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This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…
In this paper we deal with diffusive relaxation limits of nonlinear systems of Euler type modeling chemotactic movement of cells toward Keller--Segel type systems. The approximating systems are either hyperbolic--parabolic or…
A Milstein-type scheme was proposed to improve the rate of convergence of its approximation of the solution to a stochastic differential equation driven by a vector of continuous semimartingales. A necessary and sufficient condition was…
We develop Second Order Asymptotical Regularization (SOAR) methods for solving inverse source problems in elliptic partial differential equations with both Dirichlet and Neumann boundary data. We show the convergence results of SOAR with…
We study McKean--Vlasov Stochastic Differential Equations (MV-SDEs) whose drift and diffusion coefficients are of superlinear growth in \textit{all} their variables thus also superlinear in the measure component (the meaning is specified in…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We obtain structural theorems for the so-called S-asymptotic and quasiasymptotic boundedness of ultradistributions. Using these results, we then analyze the moment asymptotic expansion (MAE), providing a full characterization of those…
For a stochastic differential equation(SDE) driven by a fractional Brownian motion(fBm) with Hurst parameter $H>\frac{1}{2}$, it is known that the existing (naive) Euler scheme has the rate of convergence $n^{1-2H}$. Since the limit…
We study two relaxation problems in the class of partially dissipative hyperbolic systems: the compressible Euler system and the compressible Euler-Maxwell system. In classical Sobolev spaces, we derive a global convergence rate of…
The theory of error-correcting codes is concerned with constructing codes that optimize simultaneously transmission rate and relative minimum distance. These conflicting requirements determine an asymptotic bound, which is a continuous…
In this paper, we consider a "compensated" random sum that arises from numerical approximation of stochastic integrations and differential equations. We show that the compensated sum exhibits some surprising cancellations among its…
We derive nonlinear stability results for numerical integrators on Riemannian manifolds, by imposing conditions on the ODE vector field and the step size that makes the numerical solution non-expansive whenever the exact solution is…
We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…
Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…
We consider the explicit numerical approximations of stochastic differential equations (SDEs) driven by Brownian process and Poisson jump. It is well known that under non-global Lipschitz condition, Euler Explicit method fails to converge…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
We introduce an explicit adaptive Milstein method for stochastic differential equations (SDEs) with no commutativity condition. The drift and diffusion are separately locally Lipschitz and together satisfy a monotone condition. This method…
We introduce a novel unit-time ordinary differential equation (ODE) flow called the preconditioned F\"{o}llmer flow, which efficiently transforms a Gaussian measure into a desired target measure at time 1. To discretize the flow, we apply…
A nonlinear Helmholtz equation (NLH) with high wave number and Sommerfeld radiation condition is approximated by the perfectly matched layer (PML) technique and then discretized by the linear finite element method (FEM).…