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Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…
Diffusion models have been leveraged to perform adversarial purification and thus provide both empirical and certified robustness for a standard model. On the other hand, different robustly trained smoothed models have been studied to…
We present first-principles density functional theory (DFT) investigations of mechanical, thermodynamic and optical properties of synthesized inverse-perovskites Sc3InX (X = B, C, N). The elastic constants at zero pressure and temperature…
We study the discretisation of a uniaxial (rank-one) reduction of the Oldroyd-B model for dilute polymer solutions, in which the conformation tensor is represented as $\sig = \vec b \otimes \vec b$. Building on structural analogies with…
We study risk-neutral density extraction from short-dated option chains. As expiry approaches, option premia decline and bid--ask spreads can be large relative to prices, making mid quotes particularly uninformative. Stale or asynchronous…
Solving Fluid-Structure Interaction (FSI) problems using traditional methods is a big challenge in the field of numerical simulation. As a powerful multi-physical field coupled library, preCICE has a bright application prospect for solving…
Impacts of liquid droplets on wind turbine blade surfaces, for example sea sprays, can result in material damage through erosion. In this study, we derive an explicit, closed-form analytical approximation for droplet impact and subsequent…
This paper introduces a new family of consensus protocols, namely \emph{Lachesis-class} denoted by $\mathcal{L}$, for distributed networks with guaranteed Byzantine fault tolerance. Each Lachesis protocol $L$ in $\mathcal{L}$ has complete…
Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…
The class of graphs that do not contain a path on $k$ nodes as an induced subgraph ($P_k$-free graphs) has rich applications in the theory of graph algorithms. This paper explores the problem of deciding $P_k$-freeness from the viewpoint of…
We present msmJAX, a Python package implementing the multilevel summation method with B-spline interpolation, a linear-scaling algorithm for efficiently evaluating electrostatic and other long-range interactions in particle-based…
This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…
We study the pricing of VIX options in the SABR model $dS_t = \sigma_t S_t^\beta dB_t, d\sigma_t = \omega \sigma_t dZ_t$ where $B_t,Z_t$ are standard Brownian motions correlated with correlation $\rho<0$ and $0 \leq \beta < 1$. VIX is…
The modeling of cracks has been an intensely researched topic for decades - both from the mechanical as well as from the mathematics point of view. As far as the modeling of sharp cracks/interfaces is concerned, the resulting free boundary…
The multi-tier $GW$+EDMFT scheme is an ab-initio method for calculating the electronic structure of correlated materials. While the approach is free from ad-hoc parameters, it requires a selection of appropriate energy windows for…
In this paper, we develop the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) for convection-diffusion equations with inhomogeneous Dirichlet, Neumann and Robin boundary conditions, along with…
We initiate the design and the analysis of stabilization-free Virtual Element Methods for the laplacian problem written in mixed form. A Virtual Element version of the lowest order Raviart-Thomas Finite Element is considered. To reduce the…
Robust model predictive control (MPC) aims to preserve performance under model-plant mismatch, yet robust formulations for nonlinear MPC (NMPC) with data-driven surrogates remain limited. This work proposes an offset-free robust NMPC scheme…
Certified robustness circumvents the fragility of defences against adversarial attacks, by endowing model predictions with guarantees of class invariance for attacks up to a calculated size. While there is value in these certifications, the…
We study the low temperature properties of p-spin glass models with finite connectivity and of some optimization problems. Using a one-step functional replica symmetry breaking Ansatz we can solve exactly the saddle-point equations for…