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We prove the exponential convergence to a unique invariant measure for locally damped nonlinear Schr\"odinger equations, perturbed by bounded noise acting on only two Fourier modes. To tackle the lack of smoothing effect, we introduce…
We propose an information-geometric signature of nonconservative driving that detects violations of detailed balance using the Kullback--Leibler divergence and the Fisher information. For Markov jump processes satisfying detailed balance,…
This paper is concerned with the inverse problem to recover a compactly supported Schr{\"o}dinger potential given the differential scattering cross section, i.e. the modulus, but not the phase of the scattering amplitude. To compensate for…
Fractional programming (FP) arises in various communications and signal processing problems because several key quantities in the field are fractionally structured, e.g., the Cram\'{e}r-Rao bound, the Fisher information, and the…
This paper is devoted to the adaptation of the method developed in [4,3] to a Fokker-Planck equation for fiber lay-down which has been studied in [1,5]. Exponential convergence towards a unique stationary state is proved in a norm which is…
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…
Folklore says that Howard's Policy Improvement Algorithm converges extraordinarily fast, even for controlled diffusion settings. In a previous paper, we proved that approximations of the solution of a particular parabolic partial…
The Riemann problem for first-order hyperbolic systems of partial differential equations is of fundamental importance for both theoretical and numerical purposes. Many approximate solvers have been developed for such systems; exact solution…
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…
We develop a forward-reverse EM (FREM) algorithm for estimating parameters that determine the dynamics of a discrete time Markov chain evolving through a certain measurable state space. As a key tool for the construction of the FREM method…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
This work investigates the inverse drift problem in the one-dimensional parabolic equation with the final time data. The authors construct an operator first, whose fixed points are the unknown drift, and then apply it to prove the…
This paper considers the distributionally robust chance constrained Markov decision process with random reward and ambiguous reward distribution. We consider individual and joint chance constraint cases with Kullback-Leibler divergence…
The direct-forcing immersed boundary method (DF-IBM) algorithm previously developed by the authors is extended by coupling the Navier-Stokes equations with the Newton-Euler equations for rigid body dynamics within the DF-IBM framework. This…
In this paper, we explore quantitative stability of multi-marginal Schr\"odinger bridges with respect to the marginal constraints. We focus on the case where the number of marginal constraints is large (i.e. ``many-marginals"). When this…
We formulate an inverse problem for an uncoupled space-time fractional Schr\"odinger equation on closed manifolds. Our main goal is to determine the fractional powers and the Riemannian metric (up to an isometry) simultaneously from the…
The interaction of a thin rigid inclusion with a finite crack is studied. Two plane problems of elasticity are considered. The first one concerns the case when the upper side of the inclusion is completely debonded from the matrix, and the…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…
Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one…