Related papers: Near-optimal approximation methods for elliptic PD…
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of L\^e (2020). This approach allows one to exploit regularization by noise effects…
We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…
Here we study theoretically and compare experimentally an efficient method for solving systems of algebraic equations, where the matrix comes from the discretization of a fractional diffusion operator. More specifically, we focus on…
This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…
The construction of $r$-nets offers a powerful tool in computational and metric geometry. We focus on high-dimensional spaces and present a new randomized algorithm which efficiently computes approximate $r$-nets with respect to Euclidean…
The degrees of polynomials representing or approximating Boolean functions are a prominent tool in various branches of complexity theory. Sherstov recently characterized the minimal degree deg_{\eps}(f) among all polynomials (over the…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…
We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the…
We study an iterative Galerkin method for quasilinear elliptic problems in the Browder-Minty setting. The resulting discrete nonlinear systems are solved by linearization via a (damped) Zarantonello iteration. Unlike prior work, adaptive…
In this paper, the generalized finite element method (GFEM) for solving second order elliptic equations with rough coefficients is studied. New optimal local approximation spaces for GFEMs based on local eigenvalue problems involving a…
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…
We consider a class of elasticity equations in ${\mathbb R}^d$ whose elastic moduli depend on $n$ separated microscopic scales, are random and expressed as a linear expansion of a countable sequence of random variables which are…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential operator is assumed to be a fractional power of an integer order…
We consider the problem of finding for a given $N$-tuple of polynomials (real or complex) the closest $N$-tuple that has a common divisor of degree at least $d$. Extended weighted Euclidean seminorm of the coefficients is used as a measure…
This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…