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In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…
We present a new numerical multiscale integrator for stiff and highly oscillatory dynamical systems. The new algorithm can be seen as an improved version of the seamless Heterogeneous Multiscale Method by E, Ren, and Vanden-Eijnden and the…
The present paper is based upon the fact that if an object is part of a highly stable oscillating system, it is possible to obtain an extremely precise measure for its mass in terms of the energy trapped in this resonance. The subject is…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
Though the sharp Heisenberg Uncertainty Principle has been extensively studied in the entire Euclidean spaces, the counterpart on the half spaces or more general orthants has been missing in the literature. We investigate the sharp…
Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
QMC rules are equal weight quadrature rules for approximating integrals over $[0,1]^s$. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic…
We present a stability theory for kink propagation in chains of coupled oscillators and a new algorithm for the numerical study of kink dynamics. The numerical solutions are computed using an equivalent integral equation instead of a system…
We prove a homological stability theorem for moduli spaces of high-dimensional, highly connected manifolds, with respect to forming the connected sum with the product of spheres $S^{p}\times S^{q}$, for $p < q < 2p - 2$. This result is…
We develop a validated numerical procedure for continuation of local stable/unstable manifold patches attached to equilibrium solutions of ordinary differential equations. The procedure has two steps. First we compute an accurate high order…
We apply a result of David and Jon Borwein to evaluate a sequence of highly-oscillatory integrals whose integrands are the products of a rapidly growing number of sinc functions. The value of each integral is given in the form $\pi(1-t)/2$,…
In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for…
The superintegrability of a rational harmonic oscillator (non-central harmonic oscillator with rational ratio of frequencies) with non-linear "centrifugal" terms is studied. In the first part, the system is directly studied in the Euclidean…
A set of coupled complex Ginzburg-landau type amplitude equations which operates near a Hopf-Turing instability boundary is analytically investigated to show localized oscillatory patterns. The spatial structure of those patterns are the…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…
In this article we prove a sharp decay estimate for certain multilinear oscillatory integral operators of a form inspired by the general framework of Christ, Li, Tao, and Thiele [6]. A key purpose of this work is to determine when such…
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two It\^{o} processes in the case where…