Related papers: Convergence analysis of approximation formulas for…

We propose a simple and effective method for designing approximation formulas for weighted analytic functions. We consider spaces of such functions according to weight functions expressing the decay properties of the functions. Then, we…

We propose an optimal approximation formula for analytic functions that are defined on a complex region containing the real interval $(-1,1)$ and possibly have algebraic singularities at the endpoints of the interval. As a space of such…

We propose a method for designing accurate interpolation formulas on the real axis for the purpose of function approximation in weighted Hardy spaces. In particular, we consider the Hardy space of functions that are analytic in a strip…

We derive some lower bounds in rational approximation of given degree to functions in the Hardy space $H^2$ of the disk. We apply these to asymptotic errors rates in approximation to Blaschke products and to Cauchy integrals on geodesic…

In this technical note we provide a simple proof of Nehari's theorem on the optimal approximation by $H_\infty$ functions, based on convex duality.

In this thesis I explore challenging discrete energy minimization problems that arise mainly in the context of computer vision tasks. This work motivates the use of such "hard-to-optimize" non-submodular functionals, and proposes methods…

The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…

We generalize a classical result by A.Macintyre and W.Rogosinski on best $H^p$--approximation in $L^p$ of rational functions. For each inner function $\theta$ we give a description of $H^p$--badly approximable functions in $\bar \theta…

Optimization problems on probability measures in $\mathbb{R}^d$ are considered where the cost functional involves multi-marginal optimal transport. In a model of $N$ interacting particles, like in Density Functional Theory, the interaction…

We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted…

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

We study some approximation problems on a strict subset of the circle by analytic functions of the Hardy space H2 of the unit disk (in C), whose modulus satisfy a pointwise constraint on the complentary part of the circle. Existence and…

Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates…

We study the Hamiltonian of a two-dimensional log-gas with a confining potential $V$ satisfying the weak growth assumption -- $V$ is of the same order than $2\log|x|$ near infinity -- considered by Hardy and Kuijlaars [J. Approx. Theory,…

We propose a new approximation scheme to obtain analytic expressions for the bound state energies and eigenfunctions of Yukawa like potentials. The predicted energies are in excellent agreement with the accurate numerical values reported in…

Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse of dimensionality in optimal control to bi-level…

We consider the total energy decay together with L^2-bound of the solution itself of the Cauchy problem for wave equations with a localized damping and a short-range potential. We treat it in the one dimensional Euclidean space R. We adopt…

The present paper has a twofold contribution: first, we introduce a new concept of Hardy spaces on a multidimensional complexified annular domain which is closely related to the annulus of the Klein-Dirac quadric important in Conformal…

Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…

We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…