Related papers: A discretized version of Krylov's estimate and its…
The computation of sparse solutions of large-scale linear discrete ill-posed problems remains a computationally demanding task. A powerful framework in this context is the use of iteratively reweighted schemes, which are based on…
We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…
The main objective consists in generalizing a well-known It{\^o} formula of J. Jacod and A. Shiryaev: given a c{\`a}dl{\`a}g process S, there is an equivalence between the fact that S is a semimartingale with given characteristics (B^k , C,…
Recently, Krylov complexity was proposed as a measure of complexity and chaoticity of quantum systems. We consider the stadium billiard as a typical example of the quantum mechanical system obtained by quantizing a classically chaotic…
We study a one-dimensional McKean-Vlasov stochastic differential equation (SDE) with a drift equal to a product of a distribution depending on the state of the process and a non-linear function depending pointwise on the law density of the…
In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then not convergent, and theoretical guarantees in this situation…
In this paper, the weak convergence about the discretization error of stochastic iterated integrals in the Skorohod sense are studied, while the integrands and integrators of iterated integrals are supposed to be semimartingales with jumps.…
This work provides a nonasymptotic error analysis of quantum Krylov algorithms based on real-time evolutions, subject to generic errors in the outputs of the quantum circuits. We prove upper and lower bounds on the resulting ground state…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
We establish Krylov-Safonov type H\"older regularity theory for solutions to quite general discrete dynamic programming equations or equivalently discrete stochastic processes on random geometric graphs. Such graphs arise for example from…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The…
We compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…
We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…
The issue of single-grid discretization error estimator, operating in the postprocessor mode, is addressed in the paper. An ensemble of numerical solutions, obtained using solvers of different accuracy, is shown to provide an upper estimate…
This paper is concerned with the regularization of large-scale discrete inverse problems by means of inexact Krylov methods. Specifically, we derive two new inexact Krylov methods that can be efficiently applied to unregularized or…
We introduce an infinite family of approximations for a Dirichlet $L$-function $L(s, \chi)$ arising from truncated Euler products. These approximations are entire functions and satisfy the same functional equation as $L(s, \chi)$. We…
We introduce the Krylov distribution $\mathcal{D}(\xi)$, a static Krylov-space diagnostic that characterizes how inverse-energy response is organized in Hilbert space. The central object is the resolvent-dressed state…