Related papers: The method of Chernoff approximation
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…
We introduce the notion of pattern for numerical semigroups, which allows us to generalize the definition of Arf numerical semigroups. In this way infinitely many other classes of numerical semigroups are defined giving a classification of…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
In this article, we achieve some general statistical approximation results for $ \lambda $-Bernstein operators in addition to some other approximation properties. We prove a statistical Voronovskaja-type approximation theorem. We also…
Motivated by positivity-, monotonicity-, and convexity preserving differential equations, we introduce a definition of shape preserving operator semigroups and analyze their fundamental properties. In particular, we prove that the class of…
In this paper we characterize the approximation schemes that satisfy Shapiro's theorem and we use this result for several classical approximation processes. In particular, we study approximation of operators by finite rank operators and…
In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…
We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…
Stochastic differential equations (SDEs) and the Kolmogorov partial differential equations (PDEs) associated to them have been widely used in models from engineering, finance, and the natural sciences. In particular, SDEs and Kolmogorov…
We generalize the notion of semi-normalized classes of systems of differential equations, study properties of such classes and extend the algebraic method of group classification to them. In particular, we prove the important theorems on…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
When an Approximation Theorist looks at well-posed PDE problems or operator equations, and standard solution algorithms like Finite Elements, Rayleigh-Ritz or Trefftz techniques, methods of fundamental or particular solutions and their…
We present a perturbation result for generators of $C_0$-semigroups which can be considered as an operator theoretic version of the Weiss-Staffans perturbation theorem for abstract linear systems. The result are illustrated by applications…
We consider Schr\"odinger operators on a bounded domain $\Omega\subset \mathbb{R}^3$, with homogeneous Robin or Dirichlet boundary conditions on $\partial\Omega$ and a point (zero-range) interaction placed at an interior point of $\Omega$.…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We consider Schr\"odinger PDEs, posed on a boundaryless Riemannian manifold $M$, with bilinear control. We propose a new method to prove the global $L^2$-approximate controllability. Contrarily to previous ones, it works in arbitrarily…
This paper is concerned with emptyness of the essential spectrum, or equivalently compactness of the semigroup, for perturbations of selfadjoint operators that are bounded below (on an L^2-space). For perturbations by a (nonnegative)…