Related papers: Hypocoercivity with Schur complements
In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…
This paper is devoted to kinetic equations without confinement. We investigate the large time behaviour induced by collision operators with fat tailed local equilibria. Such operators have an anomalous diffusion limit. In the appropriate…
In this article, we study the long-time behavior of a finite-volume discretization for a nonlinear kinetic reaction model involving two interacting species. Building upon the seminal work of [Favre, Pirner, Schmeiser, ARMA, 2023], we extend…
In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…
The short-time and global behaviour are studied for autonomous linear evolution equations defined by generators of uniformly bounded holomorphic semigroups in a Hilbert space. A general criterion for log-convexity in time of the norm of the…
We propose a new concept of strong controllability associated with the Schur complement of a suitable limiting matrix. This concept allows us to extend the previous results associated with multidimensional ARX models. On the one hand, we…
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…
Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…
We elaborate on a new methodology, which starting with an integrable evolution equation in one spatial dimension, constructs an integrable forced version of this equation. The forcing consists of terms involving quadratic products of…
We give an elementary proof of weighted resolvent estimates for the semiclassical Schr\"odinger operator $-h^2 \Delta + V(x) - E$ in dimension $n \neq 2$, where $h, \, E > 0$. The potential is real-valued, $V$ and $\partial_r V$ exhibit…
We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We…
We present a hybridization technique for summation-by-parts finite difference methods with weak enforcement of interface and boundary conditions for second order, linear elliptic partial differential equations. The method is based on…
We quantify the subcriticality of the bilaplacian in dimensions greater than four by providing explicit repulsivity/smallness conditions on complex additive perturbations under which the spectrum remains stable. Our assumptions cover…
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…
Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…
For a general class of linear collisional kinetic models in the torus, including in particular the linearized Boltzmann equation for hard spheres, the linearized Landau equation with hard and moderately soft potentials and the…
Hypocoercivity emerged in kinetic transport theory, allowing to derive exponential long-time estimates for evolution equations. Recently, the short-time asymptotics for equations with dissipative generators were obtained using the…
A nested Schur complement solver is proposed for iterative solution of linear systems arising in exponential and implicit time integration of the Maxwell equations with perfectly matched layer (PML) nonreflecting boundary conditions. These…
we start the study of Schur analysis in the quaternionic setting using the theory of slice hyperholomorphic functions. The novelty of our approach is that slice hyperholomorphic functions allows to write realizations in terms of a suitable…