Related papers: Upper and Lower Error Bounds for a Compact Fourth-…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
Spectral enhancement -- which aims to undo spectral broadening -- leads to integral equations which are ill-posed and require special regularisation techniques for their solution. Even when an optimal regularisation technique is used,…
The matrix Numerov method provides an efficient framework for solving the time-independent Schr\"odinger equation as a matrix eigenvalue problem. However, for singular potentials such as the Coulomb interaction, the expected fourth-order…
Two new sum rules were recently discovered by Le Yaouanc et al. by applying the operator product expansion to the nonforward matrix element of a time-ordered product of $b \to c$ currents in the heavy-quark limit of QCD. They lead to the…
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method…
In the course of classifying generic sparse polynomial systems which are solvable in radicals, Esterov recently showed that the volume of the Minkowski sum $P_1+\dots+P_d$ of $d$-dimensional lattice polytopes is bounded from above by a…
We consider the numerical solution of the fractional Laplacian of index $s\in(1/2,1)$ in a bounded domain $\Omega$ with homogeneous boundary conditions. Its solution a priori belongs to the fractional order Sobolev space ${\widetilde…
Starting with the asymptotic expansion of the error equation of the shifted Gr\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then…
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…
We consider an initial- and boundary- value problem for the nonlinear Schr\"odinger equation with homogeneous Dirichlet boundary conditions in the one space dimension case. We discretize the problem in space by a central finite difference…
In this work, a new compact sixth order accurate finite difference scheme for the two and three-dimensional Helmholtz equation is presented. The main significance of the proposed scheme is that its sixth order leading truncation error term…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…
On solving a convex-concave bilinear saddle-point problem (SPP), there have been many works studying the complexity results of first-order methods. These results are all about upper complexity bounds, which can determine at most how many…
This paper is concerned with the numerical analysis of the explicit upwind finite volume scheme for numerically solving continuity equations. We are interested in the case where the advecting velocity field has spatial Sobolev regularity…
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…
For a set $\cM=\{-\mu,-\mu+1,\ldots, \lambda\}\setminus\{0\}$ with non-negative integers $\lambda,\mu<q$ not both 0, a subset $\cS$ of the residue class ring $\Z_q$ modulo an integer $q\ge 1$ is called a $(\lambda,\mu;q)$-\emph{covering…
We consider a class of convex optimization problems over the simplex of probability measures. Our framework comprises optimal experimental design (OED) problems, in which the measure over the design space indicates which experiments are…