Related papers: The method of Chernoff approximation
The aim of this paper is twofold: (1) On the one hand, the paper revisits the spectral analysis of semigroups in a general Banach space setting. It presents some new and more general versions, and provides comprehensible proofs, of…
We consider the convergent problems of Dirichlet forms associated with the Laplace operators on thin domains. This problem appears in the field of quantum waveguides. We study that a sequence of Dirichlet forms approximating the Laplace…
We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…
We describe an Euler scheme to approximate solutions of L\'evy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poisson process. This result extends a previous work of the…
A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…
Recent algorithmic advances in algebraic automata theory drew attention to semigroupoids (semicategories). These are mathematical descriptions of typed computational processes, but they have not been studied systematically in the context of…
In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions…
The semigroup decomposition formalism makes use of the functional model for $C_{.0}$ class contractive semigroups for the description of the time evolution of resonances. For a given scattering problem the formalism allows for the…
This work is devoted to establish the strong convergence results of an iterative algorithm generated by the shrinking projection method in Hilbert spaces. The proposed approximation sequence is used to find a common element in the set of…
This paper focus on the convergence of stochastic approximation with Nesterov momentum. Nesterov acceleration has proven effective in machine learning for its ability to reduce computational complexity. The issue of delayed information in…
These introductory notes are about functional renormalization group equations and some of their applications. It is emphasised that the applicability of this method extends well beyond critical systems, it actually provides us a general…
We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…
In this work, we formulate an abstract framework to study mean-field systems. In contrast to most approaches in the available literature which primarily rely on the analysis of SDEs, ours is based on optimal transport and semigroup theory.…
We revise the notion of the quasi-sectorial contractions. Our main theorem establishes a relation between semigroups of quasi-sectorial contractions and a class of m-sectorial generators. We discuss a relevance of this kind of contractions…
We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a…
We study approximation classes for adaptive time-stepping finite element methods for time-dependent Partial Differential Equations (PDE). We measure the approximation error in $L_2([0,T)\times\Omega)$ and consider the approximation with…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…
A DR-semigroup $S$ (also known as a reduced E-semiabundant or reduced E-Fountain semigroup) is here viewed as a semigroup equipped with two unary operations $D,R$ satisfying finitely many equational laws. Examples include DRC-semigroups…
Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…