Related papers: Regularized Limit, analytic continuation and finit…
Overdetermined systems of first kind integral equations appear in many applications. When the right-hand side is discretized, the resulting finite-data problem is ill-posed and admits infinitely many solutions. We propose a numerical method…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We study the error of the number of points of a unimodular lattice that fall in a strictly convex and analytic set having the origin and that is dilated by a factor $t$. The aim is to generalize the result of a previous article. We first…
We extend the notion of regularized integrals introduced by Li-Zhou that aims to assign finite values to divergent integrals on configuration spaces of Riemann surfaces. We then give cohomological formulations for the extended notion using…
In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as functional convergence results for the Riemann zeta function.…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
Generalized analytic functions over generalized analytic manifolds are build from sums of convergent real power series with non-negative real exponents (and some well-ordering condition on the support). In a paper by Mart\'in-Villaverde,…
A blocks method is used to define clusters of extreme values in stationary time series. The cluster starts at the first large value in the block and ends at the last one. The block cluster measure (the point measure at clusters) encodes…
Integrating with respect to functions which are constant on intervals whose bounds are discontinuity points (of those functions) is frequent in many branches of Mathematics, specially in stochastic processes. For such functions and alike…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…
This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity…
In [1] new discretizations of the Euler top have been found. They can be discribed with a Lax pair with a spectral parameter on an elliptic curve. This is used in this paper to perform a finite gap integration.
This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $L^2$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly…
Several interesting formulas concerning finite Hilbert transform and logarithmic integrals are proved with application in determining equilibrium measures, planar limits of analytic random matrix models with $1-$cut potential and solving…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
In analytic number theory, the Selberg--Delange Method provides an asymptotic formula for the partial sums of a complex function $f$ whose Dirichlet series has the form of a product of a well-behaved analytic function and a complex power of…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
We consider a two-point boundary value problem involving a Riemann-Liouville fractional derivative of order $\al\in (1,2)$ in the leading term on the unit interval $(0,1)$. Generally the standard Galerkin finite element method can only give…