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We present a computational analysis that establishes the $O(1/K)$ convergence of the distributed gradient tracking method when the objective function is smooth and convex but not strongly convex. The analysis is inspired by recent work on…
We present for the first time a supermartingale certificate for $\omega$-regular specifications. We leverage the Robbins & Siegmund convergence theorem to characterize supermartingale certificates for the almost-sure acceptance of Streett…
Currently the most popular method of providing robustness certificates is randomized smoothing where an input is smoothed via some probability distribution. We propose a novel approach to randomized smoothing over multiplicative parameters.…
We present REMIX, a smoothed particle hydrodynamics (SPH) scheme designed to alleviate effects that typically suppress mixing and instability growth at density discontinuities in SPH simulations. We approach this problem by directly…
While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…
We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…
Given a controlled diffusion and a connected, bounded, Lipschitz set, when is it possible to guarantee controlled set invariance with probability one? In this work, we answer this question by deriving the necessary and sufficient conditions…
In this article, we show how to calibrate the widely-used SVI parameterization of the implied volatility surface in such a way as to guarantee the absence of static arbitrage. In particular, we exhibit a large class of arbitrage-free SVI…
Machine-learned interatomic potentials (MLIPs) are deployed for high-throughput materials screening without formal reliability guarantees. We show that a single MLIP used as a stability filter misses 93% of density functional theory…
This work is concerned with the safety controller synthesis of stochastic hybrid systems, in which continuous evolutions are described by stochastic differential equations with both Brownian motions and Poisson processes, and instantaneous…
In this paper, we introduce an observer-free sliding mode control (SMC) method based on explicit structural compensation via the decomposition \( s = \alpha - \beta \). The proposed formulation eliminates the need for state observers and…
Recently, a nonconforming surface finite element was developed to discretize 3d vector-valued compressible flow problems arising in climate modeling. In this contribution we derive an error analysis for this approach on a vector-valued…
Smoothed particle hydrodynamics (SPH) has been extensively studied in computer graphics to animate fluids with versatile effects. However, SPH still suffers from two numerical difficulties: the particle deficiency problem, which will…
We introduce an optimal and nearly parameter-free algorithm for minimizing piecewise smooth (PWS) convex functions under the quadratic growth (QG) condition, where the locations and structure of the smooth regions are entirely…
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…
We formulate option market making as a constrained, risk-sensitive control problem that unifies execution, hedging, and arbitrage-free implied-volatility surfaces inside a single learning loop. A fully differentiable eSSVI layer enforces…
We proposed a structure-preserving stabilized parametric finite element method (SPFEM) for the evolution of closed curves under anisotropic surface diffusion with an arbitrary surface energy $\hat{\gamma}(\theta)$. By introducing a…
We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…
Barrier certificates, a form of state invariants, provide an automated approach to the verification of the safety of dynamical systems. Similarly to barrier certificates, recent works explore the notion of closure certificates, a form of…
We introduce a new categorical and constructive foundation for analytic approximation based on a Contextual Choice Principle (CCP), which enforces locality and compatibility in the construction of mathematical objects. Central to our…