Related papers: Conformal Skorokhod embeddings and related extrema…

Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…

We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod…

Simulations of binary black hole systems using the Spectral Einstein Code (SpEC) are done on a computational domain that excises the regions inside the black holes. It is imperative that the excision boundaries are outflow boundaries with…

We consider the numerical approximation of surfaces of prescribed Gaussian curvature via the solution of a fully nonlinear partial differential equation of Monge-Amp\`ere type. These surfaces need not be continuous up to the boundary of the…

Discrete exterior calculus (DEC) is a framework for constructing discrete versions of exterior differential calculus objects, and is widely used in computer graphics, computational topology, and discretizations of the Hodge-Laplace operator…

The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…

In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…

We study the eigenvalue problem for the Dirichlet Laplacian in bounded simply connected plane domains $\Omega\subset\mathbb{C}$ using conformal transformations of the original problem to the weighted eigenvalue problem for the Dirichlet…

The best current estimates of the thresholds for the existence of solutions in random constraint satisfaction problems ('CSPs') mostly derive from the first and the second moment method. Yet apart from a very few exceptional cases these…

We show that even though the Discontinuous Galerkin Spectral Element Method is stable for hyperbolic boundary-value problems, and the overset domain problem is well-posed in an appropriate norm, the energy of the approximation of the latter…

We propose a variational regularization approach based on a multiscale representation called cylindrical shearlets aimed at dynamic imaging problems, especially dynamic tomography. The intuitive idea of our approach is to integrate a…

In this paper, we establish the constructions of conformal scattering theories for the tensorial wave equation such as the tensorial Fackerell-Ipser and the spin $\pm 1$ Teukolsky equations on Schwarzschild spacetime. In our strategy, we…

We show the existence of a weak solution of a semilinear elliptic Dirichlet problem on an arbitrary open set. We make no assumptions about the open set, very mild regularity assumptions on the semilinearity, plus a coerciveness assumption…

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains,…

In this paper, we study the computational question of whether the Steklov spectrum of smooth simply connected planar domains can be approximated accurately by a boundary-only formulation based on harmonic conjugation. For the unit disk, the…

Exact inference in the linear regression model with spike and slab priors is often intractable. Expectation propagation (EP) can be used for approximate inference. However, the regular sequential form of EP (R-EP) may fail to converge in…

In this paper, we develop a new reduced basis (RB) method, named as Single Eigenvalue Acceleration Method (SEAM), for second-order parabolic equations with homogeneous Dirichlet boundary conditions. The high-fidelity numerical method adopts…

This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation…

An important problem in the breeding of livestock, crops, and forest trees is the optimum of selection of genotypes that maximizes genetic gain. The key constraint in the optimal selection is a convex quadratic constraint that ensures…