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In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical…

Probability · Mathematics 2021-06-30 Lourival Lima , Paulo Ruffino , Francys Souza

In this work, we present an efficient approach for the spatial and temporal discretization of the nonlocal Allen-Cahn equation, which incorporates various double-well potentials and an integrable kernel, with a particular focus on a…

Numerical Analysis · Mathematics 2024-10-10 Olena Burkovska , Ilyas Mustapha

Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing…

Numerical Analysis · Mathematics 2018-10-03 Geir Bogfjellmo , Klas Modin , Olivier Verdier

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic…

Optimization and Control · Mathematics 2017-08-22 Yoshihiro Kanno

We present a fast, high-order accurate and adaptive boundary integral scheme for solving the Stokes equations in complex---possibly nonsmooth---geometries in two dimensions. The key ingredient is a set of panel quadrature rules capable of…

Numerical Analysis · Mathematics 2020-04-22 Bowei Wu , Hai Zhu , Alex Barnett , Shravan Veerapaneni

During the last several years remarkable progress has been made in numerical calculations of dimensionally regulated multi-loop Feynman diagrams using Mellin-Barnes (MB) representations. The bottlenecks were non-planar diagrams and…

High Energy Physics - Phenomenology · Physics 2017-08-02 Ievgen Dubovyk , Janusz Gluza , Tomasz Jelinski , Tord Riemann , Johann Usovitsch

Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…

Machine Learning · Computer Science 2020-05-29 Han Lin , Haoxian Chen , Tianyi Zhang , Clement Laroche , Krzysztof Choromanski

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

We give an algorithm that reduces the straight skeleton to the motorcycle graph in $O(n\log n)$ time for simple polygons and $O(n(\log n)\log m)$ time for a planar straight line graph (PSLG) with $m$ connected components. This improves on…

Computational Geometry · Computer Science 2014-08-07 John C. Bowers

This article studies sufficient conditions on families of approximating kernels which provide $N$--term approximation errors from an associated nonlinear approximation space which match the best known orders of $N$--term wavelet expansion.…

Functional Analysis · Mathematics 2019-03-15 Keaton Hamm , Jeff Ledford

In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…

Optimization and Control · Mathematics 2025-03-18 Radu Ioan Boţ , Guoyin Li , Min Tao

In the kernel density estimation (KDE) problem one is given a kernel $K(x, y)$ and a dataset $P$ of points in a Euclidean space, and must prepare a data structure that can quickly answer density queries: given a point $q$, output a…

Data Structures and Algorithms · Computer Science 2024-01-08 Moses Charikar , Michael Kapralov , Erik Waingarten

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

Machine Learning · Computer Science 2022-02-11 Jiaming Liang , Yongxin Chen

Many similarity-based clustering methods work in two separate steps including similarity matrix computation and subsequent spectral clustering. However, similarity measurement is challenging because it is usually impacted by many factors,…

Machine Learning · Computer Science 2017-05-04 Zhao Kang , Chong Peng , Qiang Cheng

Spectral clustering has found extensive use in many areas. Most traditional spectral clustering algorithms work in three separate steps: similarity graph construction; continuous labels learning; discretizing the learned labels by k-means…

Machine Learning · Computer Science 2017-11-15 Zhao Kang , Chong Peng , Qiang Cheng , Zenglin Xu

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

Multiple imaging modalities are often used for disease diagnosis, prediction, or population-based analyses. However, not all modalities might be available due to cost, different study designs, or changes in imaging technology. If the…

Image and Video Processing · Electrical Eng. & Systems 2023-03-21 Boqi Chen , Marc Niethammer

This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the drift coefficients is super-linear. First, We obtain that…

Probability · Mathematics 2022-11-04 Yuanping Cui , Xiaoyue Li , Yi Liu , Chenggui Yuan

Smoluchowski's coagulation equations can be used as elementary mathematical models for the formation of polymers. We review here some recent contributions on a variation of this model in which the number of aggregations for each atom is a…

Probability · Mathematics 2012-02-24 Jean Bertoin