Related papers: Rational approximations, multidimensional continue…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…
Difference schemes are considered for dynamical systems $ \dot x = f (x) $ with a quadratic right-hand side, which have $t$-symmetry and are reversible. Reversibility is interpreted in the sense that the Cremona transformation is performed…
We consider recent progress in algorithms for generating gauge field configurations that include the dynamical effects of light fermions. We survey what has been achieved in recent state-of-the-art computations, and examine the trade-offs…
We investigate the efficiency of several types of continued fraction expansions of a number in the unit interval using a generalization of Lochs theorem from 1964. Thus, we aimed to compare the efficiency by describing the rate at which the…
The Rosen fractions are an infinite set of continued fraction algorithms, each giving expansions of real numbers in terms of certain algebraic integers. For each, we give a best possible upper bound for the minimum in appropriate…
Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various…
Lie-Poisson structure of the Lorenz'63 system gives a physical insight on its dynamical and statistical behavior considering the evolution of the associated Casimir functions. We study the invariant density and other recurrence features of…
Let $p$ be a prime number and $K$ be a field with embeddings into $\mathbb{R}$ and $\mathbb{Q}_p$. We propose an algorithm that generates continued fraction expansions converging in $\mathbb{Q}_p$ and is expected to simultaneously converge…
We consider the dynamics of complex rational maps on the Riemann sphere. We prove that, after reducing their orbits to a fixed number of positive values representing the Fubini-Study distances between finitely many initial elements of the…
In this paper, we prove the quasi-compactness of the Frobenius-Perron operator for a piecewise convex map $\tau$ with a countably infinite number of branches on the interval $I=[0,1]$. We establish that for high enough $n$ iterates of…
In this work, we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin-Iosifescu…
Proper continued fractions are generalized continued fractions with positive integer numerators $a_i$ and integer denominators with $b_i\geq a_i$. In this paper we study the strength of approximation of irrational numbers to their…
We shall study three subjects of the Jacobi-Perron Algorithm of dimension 2. First, we study the "ideal convergence". About the approximations (p_n/r_n, q_n/r_n) to (A, B) (where A and B are positive real numbers, r_n, p_n and q_n are…
We study properties of Diophantine exponents of lattices and so-called related "weak" uniform approximations introduced in recent papers by Oleg German, in the simplest two-dimensional case. In contrast to the multidimensional case, in the…
Alignment algorithms usually rely on simplified models of gaps for computational efficiency. Based on an isomorphism between alignments and physical helix-coil models, we show in statistical mechanics that alignments with realistic laws for…
We consider iterated function systems on the real line that consist of continuous, piecewise linear functions. We show that typically the natural dimension of these systems changes continuously with respect to the parameters that define the…
We provide a numerically robust and fast method capable of exploiting the local geometry when solving large-scale stochastic optimisation problems. Our key innovation is an auxiliary variable construction coupled with an inverse Hessian…
This paper focuses on the numerical approximation of random lattice reversible Selkov systems. It establishes the existence of numerical invariant measures for random models with nonlinear noise, using the backward Euler-Maruyama (BEM)…
We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…