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We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

Reparametrization invariant Sobolev metrics on spaces of regular curves have been shown to be of importance in the field of mathematical shape analysis. For practical applications, one usually discretizes the space of smooth curves and…

Differential Geometry · Mathematics 2025-03-26 Jonathan Cerqueira , Emmanuel Hartman , Eric Klassen , Martin Bauer

We give estimates of the distance between the densities of the laws of two functionals $F$ and $G$ on the Wiener space in terms of the Malliavin-Sobolev norm of $F-G.$ We actually consider a more general framework which allows one to treat…

Probability · Mathematics 2016-04-07 Vlad Bally , Lucia Caramellino

In this paper, we study a natural discretization of the smooth Gaussian curvature on surfaces, which is defined as the quotient of the angle defect and the area of a geodesic disk at a vertex of a polyhedral surface. It is proved that each…

Differential Geometry · Mathematics 2023-09-14 Xu Xu , Chao Zheng

We study deformations of plane curves in the similarity geometry. It is known that continuous deformations of smooth curves are described by the Burgers hierarchy. In this paper, we formulate the discrete deformation of discrete plane…

Exactly Solvable and Integrable Systems · Physics 2016-03-15 Kenji Kajiwara , Toshinobu Kuroda , Nozomu Matsuura

We prove $L^p_{comp}\to L^p_{s}$ boundedness for averaging operators associated to a class of curves in the Heisenberg group $\mathbb{H}^1$ via $L^2$ estimates for related oscillatory integrals and Bourgain-Demeter decoupling inequalities…

Classical Analysis and ODEs · Mathematics 2022-08-04 Geoffrey Bentsen

We construct a continuously differentiable curve in the plane that can be covered by a collection of lines such that every line intersects the curve at a single point and the union of the lines has Hausdorff dimension 1. We show that for…

Metric Geometry · Mathematics 2024-01-29 Tamás Keleti , James Cumberbatch , Jialin Zhang

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…

Analysis of PDEs · Mathematics 2013-04-16 Kenneth H. Karlsen , Nils Henrik Risebro , Erlend B. Storrøsten

In this paper we study similarity measures for moving curves which can, for example, model changing coastlines or retreating glacier termini. Points on a moving curve have two parameters, namely the position along the curve as well as time.…

Computational Geometry · Computer Science 2015-07-15 Kevin Buchin , Tim Ophelders , Bettina Speckmann

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…

Chaotic Dynamics · Physics 2014-08-20 Marius-F. Danca

This paper is aimed to study the ergodic short-term behaviour of discretizations of circle expanding maps. More precisely, we prove some asymptotics of the distance between the $t$-th iterate of Lebesgue measure by the dynamics $f$ and the…

Dynamical Systems · Mathematics 2023-08-09 Pierre-Antoine Guihéneuf , Maurizio Monge

We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…

Probability · Mathematics 2022-09-15 Ehsan Azmoodeh , Pauliina Ilmonen , Nourhan Shafik , Tommi Sottinen , Lauri Viitasaari

Our goal is to identify the type and number of static equilibrium points of solids arising from fine, equidistant $n$-discretrizations of smooth, convex surfaces. We assume uniform gravity and a frictionless, horizontal, planar support. We…

Differential Geometry · Mathematics 2011-12-02 Gabor Domokos , Zsolt Langi , Timea Szabo

In this article we investigate a first order reparametrization-invariant Sobolev metric on the space of immersed curves. Motivated by applications in shape analysis where discretizations of this infinite-dimensional space are needed, we…

Differential Geometry · Mathematics 2019-02-06 Martin Bauer , Martins Bruveris , Philipp Harms , Peter Michor

The Vapnik-Chervonenkis dimension provides a notion of complexity for systems of sets. If the VC dimension is small, then knowing this can drastically simplify fundamental computational tasks such as classification, range counting, and…

Computational Geometry · Computer Science 2019-11-18 Anne Driemel , André Nusser , Jeff M. Phillips , Ioannis Psarros

The problem of the optimal approximation of circular arcs by parametric polynomial curves is considered. The optimality relates to the Hausdorff distance and have not been studied yet in the literature. Parametric polynomial curves of low…

Numerical Analysis · Mathematics 2021-02-26 Aleš Vavpetič , Emil Žagar

Given a compact basic semi-algebraic set we provide a numerical scheme to approximate as closely as desired, any finite number of moments of the Hausdorff measure on the boundary of this set. This also allows one to approximate interesting…

Optimization and Control · Mathematics 2020-01-22 Jean-Bernard Lasserre , Victor Magron

We present a simple method to approximate Rao's distance between multivariate normal distributions based on discretizing curves joining normal distributions and approximating Rao's distances between successive nearby normal distributions on…

Information Theory · Computer Science 2023-04-20 Frank Nielsen

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…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen
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