Related papers: Quantitative homogenization of first-order ODEs
This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…
We are interested in the homogenization of elastic-electric coupling equation, with rapidly oscillating coefficients, in periodically perforated piezoelectric body. We justify the two first terms in the usual asymptotic development of the…
We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…
In this work, we apply the finite element heterogeneous multiscale method to a class of dispersive first-order time-dependent Maxwell systems. For this purpose, we use an analytic homogenization result, which shows that the effective system…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…
We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…
This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…
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,…
Capuzzo-Dolcetta and Ishii proved that the rate of periodic homogenization for coercive Hamilton-Jacobi equations is $O(\varepsilon^{1/3})$. We complement this result by constructing examples of coercive nonconvex Hamiltonians whose rate of…
In this work, we prove rigorous convergence properties for a semi-discrete, moment-based approximation of a model kinetic equation in one dimension. This approximation is equivalent to a standard spectral method in the velocity variable of…
We generalize the standard first-order intertwining relationship of supersymmetric quantum mechanics in order to include simultaneous scaling transformations in both the original Hamiltonian and the intertwining operator. It is argued that…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the optimization by moving along coordinates, the…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
Decentralized optimization over time-varying graphs has been increasingly common in modern machine learning with massive data stored on millions of mobile devices, such as in federated learning. This paper revisits the widely used…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + \beta…
We consider an anisotropic L\'evy operator $\mathcal{I}_s$ of any order $s\in(0,1)$ and we consider the homogenization properties of an evolution equation. The scaling properties and the effective Hamiltonian that we obtain is different…