Related papers: A generic construction for high order approximatio…
We present new high order approximations schemes for the Cox-Ingersoll-Ross (CIR) process that are obtained by using a recent technique developed by Alfonsi and Bally (2021) for the approximation of semigroups. The idea consists in using a…
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…
The discrete logarithm problem in a finite group is the basis for many protocols in cryptography. The best general algorithms which solve this problem have time complexity of $\mathcal{O}(\sqrt{N}\log N)$, and a space complexity of…
This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes,…
We describe a new random greedy algorithm for generating regular graphs of high girth: Let $k\geq 3$ and $c \in (0,1)$ be fixed. Let $n \in \mathbb{N}$ be even and set $g = c \log_{k-1} (n)$. Begin with a Hamilton cycle $G$ on $n$ vertices.…
We develop a general, functional calculus approach to approximation of $C_0$-semigroups on Banach spaces by bounded completely monotone functions of their generators. The approach comprises most of well-known approximation formulas, yields…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
Semi-random processes involve an adaptive decision-maker, whose goal is to achieve some predetermined objective in an online randomized environment. They have algorithmic implications in various areas of computer science, as well as…
Looking for an efficient algorithm for the computation of the homology groups of an algebraic set or even a semi-algebraic set is an important problem in the effective real algebraic geometry. Recently, Peter Burgisser, Felipe Cucker and…
We provide a abstract framework to prove total variation convergence result with arbitrary rate for numerical scheme for SDE. In particular we show that under standard weak approximation properties of scheme such as Euler we can obtain…
Let $G = (V,E,w)$ be a weighted undirected graph on $|V| = n$ vertices and $|E| = m$ edges, let $k \ge 1$ be any integer, and let $\epsilon < 1$ be any parameter. We present the following results on fast constructions of spanners with…
We develop a new framework for generalizing approximation algorithms from the structural graph algorithm literature so that they apply to graphs somewhat close to that class (a scenario we expect is common when working with real-world…
We study the efficient approximability of basic graph and logic problems in the literature when instances are specified hierarchically as in \cite{Le89} or are specified by 1-dimensional finite narrow periodic specifications as in…
We consider a natural generalization of scheduling $n$ jobs on $m$ parallel machines so as to minimize the makespan. In our extension the set of jobs is partitioned into several classes and a machine requires a setup whenever it switches…
Randomized parallel algorithms for many fundamental problems achieve optimal linear work in expectation, but upgrading this guarantee to hold with high probability (whp) remains a recurring theoretical challenge. In this paper, we address…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
We prove that with high probability over the choice of a random graph $G$ from the Erd\H{o}s-R\'enyi distribution $G(n,1/2)$, the $n^{O(d)}$-time degree $d$ Sum-of-Squares semidefinite programming relaxation for the clique problem will give…
We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…
We present a heuristic algorithm to compute the ideal class group, and a generator of a principal ideal in $\mathbb{Q}(\zeta_{p^s})$ in time $2^{O(n^{1/2+\varepsilon})}$ for $n:= deg(K)$ and arbitrarily small $\varepsilon$. This yields an…