Related papers: Conformal Skorokhod embeddings and related extrema…

We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…

Motivated by the model- independent pricing of derivatives calibrated to the real market, we consider an optimization problem similar to the optimal Skorokhod embedding problem, where the embedded Brownian motion needs only to reproduce a…

The present paper is devoted to a systematic study of the $p$-Brownian convergence introduced in \cite{boudabra2026stability} (in press) to study the stability of the planar Skorokhod embedding problem \cite{gross2019,Boudabra2020}. The…

Let $\Omega$ be a bounded open planar domain with smooth connected boundary, $\Gamma$, that has been partitioned into two disjoint components, $\Gamma = \Gamma_S \sqcup \Gamma_N$. We consider the Steklov-Neumann eigenproblem on $\Omega$,…

We study the well-posedness of a coupled system of Skorohod-like stochastic differential equations with reflecting boundary condition. The setting describes the evacuation dynamics of a mixed crowd composed of both active and passive…

We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying state variables (namely, order parameters). The control…

Existing error-bound-based analyses for stochastic algorithms that exhibit certain descent properties, such as randomized coordinate descent and randomized projection methods, are often limited in scope and typically lead to overly…

Motivated by the problem of online canonical correlation analysis, we propose the \emph{Stochastic Scaled-Gradient Descent} (SSGD) algorithm for minimizing the expectation of a stochastic function over a generic Riemannian manifold. SSGD…

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and of integrate-and-fire models in neuroscience. Adopting the…

We associate a sequence of variational eigenvalues to any Radon measure on a compact Riemannian manifold. For particular choices of measures, we recover the Laplace, Steklov and other classical eigenvalue problems. In the first part of the…

This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…

We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…

We study the Dirichlet problem for the weighted Schr\"odinger operator \[-\Delta u +Vu = \lambda \rho u,\] where $\rho$ is a positive weighting function and $V$ is a potential. Such equations appear naturally in conformal geometry and in…

We study the Dirichlet problem for a class of curvature equations arising from conformal geometry on Riemannian manifolds $(M^n, g)$ with boundary where $n \geq 3$. We prove there exists a unique solution using the continuity method which…

This paper is concerned with approximations and related discretization error estimates for the normal derivatives of solutions of linear elliptic partial differential equations. In order to illustrate the ideas, we consider the Poisson…

We study a variant of the Coordinated Motion Planning problem on undirected graphs, referred to herein as the \textsc{Coordinated Sliding-Motion Planning} (CSMP) problem. In this variant, we are given an undirected graph $G$, $k$ robots…

We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…

Cryo-electron microscopy (Cryo-EM) enables high-resolution imaging of biomolecules, but structural heterogeneity remains a major challenge in 3D reconstruction. Traditional methods assume a discrete set of conformations, limiting their…

We deal with the following eigenvalue optimization problem: Given a bounded domain $D\subset \R^2$, how to place an obstacle $B$ of fixed shape within $D$ so as to maximize or minimize the fundamental eigenvalue $\lambda_1$ of the Dirichlet…