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This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…

Numerical Analysis · Mathematics 2015-06-18 B. Leimkuhler , C. Matthews , M. V. Tretyakov

A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…

Optimization and Control · Mathematics 2019-03-06 Andrea Cristofari

We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present…

Analysis of PDEs · Mathematics 2021-09-13 E. Bernard , M. Fathi , A. Levitt , G. Stoltz

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…

Analysis of PDEs · Mathematics 2023-08-25 Yu Cao , Jianfeng Lu , Lihan Wang

In this paper we propose an approximation method for high-dimensional $1$-periodic functions based on the multivariate ANOVA decomposition. We provide an analysis on the classical ANOVA decomposition on the torus and prove some important…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained…

Optimization and Control · Mathematics 2021-07-16 Michael B. Cohen , Aaron Sidford , Kevin Tian

We consider Fourier transforms of densities supported on curves in R^d. We obtain sharp lower and close to sharp upper bounds for the L^q decay rates.

Classical Analysis and ODEs · Mathematics 2010-03-15 Luca Brandolini , Giacomo Gigante , Allan Greenleaf , Alexander Iosevich , Andreas Seeger , Giancarlo Travaglini

This paper establishes an explicit $L^2$-estimate for weak solutions $u$ to linear elliptic equations in divergence form with general coefficients and external source term $f$, stating that the $L^2$-norm of $u$ over $U$ is bounded by a…

Analysis of PDEs · Mathematics 2026-01-27 Haesung Lee

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

We introduce a new probabilistic approach to quantify convergence to equilibrium for (kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the associated kinetic Fokker-Planck equation, our approach is…

Probability · Mathematics 2018-07-02 Andreas Eberle , Arnaud Guillin , Raphael Zimmer

In this paper, we construct a parameter estimation framework for robust low-rank tensor regression based on a truncation method and Huber loss, specifically focusing on models with random noise having only finite second-order moments.…

Statistics Theory · Mathematics 2025-12-05 Kangqiang Li , Bingqi Liu , Yang Yang , Li Wang

In this paper, a second-order linearized discontinuous Galerkin method on general meshes, which treats the backward differentiation formula of order two (BDF2) and Crank-Nicolson schemes as special cases, is proposed for solving the…

Numerical Analysis · Mathematics 2025-12-16 Zhen Guan , Xianxian Cao

Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…

Dynamical Systems · Mathematics 2023-12-19 Caroline L. Wormell

Decomposing oceanic and atmospheric flow fields into their slowly evolving balanced components and fast evolving wave components is essential for understanding processes like spontaneous wave emission. To study these processes, the…

Atmospheric and Oceanic Physics · Physics 2025-01-22 Silvano Gordian Rosenau , Manita Chouksey , Carsten Eden

Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…

Optimization and Control · Mathematics 2016-05-23 Dan Garber , Ofer Meshi

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…

Mathematical Physics · Physics 2026-05-14 Paolo Cifani , Franco Flandoli , Andrea Zanoni

In this paper, we study the rates of convergence of supposedly given global bounded classical solutions to a two-species chemotaxis-Navier-Stokes system with Lotka-Volterra competitive kinetics. Except in one case where the rate of…

Analysis of PDEs · Mathematics 2018-07-18 Hai-Yang Jin , Tian Xiang

We prove Fourier restriction estimates by means of the polynomial partitioning method for compact subsets of any sufficiently smooth hyperbolic hypersurface in threedimensional euclidean space. Our approach exploits in a crucial way the…

Classical Analysis and ODEs · Mathematics 2020-10-21 Stefan Buschenhenke , Detlef Müller , Ana Vargas

In this paper we develop elements of the global calculus of Fourier integral operators in $R^n$ under minimal decay assumptions on phases and amplitudes. We also establish global weighted Sobolev $L^2$ estimates for a class of Fourier…

Analysis of PDEs · Mathematics 2011-08-11 Michael Ruzhansky , Mitsuru Sugimoto