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Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
We address the estimation of the loss parameter of a bosonic channel probed by Gaussian signals. We derive the ultimate quantum bound on precision and show that no improvement may be obtained by having access to the environment degrees of…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…
In this paper, we present a conforming space-time discretization of the wave equation based on a first-order-in-time variational formulation with exponential weights in time. We analyze the method, showing its stability without imposing any…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
We study a first-order system formulation of the (acoustic) wave equation and prove that the operator of this system is an isomorphsim from an appropriately defined graph space to L^2. The results rely on well-posedness and stability of the…
We analyse the forward error in the floating point summation of real numbers, from algorithms that do not require recourse to higher precision or better hardware. We derive informative explicit expressions, and new deterministic and…
This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…
Directed information and its causally conditioned variations are often used to measure causal influences between random processes. In practice, these quantities must be measured from data. Non-asymptotic error bounds for these estimates are…
This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…
While wave-packet solutions for relativistic wave equations are oftentimes thought to be approximate (paraxial), we demonstrate that there is a family of such solutions, which are exact, by employing a null-plane (light-cone) variables…
Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…
In this paper, which is part II in a series of two, the pre-asymptotic error analysis of the continuous interior penalty finite element method (CIP-FEM) and the FEM for the Helmholtz equation in two and three dimensions is continued. While…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
We prove a rate of convergence for the $N$-particle approximation of a second-order partial differential equation in the space of probability measures, like the Master equation or Bellman equation of mean-field control problem under common…
We investigate the assymptotic behaviour of the modeling error in approximate deconvolution model in the 3D periodic case, when the order $N$ of deconvolution goes to $\infty$. We consider successively the generalised Helmholz filters of…
In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…
Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes…
A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…
Comparing hydrodynamic simulations to heavy-ion data inevitably requires the conversion of the fluid to particles. This conversion, typically done in the Cooper-Frye formalism, is ambiguous for viscous fluids. We compute self-consistent…