Related papers: Correction of high-order $L_k$ approximation for s…
Let \phi(G) be the minimum conductance of an undirected graph G, and let 0=\lambda_1 <= \lambda_2 <=... <= \lambda_n <= 2 be the eigenvalues of the normalized Laplacian matrix of G. We prove that for any graph G and any k >= 2, \phi(G) =…
When $0<\alpha<1$, the approximation for the Caputo derivative $$y^{(\alpha)}(x) = \frac{1}{\Gamma(2-\alpha)h^\alpha}\sum_{k=0}^n \sigma_k^{(\alpha)} y(x-kh)+O\bigl(h^{2-\alpha}\bigr),$$ where $\sigma_0^{(\alpha)} = 1, \sigma_n^{(\alpha)} =…
This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such as subdiffusion or subdiffusive Fokker-Planck equation with…
The aim of this work is to present theoretical tools to study wave propagation in elastic waveguides and perform multi-frequency scattering inversion to reconstruct small shape defects in a 2D and 3D elastic plate. Given surface…
Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…
In this article a two-sided variable coefficient fractional diffusion equation (FDE) is investigated, where the variable coefficient occurs outside of the fractional integral operator. Under a suitable transformation the variable…
In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
In this paper, we propose a new numerical method for the underdamped Langevin diffusion (ULD) and present a non-asymptotic analysis of its sampling error in the 2-Wasserstein distance when the $d$-dimensional target distribution…
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
We study convergence properties of the full truncation Euler scheme for the Cox-Ingersoll-Ross process in the regime where the boundary point zero is inaccessible. Under some conditions on the model parameters (precisely, when the Feller…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
In recent years, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space has begun. In many of these results it is assumed that the drift…
In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…
We present an automatic, high-order accurate, and adaptive Brillouin zone integration algorithm for the calculation of the optical conductivity with a non-zero but small broadening factor $\eta$, focusing on the case in which a Hamiltonian…
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations…
Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…