Related papers: Full indefinite Stieltjes moment problem and Pad\'…
In order to approximate solutions of stochastic partial differential equations (SPDEs) that do not possess commutative noise, one has to simulate the involved iterated stochastic integrals. Recently, two approximation methods for iterated…
The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…
In this paper, the trial function method is employed to find the exact solutions for high-order nonlinear Schr\"odinger equations with time-dependent coefficients. This system describes the propagation of ultrashort light pulses in…
The spectral data of a vibrating string are encoded in its so-called characteristic function. We consider the problem of recovering the distribution of mass along the string from its characteristic function. It is well-known that Stieltjes'…
We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
We identify measures arising in the representations of products of generalized Stieltjes transforms as generalized Stieltjes transforms, provide optimal estimates for the size of those measures, and address a similar issue for generalized…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
We consider the linear and non linear cubic Schr\"odinger equations with periodic boundary conditions, and their approximations by splitting methods. We prove that for a dense set of arbitrary small time steps, there exists numerical…
We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…
Many combinatorial numbers can be placed in the following generalized triangular array $[T_{n,k}]_{n,k\ge 0}$ satisfying the recurrence relation: \begin{equation*}…
In this paper, within a unified framework of the condition number theory we present the explicit expression of the projected condition number of the equality constrained indefinite least squares problem. By setting specific norms and…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
This paper studies explicit numerical approximations of the invariant probability measures (IPMs) for stochastic functional differential equations (SFDEs) with infinite delay under one-sided Lipschitz condition on the drift coefficient. To…