Related papers: Spectral asymptotics for Metropolis algorithm on s…

Metropolis algorithms for approximate sampling of probability measures on infinite dimensional Hilbert spaces are considered and a generalization of the preconditioned Crank-Nicolson (pCN) proposal is introduced. The new proposal is able to…

In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of verifiable conditions, ergodic averages calculated…

We consider the problem of sampling from a density of the form $p(x) \propto \exp(-f(x)- g(x))$, where $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a smooth and strongly convex function and $g: \mathbb{R}^d \rightarrow \mathbb{R}$ is a…

The general applicability and ease of use of the pseudo-marginal Metropolis--Hastings (PMMH) algorithm, and particle Metropolis--Hastings in particular, makes it a popular method for inference on discretely observed Markovian stochastic…

In this paper we extend classical criteria for determining lower bounds for the least point of the essential spectrum of second-order elliptic differential operators on domains $\Omega\subset\R^n$ allowing for degeneracy of the coefficients…

We study a non-local optimal control problem involving a linear, bond-based peridynamics model. In addition to existence and uniqueness of solutions to our problem, we investigate their behavior as the horizon parameter $\delta$, which…

We study the approximation properties of a harmonic function $u \in H\sp{1-k}(\Omega)$, $k > 0$, on relatively compact sub-domain $A$ of $\Omega$, using the Generalized Finite Element Method. For smooth, bounded domains $\Omega$, we obtain…

The Metropolis process (MP) and Simulated Annealing (SA) are stochastic local search heuristics that are often used in solving combinatorial optimization problems. Despite significant interest, there are very few theoretical results…

Let $n\geq2$ and $ \Omega\subset \mathbb{R}^{n+1}$ be a Lipschitz wedge- like domain . We construct positive weak solutions of the problem $$\Delta u + u^p = 0 \quad\hbox{in}\, \Omega,$$ which vanish in a suitable trace sense on…

We establish semiclassical asymptotics and estimates for the $e_h(x,x;\tau)$ where $e_h(x,y,\tau)$ is the Schwartz kernel of the spectral projector for a second order elliptic operator inside domain with power singularity in the origin.…

We propose a quantum algorithm to compute low-energy expectation values of a quantum Hamiltonian by sampling a partition function associated with the average energy of that Hamiltonian. For any given quantum circuit-Hamiltonian pair, there…

Spectral singularities are among generic mathematical features of complex scattering potentials. Physically they correspond to scattering states that behave like zero-width resonances. For a simple optical system, we show that a spectral…

We study the behaviour of the spectrum of a family of one-dimensional operators with periodic high-contrast coefficients as the period goes to zero, which may represent e.g. the elastic or electromagnetic response of a two-component…

A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…

We consider the 2D incompressible Euler equation on a bounded simply connected domain $\Omega$. We give sufficient conditions on the domain $\Omega$ so that for all initial vorticity $\omega_0 \in L^{\infty}(\Omega)$ the weak solutions are…

The complexity of urban street networks is well accepted to reside in the information space where roads map to nodes and junctions to links between nodes. Assuming that information networks preserve their amount of surprisal on average…

Let $\Omega$ be a smooth, bounded domain of $\mathbb{R}^{N}$, $\omega$ be a positive, $L^{1}$-normalized function, and $0<s<1<p.$ We study the asymptotic behavior, as $p\rightarrow\infty,$ of the pair $\left( \sqrt[p]{\Lambda_{p}%…

We consider the problem of embedding unweighted, directed k-nearest neighbor graphs in low-dimensional Euclidean space. The k-nearest neighbors of each vertex provides ordinal information on the distances between points, but not the…

In the present paper we investigate the following semilinear singular elliptic problem: \begin{equation*} (\rm P)\qquad \left \{\begin{array}{l} -\Delta u = \dfrac{p(x)}{u^{\alpha}}\quad \text{in} \Omega \\ u = 0\ \text{on} \Omega,\ u>0…

Spectral independence is a recently-developed framework for obtaining sharp bounds on the convergence time of the classical Glauber dynamics. This new framework has yielded optimal $O(n \log n)$ sampling algorithms on bounded-degree graphs…