Related papers: Asymptotic optimality of the triangular lattice fo…
Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…
We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…
In this paper, asymptotic compatibility error estimates of a finite element discretization is presented for 2D nonlocal Poisson problems with Neumann boundary conditions. To this end, we begin with deriving two kind of nonlocal Neumann…
We propose a new second-order accurate lattice Boltzmann scheme that solves the quasi-static equations of linear elasticity in two dimensions. In contrast to previous works, our formulation solves for a single distribution function with a…
The exact solution of the asymmetric exclusion problem and several of its generalizations is obtained by a matrix product {\it ansatz}. Due to the similarity of the master equation and the Schr\"odinger equation at imaginary times the…
The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…
We study the following metric distortion problem: there are two finite sets of points, $V$ and $C$, that lie in the same metric space, and our goal is to choose a point in $C$ whose total distance from the points in $V$ is as small as…
Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…
In critical systems, the effect of a localized perturbation affects points that are arbitrarily far from the perturbation location. In this paper, we study the effect of localized perturbations on the solution of the random dimer problem in…
In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
Static spherically symmetric solutions to the Einstein-Euler equations with prescribed central densities are known to exist, be unique and smooth for reasonable equations of state. Some criteria are also available to decide whether…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
In this paper, we study parametric analysis of semidefinite optimization problems w.r.t. the perturbation of the objective function. We study the behavior of the optimal partition and optimal set mapping on a so-called nonlinearity…
Consider the Maximum Weight Independent Set problem for rectangles: given a family of weighted axis-parallel rectangles in the plane, find a maximum-weight subset of non-overlapping rectangles. The problem is notoriously hard both in the…
We consider a system of second order non-linear elliptic partial differential equations that models the equilibrium configurations of a two dimensional planar bistable nematic liquid crystal device. Discontinuous Galerkin finite element…
We consider ILPs, where each variable corresponds to an integral point within a polytope $\mathcal{P}$, i. e., ILPs of the form $\min\{c^{\top}x\mid \sum_{p\in\mathcal P\cap \mathbb Z^d} x_p p = b, x\in\mathbb Z^{|\mathcal P\cap \mathbb…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…
We consider an ultra-weak first order system discretization of the Helmholtz equation. When employing the optimal test norm, the `ideal' method yields the best approximation to the pair of the Helmholtz solution and its scaled gradient…
In this paper we prove an optimal local well-posedness result for the 1+2 dimensional system of nonlinear wave equations (NLW) with quadratic null-form derivative nonlinearities $Q_{\mu\nu}$. The Cauchy problem for these equations is known…