Related papers: Error estimates for Gaussian beams at a fold caust…
This paper deals with the error estimate in problems of periodic homogenization. The methods used are those of the periodic unfolding. We give the upper bound of the distance between the unfolded gradient of a function belonging to…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…
The geometry of non-smooth $A_{n>2}$ caustics in solutions of the Helmholtz equation is analyzed using a Fock-Schwinger proper-time formulation. In this description, $A_3$ or cusp caustics are intimately related to poles of a quantity…
We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…
An explicit estimate is derived for Kac's mean-field model of colliding hard spheres, which compares, in a Wasserstein distance, the empirical velocity distributions for two versions of the model based on different numbers of particles. For…
We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…
We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
In this article we derive C^1-a priori estimates on the Riemann invariants of the Euler compressible equations in the case of cylindrical or spherical symmetry. These estimates allow then to construct shock waves with a time of existence…
In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of $O(n^{-1/5})$ for…
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…
We evaluate the smoothed first moment of central values of a family of qudratic Hecke $L$-functions in the Gaussian field using the method of double Dirichlet series. The asymptotic formula we obtain has an error term of size…
We investigate a time-domain Galerkin boundary element method for the wave equation outside a Lipschitz obstacle in an absorbing half-space. A priori estimates are presented for both closed surfaces and screens, and we discuss the relevant…
Given data drawn from a collection of Gaussian variables with a common mean but different and unknown variances, what is the best algorithm for estimating their common mean? We present an intuitive and efficient algorithm for this task. As…
We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…
Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…
We present a first order system least squares (FOSLS) method for the Helmholtz equation at high wave number k, which always deduces Hermitian positive definite algebraic system. By utilizing a non-trivial solution decomposition to the dual…
In this work we consider the computational approximation of a unique continuation problem for the Helmholtz equation using a stabilized finite element method. First conditional stability estimates are derived for which, under a convexity…
We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…