Related papers: Analyticity of Parametric Elliptic Eigenvalue Prob…
A randomized scheme that succeeds with probability $1-\delta$ (for any $\delta>0$) has been devised to construct (1) an equidistributed $\epsilon$-cover of a compact Riemannian symmetric space $\mathbb M$ of dimension $d_{\mathbb M}$ and…
This paper considers how the eigenvalues of the Neumann problem for an elliptic operator depend on the domain. The proximity of two domains is measured in terms of the norm of the difference between the two resolvents corresponding to the…
In this work, we propose and analyze a pointwise a posteriori error estimator for simple eigenvalues of elliptic eigenvalue problems with adaptive finite element methods (AFEMs). We prove the reliability and efficiency of the residual-type…
This paper studies randomized quasi-Monte Carlo (QMC) sampling for discontinuous integrands having singularities along the boundary of the unit cube $[0,1]^d$. Both discontinuities and singularities are extremely common in the pricing and…
Exponential observables, formulated as $\log \langle e^{\hat{X}}\rangle$ where $\hat{X}$ is an extensive quantity, play a critical role in study of quantum many-body systems, examples of which include the free-energy and entanglement…
Computing many eigenpairs of the Schr{\"o}dinger operator presents a computational bottleneck in large-scale quantum simulations due to the global communication overhead of explicit orthogonalization. To address this issue, we propose a…
We study resolvent estimates for non-selfadjoint semiclassical pseudodifferential operators with double characteristics. Assuming that the quadratic approximation along the double characteristics is elliptic, we obtain polynomial upper…
Let $M$ be a compact boundaryless Riemannian manifold, carrying an effective and isometric action of a torus $T$, and $P_0$ an invariant elliptic classical pseudodifferential operator on $M$. In this note, we strengthen asymptotics for the…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We prove lower bounds for the randomized approximation of the embedding $\ell_1^m \rightarrow \ell_\infty^m$ based on algorithms that use arbitrary linear (hence non-adaptive) information provided by a (randomized) measurement matrix $N \in…
The Laplace-Beltrami operator on (the surface of) a triaxial ellipsoid admits a sequence of real eigenvalues diverging to plus infinity. By introducing ellipsoidal coordinates, this eigenvalue problem for a partial differential operator is…
A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…
In this paper, we investigate the analyticity of a class of exponential Dirichlet series. We then explicitly determine the coefficients of their power series decomposition and provide an estimate for the remainder. As an application, we…
We study sampling from a target distribution $\nu_* = e^{-f}$ using the unadjusted Langevin Monte Carlo (LMC) algorithm when the potential $f$ satisfies a strong dissipativity condition and it is first-order smooth with a Lipschitz…
A quasi-Toeplitz (QT) matrix is a semi-infinite matrix of the form $A=T(a)+E$ where $T(a)$ is the Toeplitz matrix with entries $(T(a))_{i,j}=a_{j-i}$, for $a_{j-i}\in\mathbb C$, $i,j\ge 1$, while $E$ is a matrix representing a compact…
We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…
The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…
We prove a sharp Weyl estimate for the number of eigenvalues belonging to a fixed interval of energy of a self-adjoint difference operator acting on $\ell^2(\epsilon\mathbb{Z}^d)$ if the associated symplectic volume of phase space in…
Let $m\in \mathbb{N}$, $\alpha\in[0,1]$, and $V$ be a 1-periodic complex-valued distribution in the negative Sobolev space $H^{-m\alpha}[0,1]$. The singular non-self-adjoint eigenvalue problem $D^{2m}u+V u=\lambda u$, $D=-i d/dx$, with…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…