. By applying this result separability properties of degenerate anisotropic differential operator equations, well-posedeness and Strichartz…
We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…
We develop an essentially optimal finite element approach for solving ergodic stochastic two-scale elliptic equations whose two-scale coefficient may depend also on the slow variable. We solve the limiting stochastic two-scale homogenized…
Using a standard linearization technique and previously obtained microlocal properties for pseudodifferential operators with smooth coefficients, the authors state results of microlocal regularity in generalized Besov spaces for solutions…
We present and analyze a multiscale method for wave propagation problems, posed on spatial networks. By introducing a coarse scale, using a finite element space interpolated onto the network, we construct a discrete multiscale space using…
The representation problem of finite-dimensional Markov matrices in Markov semigroups is revisited, with emphasis on concrete criteria for matrix subclasses of theoretical or practical relevance, such as equal-input, circulant, symmetric or…
Given a L\'evy process $L$, we consider the so-called statistical Skorohod embedding problem of recovering the distribution of an independent random time $T$ based on i.i.d. sample from $L_{T}.$ Our approach is based on the genuine use of…
This paper is devoted to the analysis of a numerical scheme based on the Finite Element Method for approximating the solution of Koiter's model for a linearly elastic elliptic membrane shell subjected to remaining confined in a prescribed…
We propose an algorithm for deciding whether a given braid is pseudo-Anosov, reducible, or periodic. The algorithm is based on Garside's weighted decomposition and is polynomial-time in the word-length of an input braid. Moreover, a…
A generalized finite element method for the displacement obstacle problem of clamped Kirchhoff plates is considered in this paper. We derive optimal error estimates and present numerical results that illustrate the performance of the…
We consider the problem of approximating all real roots of a square-free polynomial $f$. Given isolating intervals, our algorithm refines each of them to a width of $2^{-L}$ or less, that is, each of the roots is approximated to $L$ bits…
We propose an improved algorithm for finding roots of polynomials over finite fields. This makes possible significant speedup of the decoding process of Bose-Chaudhuri-Hocquenghem, Reed-Solomon, and some other error-correcting codes.
We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p >…
In this paper we consider a variation of the Merton's problem with added stochastic volatility and finite time horizon. It is known that the corresponding optimal control problem may be reduced to a linear parabolic boundary problem under…
This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…
We study the existence of a minimal supersolution for backward stochastic differential equations when the terminal data can take the value +$\infty$ with positive probability. We deal with equations on a general filtered probability space…
Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…
We present a finite-element time-domain (FETD) Maxwell solver for the analysis of body-of-revolution (BOR) geometries based on discrete exterior calculus (DEC) of differential forms and transformation optics (TO) concepts. We explore TO…
In [CKM17], Chodosh, Ketover, and Maximo proved finite diffeomorphism theorems for complete embedded minimal hypersurfaces of dimension $\leqslant$ 6 with finite index and bounded volume growth ratio. In this paper, we adapt their method to…
We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…