Related papers: Erd\"{o}s-Szekeres Partitioning Problem
Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
This note addresses computational difficulty of the Gromov-Wasserstein distance frequently mentioned in the literature. We provide details on the structure of the Gromov-Wasserstein distance optimization problem that show its non-convex…
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
A new technique was recently developed to approximate the solution of the Schroedinger equation. This approximation (dubbed ERS) is shown to yield a better accuracy than the WKB-approximation. Here, we review the ERS approximation and its…
In this report, we summarize the set partition enumeration problems and thoroughly explain the algorithms used to solve them. These algorithms iterate through the partitions in lexicographic order and are easy to understand and implement in…
In this paper, we use a simple discrete dynamical model to study partitions of integers into powers of another integer. We extend and generalize some known results about their enumeration and counting, and we give new structural results. In…
This note proposes a new reformulation of complex semidefinite programs (SDPs) as real SDPs. As an application, we present an economical reformulation of complex SDP relaxations of complex polynomial optimization problems as real SDPs and…
We introduce the theory of div point sets, which aims to provide a framework to study the combinatoric nature of any set of points in general position on an Euclidean plane. We then show that proving the unsatisfiability of some first-order…
A new method for the computation of conserved densities of nonlinear differential-difference equations is applied to Toda lattices and discretizations of the Korteweg-de Vries and nonlinear Schrodinger equations. The algorithm, which can be…
We derive an asymptotic formula for $A(n,j,r)$ the number of integer partitions of $n$ into at most $j$ parts each part $\le r$. We assume $j$ and $r$ are near their mean values. We also investigate the second largest part, the number of…
We address two sets of long-standing open questions in probability theory, from a computational complexity perspective: divisibility of stochastic maps, and divisibility and decomposability of probability distributions. We prove that finite…
We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…
We consider the linear Schr\"odinger equation and its discretization by split-step methods where the part corresponding to the Laplace operator is approximated by the midpoint rule. We show that the numerical solution coincides with the…
The nonlinear Schr\"{o}dinger (NLS) equation possesses an infinite hierarchy of conserved densities and the numerical preservation of some of these quantities is critical for accurate long-time simulations, particularly for multi-soliton…
Since the kinetic and the potential energy term of the real time nonlinear Schr\"odinger equation can each be solved exactly, the entire equation can be solved to any order via splitting algorithms. We verified the fourth-order convergence…
In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…
We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…
We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier…